Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit

DOI10.1007/s10955-012-0418-9zbMath1245.82052arXiv1112.2607OpenAlexW3103644512WikidataQ57515442 ScholiaQ57515442MaRDI QIDQ411506

Giovanni Volpe, Jan Wehr, Scott Hottovy

Publication date: 4 April 2012

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

Full work available at URL: https://arxiv.org/abs/1112.2607

zbMATH Keywords

Brownian motionstochastic differential equationsSmoluchowski-Kramers approximationEinstein mobility-diffusion relation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)

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Cites Work

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• Some remarks on the Smoluchowski-Kramers approximation
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• A model for preferential concentration
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• Multiscale Methods
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Stochastic differential equations. An introduction with applications.

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