Article ID Journal Published Year Pages File Type
5130134 Stochastic Processes and their Applications 2017 31 Pages PDF
Abstract

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. Since the small mass limit does not yield to the solution of the corresponding first order system, we regularize our problem by adding a small friction. We show that in this case the Smoluchowski–Kramers approximation holds. We also give a justification of the regularization, by showing that the regularized problems provide a good approximation to the original ones.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)