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    Small Mass Limit of a Langevin Equation on a Manifold

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    ParticleOnManifold160615.pdf
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    Author
    Birrell, Jeremiah
    Hottovy, Scott
    Volpe, Giovanni
    Wehr, Jan
    Affiliation
    Department of Mathematics, University of Arizona
    Issue Date
    2016-07-11
    
    Metadata
    Show full item record
    Publisher
    SPRINGER BASEL AG
    Citation
    Small Mass Limit of a Langevin Equation on a Manifold 2016, 18 (2):707 Annales Henri Poincaré
    Journal
    Annales Henri Poincaré
    Rights
    © 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 2016
    ISSN
    1424-0637
    1424-0661
    DOI
    10.1007/s00023-016-0508-3
    Version
    Final accepted manuscript
    Sponsors
    US NSF [DMS-131271, DMS-1440140]
    Additional Links
    http://link.springer.com/10.1007/s00023-016-0508-3
    ae974a485f413a2113503eed53cd6c53
    10.1007/s00023-016-0508-3
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