A Homogenization Theorem for Langevin Systems with an Application to Hamiltonian Dynamics

DOI10.1007/978-981-15-0294-1_4zbMath1446.82063arXiv1707.02884OpenAlexW3044685936MaRDI QIDQ3297359

Jeremiah Birrell, Jan Wehr

Publication date: 3 July 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.02884

zbMATH Keywords

stochastic differential equationhomogenizationHamiltonian systemnoise-induced driftsmall mass limit

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Fokker-Planck equations (35Q84)

Related Items (4)

The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients ⋮ Langevin equations in the small-mass limit: higher-order approximations ⋮ Homogenization for generalized Langevin equations with applications to anomalous diffusion ⋮ Homogenization of dissipative Hamiltonian systems under Lévy fluctuations

Cites Work

• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Phase space homogenization of noisy Hamiltonian systems
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
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