Homogenization for generalized Langevin equations with applications to anomalous diffusion
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Publication:2191063
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations (SDEs) for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.
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Cited in
(12)- Homogenization for a class of generalized Langevin equations with an application to thermophoresis
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