Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130134 | Stochastic Processes and their Applications | 2017 | 31 Pages |
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.
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Mathematics
Mathematics (General)