Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
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Publication:411506
DOI10.1007/s10955-012-0418-9zbMath1245.82052arXiv1112.2607OpenAlexW3103644512WikidataQ57515442 ScholiaQ57515442MaRDI QIDQ411506
Giovanni Volpe, Jan Wehr, Scott Hottovy
Publication date: 4 April 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.2607
Brownian motionstochastic differential equationsSmoluchowski-Kramers approximationEinstein mobility-diffusion relation
Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)
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Cites Work
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