Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit

DOI10.1214/22-EJP789zbMATH Open1491.35017arXiv2103.00338OpenAlexW3135188393MaRDI QIDQ2144335FDOQ2144335

Authors: Mouad Ramil 

Publication date: 13 June 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Consider the Langevin process, described by a vector (positions and momenta) in $mathbb{R}^{d}imesmathbb{R}^d$. Let $mathcalO$ be a $mathcal{C}^2$ open bounded and connected set of $mathbb{R}^d$. Recent works showed the existence of a unique quasi-stationary distribution (QSD) of the Langevin process on the domain $D:=mathcalOimesmathbb{R}^d$. In this article, we study the overdamped limit of this QSD, i.e. when the friction coefficient goes to infinity. In particular, we show that the marginal law in position of the overdamped limit is the QSD of the overdamped Langevin process on the domain $mathcalO$.

Full work available at URL: https://arxiv.org/abs/2103.00338

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zbMATH Keywords

quasi-stationary distributionoverdamped limitLangevin processoverdamped Langevin process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations in context of PDEs (35B25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Linear operators defined by compactness properties (47B07)

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Cited In (6)

• Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials
• Transcritical bifurcation for the conditional distribution of a diffusion process
• Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence
• A weak overdamped limit theorem for Langevin processes
• Overdamped limit at stationarity for non-equilibrium Langevin diffusions
• Recent advances in the long-time analysis of killed degenerate processes and their particle approximation

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