The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (Q300618)
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| English | The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction |
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The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (English)
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28 June 2016
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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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small-mass limit
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Smoluchowski-Kramers approximation
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locally Lipschitz coefficients
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