Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
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Abstract: In this paper, we study the quasi-potential for a general class of damped semilinear stochastic wave equations. We show that, as the density of the mass converges to zero, the infimum of the quasi-potential with respect to all possible velocities converges to the quasi-potential of the corresponding stochastic heat equation, that one obtains from the zero mass limit. This shows in particular that the Smoluchowski-Kramers approximation is not only valid for small time, but, in the zero noise limit regime, can be used to approximate long-time behaviors such as exit time and exit place from a basin of attraction.
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Cited in
(23)- Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension
- Asymptotic analysis for the generalized Langevin equation with singular potentials
- Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
- Large deviations for fast transport stochastic RDEs with applications to the exit problem
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- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
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