An Averaging Approach to the Smoluchowski–Kramers Approximation in the Presence of a Varying Magnetic Field

被引:0
|
作者
Sandra Cerrai
Jan Wehr
Yichun Zhu
机构
[1] University of Maryland,
[2] University of Arizona,undefined
来源
Journal of Statistical Physics | 2020年 / 181卷
关键词
Stochastic differential equations; Smoluchowski–Kramers approximation; Averaging principle; Hamiltonian systems; Stochastic equations on graphs;
D O I
暂无
中图分类号
学科分类号
摘要
We study the small mass limit of the equation describing planar motion of a charged particle of a small mass μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu $$\end{document} in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a small friction of intensity ϵ>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon >0$$\end{document}. We show that for all small but fixed frictions the small mass limit of qμ,ϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q_{\mu , \epsilon }$$\end{document} gives the solution qϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q_\epsilon $$\end{document} to a stochastic first order equation, containing a noise-induced drift term. Then, by using a generalization of the classical averaging theorem for Hamiltonian systems by Freidlin and Wentzell, we take the limit of the slow component of the motion qϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q_\epsilon $$\end{document} and we prove that it converges weakly to a Markov process on the graph obtained by identifying all points in the same connected components of the level sets of the magnetic field intensity function.
引用
收藏
页码:132 / 148
页数:16
相关论文
共 50 条