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Journal of Statistical Physics

, Volume 117, Issue 3–4, pp 617–634 | Cite as

Some Remarks on the Smoluchowski–Kramers Approximation

  • Mark Freidlin
Article

Abstract

According to the Smoluchowski–Kramers approximation, solution qtμ of the equation \(\mu \ddot q_t^\mu = b(q_t^\mu ) - \dot q_t^\mu + \sigma (q_t^\mu )\dot W_t ,q_0 = q,\dot q = p\), where \(\dot W_t \) is the White noise, converges to the solution of equation \(\dot q_t = b(q_t ) + \sigma (q_t )\dot W_t ,q_0 = q\) as µ ↓ 0. Many asymptotic problems for the last equation were studied in recent years. We consider relations between asymptotics for the first order equation and the original second order equation. Homogenization, large deviations and stochastic resonance, approximation of Brownian motion W t by a smooth stochastic process, stationary distributions are considered.

Smoluchowski–Kramers approximation homogenization large deviations stochastic resonance 

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Copyright information

© Springer Science+Business Media, Inc. 2004

Authors and Affiliations

  • Mark Freidlin
    • 1
  1. 1.Department of MathematicsUniversity of MarylandCollege ParkUSA

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