Averaging on Macroscopic Scales with Application to Smoluchowski–Kramers Approximation

被引：0
作者：
Mengmeng Wang
Dong Su
Wei Wang
机构：
[1] Nanjing University,Department of Mathematics
来源：
Journal of Statistical Physics | / 191卷
关键词：
Smoluchowski–Kramers approximation; State-dependent friction; Lyapunov equation; Averaging;
D O I：
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摘要：
This paper develops an averaging approach on macroscopic scales to derive Smoluchowski–Kramers approximation for a Langevin equation with state dependent friction in d-dimensional space. In this approach we couple the microscopic dynamics to the macroscopic scales. The weak convergence rate is also presented.
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