A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION

DOI10.1142/S0219493707002001zbMath1144.60039arXiv1004.3043MaRDI QIDQ3595335

Konstantinos V. Spiliopoulos

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3043

zbMATH Keywords

Smoluchowski-Kramers approximationstochastic ordinary differential equationsconvergence of Langevin process with reflection

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Singular perturbations for ordinary differential equations (34E15)

Related Items (6)

A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping ⋮ Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction ⋮ An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field ⋮ On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems ⋮ Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension

Cites Work

• Unnamed Item
• Some remarks on the Smoluchowski-Kramers approximation
• Diffusion approximation for a class of transport processes with physical reflection boundary conditions
• The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
• Functional Integration and Partial Differential Equations. (AM-109)
• Small Random perturbation of dynamical systems with reflecting boundary
• Brownian motion in a field of force and the diffusion model of chemical reactions

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