32 citations · 115 across the 22 of their papers we have counts for
4 papers · 2 filters
Gibbsian dynamics and the generalized Langevin equation
David P. Herzog, Jonathan C. Mattingly, Hung D. Nguyen
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…
A functional Law of the Iterated Logarithm for weakly hypoelliptic diffusions at time zero
Marco Carfagnini, Juraj Foldes, David P. Herzog
We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterate…
Weighted -contractivity of Langevin dynamics with singular potentials
Evan Camrud, David P. Herzog, Gabriel Stoltz +1
Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential allowing for singularities. By modifying the direct approach t…
Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
David P. Herzog, Hung D. Nguyen
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension ) of heavy particles transported by a rough self…