A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection
Probability
2010-11-30 v1
Abstract
According to the Smoluchowski-Kramers approximation, the solution of the equation converges to the solution of the equation as {\mu}->0. We consider here a similar result for the Langevin process with elastic reflection on the boundary.
Keywords
Cite
@article{arxiv.1004.3043,
title = {A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection},
author = {Konstantinos Spiliopoulos},
journal= {arXiv preprint arXiv:1004.3043},
year = {2010}
}
Comments
14 pages, 2 figures