Small mass limit of a Langevin equation on a manifold

DOI10.1007/S00023-016-0508-3zbMATH Open1361.82027arXiv1604.04819OpenAlexW2337911175WikidataQ106211493 ScholiaQ106211493MaRDI QIDQ507740FDOQ507740

Authors: Jeremiah Birrell, Scott Hottovy, Giovanni Volpe, Jan Wehr 

Publication date: 7 February 2017

Published in: Annales Henri Poincaré (Search for Journal in Brave)

Abstract: We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $mo0$, its solutions converge to solutions of a limiting equation which includes a {it noise-induced drift} term. A very special case of the main result presents Brownian motion on the manifold as a limit of inertial systems.

Full work available at URL: https://arxiv.org/abs/1604.04819

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zbMATH Keywords

Riemannian manifoldLangevin equationrandom differential equationdamped geodesic motion of particle

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (24)

• Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension
• Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
• Rough homogenisation with fractional dynamics
• Homogenization for generalized Langevin equations with applications to anomalous diffusion
• 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
• Small mass limit in mean field theory for stochastic N particle system
• Random perturbation to the geodesic equation
• Generating diffusions with fractional Brownian motion
• Curl flux induced drift in stochastic differential equations in the zero-mass limit
• Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
• On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction
• On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
• The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction
• A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
• Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom
• An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field
• Phase space homogenization of noisy Hamiltonian systems
• On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems
• Langevin equations in the small-mass limit: higher-order approximations
• Rolling with random slipping and twisting: a large deviation point of view
• Homogenisation for anisotropic kinetic random motions
• Dynamics of geodesic flows with random forcing on Lie groups with left-invariant metrics
• Brownian motion on a manifold

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