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相关论文: On the Smoluchowski-Kramers approximation for SPDE…

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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 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 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 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 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

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 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

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 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

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 prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

概率论 · 数学 2018-06-15 Sandra Cerrai , Nathan Glatt-Holtz

In this paper, we explicitly calculate the quasi-potentials for the damped semilinear stochastic wave equation when the system is of gradient type. We show that in this case the infimum of the quasi-potential with respect to all possible…

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

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 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 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 well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

概率论 · 数学 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

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 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

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 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
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