DRIFT AND DIFFUSION FOR A MECHANICAL SYSTEM

被引:7
作者
BOLDRIGHINI, C [1 ]
SOLOVEITCHIK, M [1 ]
机构
[1] UNIV HEIDELBERG,INST ANGEW MATH,D-69120 HEIDELBERG,GERMANY
关键词
D O I
10.1007/BF01195479
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a mechanical system in the plane, consisting of a vertical rod of length l, with its center moving on the horizontal axis, subject to elastic collisions with the particles of a free gas, and to a constant force f. Assuming a suitable initial measure we show that the evolution of the system as seen from the rod is described by an exponentially ergodic irreducible Harris chain, implying convergence to a stationary invariant measure as t --> infinity. We deduce that in the proper scaling the motion of the rod is described as a drift plus a diffusion. We prove in conclusion that the diffusion is nondegenerate and that the drift is nonzero if f not equal 0 and has the same sign of f.
引用
收藏
页码:349 / 379
页数:31
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