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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…

偏微分方程分析 · 数学 2020-04-21 Hitoshi Ishii , Panagiotis E. Souganidis , Hung V. Tran

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…

概率论 · 数学 2012-08-31 Mark Freidlin , Wenqing Hu

We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $\mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a…

概率论 · 数学 2020-07-15 Sandra Cerrai , Jan Wehr , Yichun Zhu

The small mass limit is derived for a McKean-Vlasov equation subject to environmental noise with state-dependent friction. By applying the averaging approach to a non-autonomous stochastic slow-fast system with the microscopic and…

概率论 · 数学 2024-03-11 Chungang Shi , Yan Lv , Wei Wang

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…

概率论 · 数学 2024-06-27 Xueru Liu , Qianqian Jiang , Wei Wang

We consider small mass asymptotics of the motion of a charged particle in a noisy force field combined with a variable magnetic field. The Smoluchowski-Kramers approximation does not hold in this case. We show that after a regularization of…

概率论 · 数学 2013-10-18 Jong Jun Lee

A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to physically realizable examples…

概率论 · 数学 2016-04-29 David P. Herzog , Scott Hottovy , Giovanni Volpe

This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…

概率论 · 数学 2026-05-11 Noé Blassel

We discuss here the validity of the small mass limit (the so-called Smoluchowski-Kramers approximation) on a fixed time interval for a class of semi-linear stochastic wave equations, both in the case of the presence of a constant friction…

概率论 · 数学 2016-02-19 Sandra Cerrai , Mark Freidlin , Michael Salins

The small mass limit is derived for a McKean-Vlasov equation with state-dependent friction in $d$-dimensional space. By applying the averaging approach to a non-autonomous slow-fast system with the microscopic and macroscopic scales, the…

偏微分方程分析 · 数学 2024-03-08 Chungang Shi , Mengmeng Wang , Yan Lv , Wei Wang

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…

概率论 · 数学 2025-02-27 Qingming Zhao , Wei Wang

The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…

凝聚态物理 · 物理学 2007-05-23 A. M. Jayannavar , Mangal C. Mahato

In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…

概率论 · 数学 2012-03-21 A. Pogorui

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…

概率论 · 数学 2014-09-03 Sandra Cerrai , Michael Salins

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…

偏微分方程分析 · 数学 2021-10-12 Sandra Cerrai , Guangyu Xi

We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the…

We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…

数学物理 · 物理学 2016-04-29 Scott Hottovy , Austin McDaniel , Giovanni Volpe , Jan Wehr

We perform an asymptotic analysis of general particle systems arising in collective behavior in the limit of large self-propulsion and friction forces. These asymptotics impose a fixed speed in the limit, and thus a reduction of the…

偏微分方程分析 · 数学 2012-03-01 Mihai Bostan , J. A. Carrillo

We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…

概率论 · 数学 2024-09-13 Sandra Cerrai , Mengzi Xie

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.…

概率论 · 数学 2023-12-15 Sandra Cerrai , Arnaud Debussche
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