Homogenization for generalized Langevin equations with applications to anomalous diffusion
From MaRDI portal
Publication:2191063
DOI10.1007/s00023-020-00889-2zbMath1465.60053arXiv1902.06496OpenAlexW3103982307MaRDI QIDQ2191063
Soon Hoe Lim, Maciej Lewenstein, Jan Wehr
Publication date: 23 June 2020
Published in: Annales Henri Poincaré (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.06496
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Related Items
The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients, Hydrodynamic fluctuations in the presence of one parameter Mittag-Leffler friction, Fractional Langevin type equations for white noise distributions, Homogenization of dissipative Hamiltonian systems under Lévy fluctuations, Anomalous thermodynamics in homogenized generalized Langevin systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
- Small mass limit of a Langevin equation on a manifold
- Multiple-scale stochastic processes: decimation, averaging and beyond
- Some probabilistic problems and methods in singular perturbations
- The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation
- Homogenization of dissipative, noisy, Hamiltonian dynamics
- Homogenization for a class of generalized Langevin equations with an application to thermophoresis
- Fractional kinetics in Kac-Zwanzig heat bath models
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
- Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- Multiscale systems, homogenization, and rough paths
- A trajectory-free framework for analysing multiscale systems
- A limit theorem for perturbed operator semigroups with applications to random evolutions
- An Introduction to Computational Stochastic PDEs
- Asymptotic analysis for the generalized Langevin equation
- A Homogenization Theorem for Langevin Systems with an Application to Hamiltonian Dynamics
- Data-driven parameterization of the generalized Langevin equation
- Extracting macroscopic dynamics: model problems and algorithms
- Anomalous Diffusion and the Generalized Langevin Equation
- A mathematical framework for stochastic climate models
- Ergodicity for Infinite Dimensional Systems
- Stochastic Equations in Infinite Dimensions
- Finite Dimensional Linear Systems
- Transport, Collective Motion, and Brownian Motion
- Homogenization for deterministic maps and multiplicative noise
- Balanced model reduction of partially observed Langevin equations: an averaging principle
- Multiscale Methods
- Linear Stochastic Systems
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
- Control theory for linear systems
