The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (Q300618): Difference between revisions

It is shown that the Langevin stochastic dynamics of a mechanical mass converges to a meaningful limit when this mass tends to zero. As an illustrative application example, one considers Newtonian dynamics with unbounded potentials.

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zbMATH Keywords

small-mass limit

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Smoluchowski-Kramers approximation

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locally Lipschitz coefficients

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reviewed by

Guy Jumaric

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MaRDI profile type

MaRDI publication profile

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cites work

Some remarks on the Smoluchowski-Kramers approximation

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Smoluchowski-Kramers approximation in the case of variable friction

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Small mass asymptotic for the motion with vanishing friction

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Random perturbations of Hamiltonian systems

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Q3753663

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The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction

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Q4002114

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Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

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Brownian motion in a field of force and the diffusion model of chemical reactions

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Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

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Stochastic differential equations. An introduction with applications.

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Q3800193

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Ergodic Properties of Markov Processes

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Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients

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Identifiers

zbMATH Open document ID

1346.82027

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DOI

10.1007/s10955-016-1498-8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:300618

@@ Property / review text @@
+It is shown that the Langevin stochastic dynamics of a mechanical mass converges to a meaningful limit when this mass tends to zero. As an illustrative application example, one considers Newtonian dynamics with unbounded potentials.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C31
@@ Property / Mathematics Subject Classification ID: 82C31 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 60H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R60
@@ Property / Mathematics Subject Classification ID: 35R60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6599162
@@ Property / zbMATH DE Number: 6599162 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small-mass limit
@@ Property / zbMATH Keywords: small-mass limit / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Smoluchowski-Kramers approximation
@@ Property / zbMATH Keywords: Smoluchowski-Kramers approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally Lipschitz coefficients
@@ Property / zbMATH Keywords: locally Lipschitz coefficients / rank @@
+Normal rank
@@ Property / reviewed by @@
+Guy Jumaric
@@ Property / reviewed by: Guy Jumaric / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2310865243
@@ Property / OpenAlex ID: W2310865243 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04187
@@ Property / arXiv ID: 1510.04187 / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on the Smoluchowski-Kramers approximation
+Normal rank
@@ Property / cites work @@
+Smoluchowski-Kramers approximation in the case of variable friction
+Normal rank
@@ Property / cites work @@
+Small mass asymptotic for the motion with vanishing friction
+Normal rank
@@ Property / cites work @@
+Random perturbations of Hamiltonian systems
@@ Property / cites work: Random perturbations of Hamiltonian systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q3753663
@@ Property / cites work: Q3753663 / rank @@
+Normal rank
@@ Property / cites work @@
+The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
+Normal rank
@@ Property / cites work @@
+Brownian motion in a field of force and the diffusion model of chemical reactions
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q3800193
@@ Property / cites work: Q3800193 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic Properties of Markov Processes
@@ Property / cites work: Ergodic Properties of Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients
+Normal rank
@@ Property / Wikidata QID @@
+Q106211518
@@ Property / Wikidata QID: Q106211518 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:300618