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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 mm 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 m0m \to 0, 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}
}

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48 pages