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Small mass asymptotic for the motion with vanishing friction

Probability 2012-09-26 v3 Mathematical Physics math.MP

Abstract

We consider the small mass asymptotic (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be vanishing within certain region. We introduce a regularization for this problem and study the limiting motion for the 1-dimensional case and a multidimensional model problem. The limiting motion is a Markov process on a projected space. We specify the generator and boundary condition of this limiting Markov process and prove the convergence.

Keywords

Cite

@article{arxiv.1201.1242,
  title  = {Small mass asymptotic for the motion with vanishing friction},
  author = {Mark Freidlin and Wenqing Hu and Alexander Wentzell},
  journal= {arXiv preprint arXiv:1201.1242},
  year   = {2012}
}

Comments

final version for publication, accepted by Stochastic Processes and their Applications