On the Langevin equation with variable friction

DOI10.1007/S00526-017-1240-7MaRDI QIDQ1688760zbMATH OpenOpenAlexWikidataFDO

Authors Hitoshi Ishii, Panagiotis E. Souganidis, H. V. Tran

Publication date 11 January 2018

Published in Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.05478

zbMATH Keywords

piecewise vanishing frictionsmall mass asymptotic behaviorSmoluchowski-Kramers approximation

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Asymptotic behavior of solutions to PDEs (35B40) Boundary value problems for linear higher-order PDEs (35G15) Singular elliptic equations (35J75) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: We study two asymptotic problems for the Langevin equation with variable friction coefficient. The first is the small mass asymptotic behavior, known as the Smoluchowski-Kramers approximation, of the Langevin equation with strictly positive variable friction. The second result is about the limiting behavior of the solution when the friction vanishes in regions of the domain. Previous works on this subject considered one dimensional settings with the conclusions based on explicit computations.

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Cites work

• Elliptic partial differential equations of second order
• Periodic homogenisation of certain fully nonlinear partial differential equations
• Principal eigenvalues for Isaacs operators with Neumann boundary conditions
• Small mass asymptotic for the motion with vanishing friction
• Smoluchowski-Kramers approximation in the case of variable friction
• The conormal derivative problem for elliptic equations of variational type
• The perturbed test function method for viscosity solutions of nonlinear PDE
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(9)

• Small mass asymptotic for the motion with vanishing friction
• Smoluchowski-Kramers approximation in the case of variable friction
• From ballistic to diffusive behavior in periodic potentials
• Langevin equation with Coulomb friction
• A path integral approach to random motion with nonlinear friction
• Friction factors for a lattice of Brownian particles
• The Prandtl–Tomlinson model of friction with stochastic driving
• Asymptotic behavior of the Langevin equation for a nonhomogeneous medium
• Large deviations for the Langevin equation with strong damping

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