Title of article :
Small mass asymptotic for the motion with vanishing friction
Author/Authors :
Freidlin، نويسنده , , Mark and Hu، نويسنده , , Wenqing and Wentzell، نويسنده , , Alexander، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We consider the small mass asymptotic (Smoluchowski–Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be vanishing within certain region. We introduce a regularization for this problem and study the limiting motion for the 1-dimensional case and a multidimensional model problem. The limiting motion is a Markov process on a projected space. We specify the generator and the boundary condition of this limiting Markov process and prove the convergence.
Keywords :
Smoluchowski–Kramers approximation , weak convergence , Diffusion processes , Boundary theory of Markov processes
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications