Gibbsian dynamics and the generalized Langevin equation

Authors

Herzog, DP; Mattingly, JC; Nguyen, HD

Abstract

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of the GLE using a Gibbsian framework, which does not rely on existing Markovian approximations. Moreover, we provide conditions on the decay of the memory to ensure uniqueness of statistically steady states, generalizing previous known results for the GLE under particular kernels as a sum of exponentials.

Citation

Herzog, D. P., J. C. Mattingly, and H. D. Nguyen. “Gibbsian dynamics and the generalized Langevin equation.” Electronic Journal of Probability 28 (January 1, 2023). https://doi.org/10.1214/23-EJP904.

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