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Billiards in a general domain with random reflections
- Source :
- Archive for Rational Mechanics and Analysis, Archive for Rational Mechanics and Analysis, Springer Verlag, 2009, 191 (3), pp.497-537, Archive for Rational Mechanics and Analysis, 2009, 191 (3), pp.497-537, Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual), Universidade de São Paulo (USP), instacron:USP
- Publication Year :
- 2007
- Publisher :
- HAL CCSD, 2007.
-
Abstract
- We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain ${\mathcal D} \subset {\mathbb R}^d$ until it hits the boundary and bounces randomly inside according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord "picked at random" in ${\mathcal D}$, and we study the angle of intersection of the process with a $(d-1)$-dimensional manifold contained in ${\mathcal D}$.<br />Comment: 50 pages, 10 figures; To appear in: Archive for Rational Mechanics and Analysis; corrected Theorem 2.8 (induced chords in nonconvex subdomains)
- Subjects :
- [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Gaussian
Dynamical Systems (math.DS)
01 natural sciences
bepress|Physical Sciences and Mathematics|Statistics and Probability|Probability
010104 statistics & probability
symbols.namesake
Mathematics (miscellaneous)
FOS: Mathematics
Trigonometric functions
Almost everywhere
Mathematics - Dynamical Systems
0101 mathematics
ComputingMilieux_MISCELLANEOUS
60J25 (Primary), 37D50, 58F15, 60J10 (Secondary)
Mathematics
bepress|Physical Sciences and Mathematics|Mathematics
Mechanical Engineering
Probability (math.PR)
010102 general mathematics
Mathematical analysis
Absolute continuity
Lipschitz continuity
bepress|Physical Sciences and Mathematics|Mathematics|Dynamical Systems
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Discrete time and continuous time
Bounded function
symbols
SISTEMAS DINÂMICOS
Normal
Mathematics - Probability
Analysis
Subjects
Details
- Language :
- English
- ISSN :
- 00039527 and 14320673
- Database :
- OpenAIRE
- Journal :
- Archive for Rational Mechanics and Analysis, Archive for Rational Mechanics and Analysis, Springer Verlag, 2009, 191 (3), pp.497-537, Archive for Rational Mechanics and Analysis, 2009, 191 (3), pp.497-537, Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual), Universidade de São Paulo (USP), instacron:USP
- Accession number :
- edsair.doi.dedup.....34a267e1047580776553d5610389851e