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

DOI10.1016/J.JDE.2021.03.023zbMATH Open1481.60124OpenAlexW3138693603MaRDI QIDQ2020134FDOQ2020134

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

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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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• Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation
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Cited In (8)

• Asymptotic analysis for the generalized Langevin equation with singular potentials
• The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation
• The Smoluchowski-Kramer approximation of a generalized Langevin equation with state-dependent damping
• Approximation for a generalized Langevin equation with high oscillation in time and space
• Langevin equations in the small-mass limit: higher-order approximations
• An asymptotic analysis of a generalized Langevin equation
• 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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