Smoluchowski-Kramers approximation in the case of variable friction

被引:0
|
作者
Freidlin M. [1 ]
Hu W. [1 ]
机构
[1] University of Maryland at College Park, College Park
基金
美国国家科学基金会;
关键词
Wiener Process; Langevin Equation; Stochastic Term; Standard Wiener Process; Variable Friction;
D O I
10.1007/s10958-011-0589-y
中图分类号
学科分类号
摘要
We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a modification of the Smoluchowski-Kramers approximation. Some applications of the Smoluchowski-Kramers approximation to problems with fast oscillating or discontinuous coefficients are considered. Bibliography: 15 titles. © 2011 Springer Science+Business Media, Inc.
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页码:184 / 207
页数:23
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