Small mass limit of a Langevin equation on a manifold

DOI10.1007/S00023-016-0508-3MaRDI QIDQ507740zbMATHOpenAlexWikidataFDO

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

Publication date 7 February 2017

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

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

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)

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.

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Cited in

(24)

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

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