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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

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 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 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…

概率论 · 数学 2012-09-26 Mark Freidlin , Wenqing Hu , Alexander Wentzell

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

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 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 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

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

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

In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent…

概率论 · 数学 2022-10-10 T. C. Son , D. Q. Le , M. H. Duong

We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

概率论 · 数学 2022-08-30 Sandra Cerrai , Mengzi Xie

We investigate the convergence, in the small mass limit, of the stationary solutions of a class of stochastic damped wave equations, where the friction coefficient depends on the state and the noisy perturbation if of multiplicative type.…

概率论 · 数学 2023-09-06 Sandra Cerrai , Mengzi Xie

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…

概率论 · 数学 2018-02-01 Michael Salins

We consider the motion of a particle in a random isotropic force field. Assuming that the force field arises from a Poisson field in $\mathbb{R}^d$, $d \geq 4$, and the initial velocity of the particle is sufficiently large, we describe the…

概率论 · 数学 2009-11-13 Dmitry Dolgopyat , Leonid Koralov

In this paper, we study the quasi-potential for a general class of damped semilinear stochastic wave equations. We show that, as the density of the mass converges to zero, the infimum of the quasi-potential with respect to all possible…

概率论 · 数学 2014-03-25 Sandra Cerrai , Michael Salins

We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit…

概率论 · 数学 2026-04-17 Charles-Edouard Bréhier , Ziyi Lei

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…

偏微分方程分析 · 数学 2025-11-18 Billel Guelmame , Julien Vovelle

The motion of charged particles in weakly varying electromagnetic fields is described using a perturbation method. This provides a systematic and physically transparent description of the particle motion on fast and slow spatio-temporal…

等离子体物理 · 物理学 2014-05-15 D. S. Sortland , O. E. Garcia

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
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