Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit

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

zbMATH Keywords

Brownian motionstochastic differential equationsSmoluchowski-Kramers approximationEinstein mobility-diffusion relation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)

Related Items

Curl flux induced drift in stochastic differential equations in the zero-mass limit, The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation, Quantified overdamped limit for kinetic Vlasov-Fokker-Planck equations with singular interaction forces, Averaging of semigroups associated to diffusion processes on a simplex, Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem, Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями, Variational approach to coarse-graining of generalized gradient flows, Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations, Relation of a new interpretation of stochastic differential equations to Itô process, Functionals in stochastic thermodynamics: how to interpret stochastic integrals, A parameter estimator based on Smoluchowski-Kramers approximation, Homogenization for a class of generalized Langevin equations with an application to thermophoresis, Diffusion approximation for multi-scale stochastic reaction-diffusion equations, On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior, On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion, Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation, The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction, Математические модели стохастической динамики развития предприятий, Anomalous thermodynamics in homogenized generalized Langevin systems

Cites Work

• Some remarks on the Smoluchowski-Kramers approximation
• Random environments and stochastic calculus
• A model for preferential concentration
• Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics
• Multiscale Methods
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Stochastic differential equations. An introduction with applications.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item