Homogenization of dissipative, noisy, Hamiltonian dynamics

Abstract

We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a noise-induced drift term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an L-P-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter. (C) 2017 Elsevier B.V. All rights reserved.