An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field

DOI10.1007/S10955-020-02570-8MaRDI QIDQ2202298zbMATH OpenOpenAlexFDO

Authors Sandra Cerrai, Yichun Zhu, Jan Wehr

Publication date 18 September 2020

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.02330

zbMATH Keywords

averaging principleHamiltonian systemsSmoluchowski-Kramers approximationstochastic differential equationsstochastic equations on graphs

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs on graphs and networks (ramified or polygonal spaces) (35R02) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a small friction of intensity $e>0$. We show that for all small but fixed frictions the small mass limit of $q_{mu,e}$ gives the solution $q_e$ to a stochastic first order equation, containing a noise-induced drift term. Then, by using a generalization of the classical averaging theorem for Hamiltonian systems by Freidlin and Wentzell, we take the limit of the slow component of the motion $q_e$ and we prove that it converges weakly to a Markov process on the graph obtained by identifying all points in the same connected components of the level sets of the magnetic field intensity function.

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Cited in

(8)

• A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
• On the Smoluchowski-Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field
• A generalization of the Freidlin-Wentzell theorem on averaging of Hamiltonian systems
• On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
• Asymptotic analysis for the generalized Langevin equation with singular potentials
• On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction
• Smoluchowski-Kramers diffusion approximation for systems of stochastic damped wave equations with nonconstant friction
• Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation

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