82 research outputs found

    Small mass asymptotic for the motion with vanishing friction

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    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 boundary condition of this limiting Markov process and prove the convergence.Comment: final version for publication, accepted by Stochastic Processes and their Application

    On diffusion in narrow random channels

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    We consider in this paper a solvable model for the motion of molecular motors. Based on the averaging principle, we reduce the problem to a diffusion process on a graph. We then calculate the effective speed of transportation of these motors.Comment: 23 pages, 3 figures, comments are welcom

    On second order elliptic equations with a small parameter

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    The Neumann problem with a small parameter (1ϵL0+L1)uϵ(x)=f(x)forxG,.uϵγϵ(x)G=0(\dfrac{1}{\epsilon}L_0+L_1)u^\epsilon(x)=f(x) \text{for} x\in G, .\dfrac{\partial u^\epsilon}{\partial \gamma^\epsilon}(x)|_{\partial G}=0 is considered in this paper. The operators L0L_0 and L1L_1 are self-adjoint second order operators. We assume that L0L_0 has a non-negative characteristic form and L1L_1 is strictly elliptic. The reflection is with respect to inward co-normal unit vector γϵ(x)\gamma^\epsilon(x). The behavior of limϵ0uϵ(x)\lim\limits_{\epsilon\downarrow 0}u^\epsilon(x) is effectively described via the solution of an ordinary differential equation on a tree. We calculate the differential operators inside the edges of this tree and the gluing condition at the root. Our approach is based on an analysis of the corresponding diffusion processes.Comment: 28 pages, 1 figure, revised versio

    On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior

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    We discuss here the validity of the small mass limit (the so-called Smoluchowski-Kramers approximation) on a fixed time interval for a class of semi-linear stochastic wave equations, both in the case of the presence of a constant friction term and in the case of the presence of a constant magnetic field. We also consider the small mass limit in an infinite time interval and we see how the approximation is stable in terms of the invariant measure and of the large deviation estimates and the exit problem from a bounded domain of the space of square integrable functions.Comment: arXiv admin note: text overlap with arXiv:1403.574
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