Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom

DOI10.1016/J.JDE.2021.03.023MaRDI QIDQ2020134zbMATH OpenOpenAlexFDO

Authors Chungang Shi, W. Wang

Publication date 23 April 2021

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2021.03.023

zbMATH Keywords

martingalediffusion approximationSPDEswhite noisetightnessgeneralized Langevin equationrandomly fast oscillation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

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Cited in

(8)

• The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation
• An asymptotic analysis of a generalized Langevin equation
• Approximation for a generalized Langevin equation with high oscillation in time and space
• The Smoluchowski-Kramer approximation of a generalized Langevin equation with state-dependent damping
• Langevin equations in the small-mass limit: higher-order approximations
• Asymptotic analysis for the generalized Langevin equation with singular potentials
• The small mass limit for long time statistics of a stochastic nonlinear damped wave equation
• Small mass limit for stochastic \(N\)-interacting particles system in \(L^2( \mathbb{R}^d)\) in mean field limit

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