SMOLUCHOWSKI-KRAMERS APPROXIMATION WITH STATE DEPENDENT DAMPING AND HIGHLY RANDOM OSCILLATION

被引：2
|
作者：
Lv, Yan [1 ]
Wang, Wei [2 ]
机构：
[1] Nanjing Univ Sci & Technol, Sch Math & Stat, Nanjing, Peoples R China
[2] Nanjing Univ, Dept Math, Nanjing, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2023年 / 28卷 / 01期
关键词：
Smoluchowski-Kramers approximation; stochastic differential equations; state dependent friction; random oscillation; martingale; WHITE-NOISE LIMITS; DIFFUSION-APPROXIMATION;
D O I：
10.3934/dcdsb.2022086
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The small mass limit (Smoluchowski-Kramers approximation) of class systems of ordinary differential equations describing motions of small mass particle with state dependent friction and high oscillation is derived by a diffusion approximation approach. In the small mass limit, due to the state dependent damping, one additional term appears in the limit equation, which leads to a stochastic differential equation (sDE) as the highly random oscillation appears as a multiplicative white noise.
引用
收藏
页码：499 / 515
页数：17
相关论文
共 34 条
1234