Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
From MaRDI portal
Publication:411506
DOI10.1007/s10955-012-0418-9zbMath1245.82052arXiv1112.2607WikidataQ57515442 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
Brownian motion; stochastic differential equations; Smoluchowski-Kramers approximation; Einstein mobility-diffusion relation
60J65: Brownian motion
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60H05: Stochastic integrals
Related Items
Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями, Functionals in stochastic thermodynamics: how to interpret stochastic integrals, Anomalous thermodynamics in homogenized generalized Langevin systems, Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem, Relation of a new interpretation of stochastic differential equations to Itô process, On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior, Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation, 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, A parameter estimator based on Smoluchowski-Kramers approximation, Homogenization for a class of generalized Langevin equations with an application to thermophoresis, On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion, Diffusion approximation for multi-scale stochastic reaction-diffusion equations, The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction, Quantified overdamped limit for kinetic Vlasov-Fokker-Planck equations with singular interaction forces, Averaging of semigroups associated to diffusion processes on a simplex, Variational approach to coarse-graining of generalized gradient flows, Математические модели стохастической динамики развития предприятий
Cites Work
- Some remarks on the Smoluchowski-Kramers approximation
- Random environments and stochastic calculus
- A model for preferential concentration
- Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics
- 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.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item