[期刊论文]


The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and Positive Friction

作   者:
David P. Herzog;Scott Hottovy;Giovanni Volpe;

出版年:2016

页     码:659 - 673
出版社:Springer Nature


摘   要:

A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to three physically realizable examples where the coefficients defining the Langevin equation for these examples grow unboundedly either at a boundary, such as a wall, and/or at the point at infinity. This unboundedness violates the assumptions of previous limit theorems in the literature. The main result of this paper proves convergence for such examples.



关键字:

Small-mass limit ;Smoluchowski–Kramers approximation ;Locally Lipschitz coefficients


所属期刊
Journal of Statistical Physics
ISSN: 0022-4715
来自:Springer Nature