Annales Henri Poincaré

, Volume 19, Issue 4, pp 1081–1114 | Cite as

Phase Space Homogenization of Noisy Hamiltonian Systems



We study the dynamics of an inertial particle coupled to forcing, dissipation, and noise in the small mass limit. We derive an expression for the limiting (homogenized) joint distribution of the position and (scaled) velocity degrees of freedom. In particular, weak convergence of the joint distributions is established, along with a bound on the convergence rate for a wide class of expected values.


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Authors and Affiliations

  1. 1.Department of MathematicsUniversity of ArizonaTucsonUSA
  2. 2.Department of Mathematics and Program in Applied MathematicsUniversity of ArizonaTucsonUSA

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