The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients

DOI10.1016/J.SPA.2022.04.016MaRDI QIDQ2145771zbMATH OpenOpenAlexWikidataFDO

Authors Longjie Xie, Li Yang

Publication date 20 June 2022

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

Full work available at URL https://doi.org/10.1016/j.spa.2022.04.016

zbMATH Keywords

homogenizationLangevin equationSmoluchowski-Kramers approximationZvonkin's transformationnoise-induced drift

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25)

Recommendations

• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• Smoluchowski-Kramers approximation with state dependent damping and highly random oscillation
• The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
• Smoluchowski-Kramers approximation in the case of variable friction
• A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping

Cites work

• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 3277871 (Why is no real title available?)
• A homogenization theorem for Langevin systems with an application to Hamiltonian dynamics
• Diffusion approximation for fully coupled stochastic differential equations
• Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Homogenization for generalized Langevin equations with applications to anomalous diffusion
• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
• Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Multiscale Methods
• ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• On Poisson equation and diffusion approximation. II.
• On polynomial mixing bounds for stochastic differential equations
• On the Poisson equation and diffusion approximation. I
• On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom
• Small mass asymptotic for the motion with vanishing friction
• Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
• Some remarks on the Smoluchowski-Kramers approximation
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
• Well-posedness and long time behavior of singular Langevin stochastic differential equations
• \(L^q(L^p)\)-theory of stochastic differential equations

Cited in

(15)

• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
• Curl flux induced drift in stochastic differential equations in the zero-mass limit
• Smoluchowski-Kramers approximation with variable friction and fast random fluctuation
• The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
• Second-order fast-slow stochastic systems
• Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
• Small mass asymptotic for the motion with vanishing friction
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
• On the Langevin equation with variable friction
• Smoluchowski-Kramers approximation with state dependent damping and highly random oscillation
• scientific article; zbMATH DE number 735664 (Why is no real title available?)
• Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force

This page was built for publication: The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2145771)