Phase space homogenization of noisy Hamiltonian systems (Q1745373)
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English | Phase space homogenization of noisy Hamiltonian systems |
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Phase space homogenization of noisy Hamiltonian systems (English)
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17 April 2018
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The authors study a diffusive system in the small mass limit (see [\textit{E. Nelson}, Dynamical theories of Brownian motion. Princeton, N.J.: Princeton University Press (1967; Zbl 0165.58502)]) by the form \[ dq_t=v_tdt,\quad m dv_t=-\gamma v_t dt+\sigma dW_t. \] More precisely, the study the small mass limit of the joint distribution of \(Q_{t1}^m,\ldots, q_{tN}^m\), \(\sqrt{m}v_{t1}^m,\ldots, \sqrt{m}v_{tN}^m\). They use the techniques developed by \textit{D. P. Herzog} et al. [J. Stat. Phys. 163, No. 3, 659--673 (2016; Zbl 1346.82027)]. The main results are given in Theorem 2.1 and Theorem 3.1. Their results extend some other results given by \textit{S. Hottovy} et al. [Commun. Math. Phys. 336, No. 3, 1259--1283 (2015; Zbl 1310.60083)], \textit{D. P. Herzog} et al. [loc. cit.] and the authors [Stochastic Processes Appl. 128, No. 7, 2367--2403 (2018; Zbl 1391.60131)].
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joint distribution
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noisy Hamiltonian system
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diffusive system
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stochastic differential equation
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