Small Mass Limit of a Langevin Equation on a Manifold
Mathematical Physics
2018-08-16 v2 math.MP
Abstract
We study damped geodesic motion of a particle of mass on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as , its solutions converge to solutions of a limiting equation which includes a {\it noise-induced drift} term. A very special case of the main result presents Brownian motion on the manifold as a limit of inertial systems.
Keywords
Cite
@article{arxiv.1604.04819,
title = {Small Mass Limit of a Langevin Equation on a Manifold},
author = {Jeremiah Birrell and Scott Hottovy and Giovanni Volpe and Jan Wehr},
journal= {arXiv preprint arXiv:1604.04819},
year = {2018}
}
Comments
48 pages