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Related papers: A Note on the Smoluchowski-Kramers Approximation f…

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We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of $\mathbb{R}^n$ subject to a state-dependent damping and perturbed by a multiplicative noise. We prove that in the small mass…

Analysis of PDEs · Mathematics 2021-10-12 Sandra Cerrai , Guangyu Xi

An approximation is derived for a Langevin equation with distribution-dependent potential and state-dependent, randomly fast oscillation. By some estimates and a diffusion approximation the limiting equation is shown to be…

Probability · Mathematics 2024-03-08 Chungang Shi , Wei Wang

We study two asymptotic problems for the Langevin equation with variable friction coefficient. The first is the small mass asymptotic behavior, known as the Smoluchowski-Kramers approximation, of the Langevin equation with strictly positive…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Panagiotis E. Souganidis , Hung V. Tran

We consider Smoluchowski's coagulation equation in the case of the diagonal kernel with homogeneity $\gamma>1$. In this case the phenomenon of gelation occurs and solutions lose mass at some finite time. The problem of the existence of…

Analysis of PDEs · Mathematics 2018-12-14 Marco Bonacini , Barbara Niethammer , Juan Velázquez

We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approximation. Cerrai and Freidlin have previously demonstrated that…

Probability · Mathematics 2018-02-01 Michael Salins

The small mass limit of the Langevin equation perturbed by $\alpha$-stable L\'{e}vy noise is considered by rewriting it in the form of slow-fast system, and spliting the fast component into three parts, where $\alpha\in(1,2)$. By exploring…

Probability · Mathematics 2025-02-27 Qingming Zhao , Wei Wang

We derive a satisfying rate of convergence of the Marcus-Lushnikov process toward the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-like coagulation kernels with homogeneity degree ranging in…

Probability · Mathematics 2011-03-10 Eduardo Cepeda , Nicolas Fournier

A system of stochastic differential equations describing diffusive phenomena, which has arbitrary friction depending on both state and distribution is investigated. The Smoluchowski-Kramers approximation is seen to describe dynamics in the…

Probability · Mathematics 2024-06-27 Xueru Liu , Qianqian Jiang , Wei Wang

We show that solutions to Smoluchowski's equation with a constant coagulation kernel and an initial datum with some regularity and exponentially decaying tail converge exponentially fast to a self-similar profile. This convergence holds in…

Analysis of PDEs · Mathematics 2010-02-02 José Alfredo Cañizo , Stéphane Mischler , Clément Mouhot

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…

Probability · Mathematics 2012-09-26 Mark Freidlin , Wenqing Hu , Alexander Wentzell

We study the validity of the so-called Smoluchowski-Kramers approximation for a two dimensional system of stochastic partial differential equations, subject to a constant magnetic field. As the small mass limit does not yield to the…

Probability · Mathematics 2014-09-03 Sandra Cerrai , Michael Salins

We consider Smoluchowski's coagulation equation with a kernel of the form $K = 2 + \epsilon W$, where $W$ is a bounded kernel of homogeneity zero. For small $\epsilon$, we prove that solutions approach a universal, unique self-similar…

Analysis of PDEs · Mathematics 2019-10-18 José A. Cañizo , Sebastian Throm

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

Probability · Mathematics 2023-12-15 Sandra Cerrai , Arnaud Debussche

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

Analysis of PDEs · Mathematics 2012-09-04 Yan Lv , Wei Wang , Anthony Roberts

We consider the following second-order stochastic differential equation on $\mathbb{R}^{2d}$: \begin{equation*} dX_t^m=Y_t^mdt, \quad mdY_t^m=b(X_t^m)dt+\sigma(X_t^m)dB_t-Y^m_tdt, \end{equation*} where $X^m_t$ and $Y^m_t$ represent the…

Probability · Mathematics 2026-02-03 Shiyu Liu , Wei Liu , Lihu Xu

We characterize the long-time behaviour of solutions to Smoluchowski's coagulation equation with a diagonal kernel of homogeneity $\gamma < 1$. Due to the property of the diagonal kernel, the value of a solution depends only on a discrete…

Analysis of PDEs · Mathematics 2016-08-11 Philippe Laurençot , Barbara Niethammer , Juan J. L. Velázquez

We show that the Smoluchowski coagulation equation with the solvable kernels $K(x,y)$ equal to $2$, $x+y$ or $xy$ is contractive in suitable Laplace norms. In particular, this proves exponential convergence to a self-similar profile in…

Analysis of PDEs · Mathematics 2020-10-21 José A. Cañizo , Bertrand Lods , Sebastian Throm

We show that solutions to Krein systems, the continuous frequency analogue of orthogonal polynomials on the unit circle, generated by an $A_2 (\mathbb{R})$ weight $w$ satisfying $w-1 \in L^1 (\mathbb{R}) + L^2 (\mathbb{R})$, are uniformly…

Classical Analysis and ODEs · Mathematics 2022-09-08 Michel Alexis

We investigate the Smoluchowski-Kramers approximation for the one-dimensional periodic variational wave equation with state-dependent damping and additive noise. We show that weak ``dissipative'' solutions converge to solutions of a…

Analysis of PDEs · Mathematics 2025-11-18 Billel Guelmame , Julien Vovelle
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