On the Smoluchowski–Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field

Sandra Cerrai and Michael Salins

Stochastic Processes and their Applications, 2017, vol. 127, issue 1, 273-303

Abstract: We study the validity of the so-called Smoluchowski–Kramers approximation for a two dimensional system of stochastic partial differential equations, subject to a constant magnetic field. Since the small mass limit does not yield to the solution of the corresponding first order system, we regularize our problem by adding a small friction. We show that in this case the Smoluchowski–Kramers approximation holds. We also give a justification of the regularization, by showing that the regularized problems provide a good approximation to the original ones.

Keywords: Stochastic partial differential equations; Smoluchowski–Kramers approximation; Magnetic field; Small mass asymptotics (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414916300837
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:127:y:2017:i:1:p:273-303

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2016.06.008

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().