A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION

DOI10.1142/S0219493707002001zbMath1144.60039arXiv1004.3043MaRDI QIDQ3595335

Konstantinos V. Spiliopoulos

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3043

zbMATH Keywords

Smoluchowski-Kramers approximation; stochastic ordinary differential equations; convergence of Langevin process with reflection

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

34E15: Singular perturbations for ordinary differential equations