Abstract
An N particle system evolving in 3-space under the action of a friction force, an external potential and a fluctuating force is studied, using the Langevin equation. Necessary and sufficient conditions are given for both (a) the existence and (b) the Maxwell-Boltzmann character of an invariant measure. Both probabilistic and system theoretical tools play an important part in this study. In addition, the general results mentioned above are applied to the study of a system of n oscillators coupled through velocity, with a first-neighbour-only type of interaction.
Original language | English (US) |
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Pages (from-to) | 239-258 |
Number of pages | 20 |
Journal | Acta Applicandae Mathematicae |
Volume | 14 |
Issue number | 3 |
DOIs | |
State | Published - Mar 1989 |
Keywords
- AMS Subject Classifications (1980): 82A30, 82A05, 93B05, 93E15, 60J65
- controllability
- invariant measure
- Langevin equation
- Statistical physics
- stochastic stability
ASJC Scopus subject areas
- Applied Mathematics