The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
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Abstract: A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to physically realizable examples where the coefficients defining the Langevin equation grow unboundedly either at a boundary, such as a wall, and/or at the point at infinity.
It is shown that the Langevin stochastic dynamics of a mechanical mass converges to a meaningful limit when this mass tends to zero. As an illustrative application example, one considers Newtonian dynamics with unbounded potentials.
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Cited in
(33)- Curl flux induced drift in stochastic differential equations in the zero-mass limit
- 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
- Phase space homogenization of noisy Hamiltonian systems
- On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion
- Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
- Small mass asymptotic for the motion with vanishing friction
- A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
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