Numerical Simulation of Polynomial-Speed Convergence Phenomenon

作者：Li Yao^*; Xu Hui

来源：Journal of Statistical Physics, 2017, 169(4): 697-729.

DOI：10.1007/s10955-017-1877-9

• Microscopic heat conduction
• Markov process
• Polynomial ergodicity
• Coupling
• Monte Carlo simulation

We provide a hybrid method that captures the polynomial speed of convergence and polynomial speed of mixing for Markov processes. The hybrid method that we introduce is based on the coupling technique and renewal theory. We propose to replace some estimates in classical results about the ergodicity of Markov processes by numerical simulations when the corresponding analytical proof is difficult. After that, all remaining conclusions can be derived from rigorous analysis. Then we apply our results to seek numerical justification for the ergodicity of two 1D microscopic heat conduction models. The mixing rate of these two models are expected to be polynomial but very difficult to prove. In both examples, our numerical results match the expected polynomial mixing rate well.

• 出版日期2017-11