Abstract
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a noise-induced drift term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an Lp-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter.
Original language | English (US) |
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Pages (from-to) | 2367-2403 |
Number of pages | 37 |
Journal | Stochastic Processes and their Applications |
Volume | 128 |
Issue number | 7 |
DOIs | |
State | Published - Jul 2018 |
Keywords
- Hamiltonian system
- Homogenization
- Noise-induced drift
- Small mass limit
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics