Ohrnstein—uhlenbeck process in a random potential
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Publication:4727158
DOI10.1002/cpa.3160380611zbMath0617.60078OpenAlexW2013536055MaRDI QIDQ4727158
George S. Papanicolaou, Srinivasa R. S. Varadhan
Publication date: 1985
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160380611
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On the asymptotic behavior of an Ornstein-Uhlenbeck process with random forcing ⋮ The Einstein relation for the displacement of a test particle in a random environment ⋮ Fokker-Planck equation on a manifold. Effective diffusion and spectrum ⋮ Homogenization of Ornstein-Uhlenbeck process in random environment ⋮ From ballistic to diffusive behavior in periodic potentials ⋮ Mobility Estimation for Langevin Dynamics Using Control Variates ⋮ Boundary value problems for odd order forward-backward-type differential equations with two time variables ⋮ Efficient methods for the estimation of homogenized coefficients ⋮ Periodic homogenization for inertial particles ⋮ Scaling limit for interacting Ornstein-Uhlenbeck processes ⋮ Effective diffusion in the Focker-Planck equation ⋮ Einstein's relation between diffusion constant and mobility for a diffusion model ⋮ On the hydrodynamic limit of a one-dimensional Ginzburg-Landau lattice model. The a priori bounds ⋮ Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications ⋮ Langevin dynamics with space-time periodic nonequilibrium forcing
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