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Small Mass Limit of a Langevin Equation on a Manifold
Jeremiah Birrell, Scott Hottovy, Giovanni Volpe +1
We study damped geodesic motion of a particle of mass on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential eq…
The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
Scott Hottovy, Austin McDaniel, Giovanni Volpe +1
We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the sm…
Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
Scott Hottovy, Giovanni Volpe, Jan Wehr
We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluc…