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ParticleOnManifold160615.pdf
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Final Accepted Manuscript
Affiliation
Department of Mathematics, University of ArizonaIssue Date
2016-07-11
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SPRINGER BASEL AGCitation
Small Mass Limit of a Langevin Equation on a Manifold 2016, 18 (2):707 Annales Henri PoincaréJournal
Annales Henri PoincaréRights
© Springer International Publishing 2016.Collection Information
This item from the UA Faculty Publications collection is made available by the University of Arizona with support from the University of Arizona Libraries. If you have questions, please contact us at repository@u.library.arizona.edu.Abstract
We study damped geodesic motion of a particle of mass m on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as , its solutions converge to solutions of a limiting equation which includes a noise-induced drift term. A very special case of the main result presents Brownian motion on the manifold as a limit of inertial systems.Description
12 month embargo; First Online: 11 July 2016ISSN
1424-06371424-0661
Version
Final accepted manuscriptSponsors
US NSF [DMS-131271, DMS-1440140]Additional Links
http://link.springer.com/10.1007/s00023-016-0508-3ae974a485f413a2113503eed53cd6c53
10.1007/s00023-016-0508-3