Article ID Journal Published Year Pages File Type
7550144 Stochastic Processes and their Applications 2018 37 Pages PDF
Abstract
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a noise-induced drift term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an Lp-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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