AffiliationDepartment of Mathematics, University of Arizona
MetadataShow full item record
PublisherSPRINGER BASEL AG
CitationSmall Mass Limit of a Langevin Equation on a Manifold 2016, 18 (2):707 Annales Henri Poincaré
JournalAnnales Henri Poincaré
Rights© Springer International Publishing 2016
Collection InformationThis 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 email@example.com.
AbstractWe 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.
Description12 month embargo; First Online: 11 July 2016
VersionFinal accepted manuscript
SponsorsUS NSF [DMS-131271, DMS-1440140]