Homogenization of dissipative, noisy, Hamiltonian dynamics

DOI10.1016/J.SPA.2017.09.005zbMATH Open1391.60131arXiv1608.08194OpenAlexW2963644551MaRDI QIDQ1635906FDOQ1635906

Authors: Jeremiah Birrell, Jan Wehr 

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a {em noise-induced drift} term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an $L^p$-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter.

Full work available at URL: https://arxiv.org/abs/1608.08194

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zbMATH Keywords

Hamiltonian systemhomogenizationnoise-induced driftsmall mass limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (17)

• A homogenization theorem for Langevin systems with an application to Hamiltonian dynamics
• Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
• Heterogeneous Hegselmann–Krause Dynamics With Environment and Communication Noise
• Homogenization for generalized Langevin equations with applications to anomalous diffusion
• Homogenization for a class of generalized Langevin equations with an application to thermophoresis
• Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
• Hydrodynamical limit for a Hamiltonian system with weak noise
• A NOISY SYSTEM WITH A FLATTENED HAMILTONIAN AND MULTIPLE TIME SCALES
• An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field
• Phase space homogenization of noisy Hamiltonian systems
• The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients
• Langevin equations in the small-mass limit: higher-order approximations
• Dissipative solutions to Hamiltonian systems
• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Hamilton-Jacobi equations for mean-field disordered systems
• Hydrodynamic limit for a Hamiltonian system with boundary conditions and conservative noise
• Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force

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