Do you want to publish a course? Click here

Homogenization for a Class of Generalized Langevin Equations with an Application to Thermophoresis

226   0   0.0 ( 0 )
 Added by Soon Hoe Lim
 Publication date 2017
  fields Physics
and research's language is English




Ask ChatGPT about the research

We study a class of systems whose dynamics are described by generalized Langevin equations with state-dependent coefficients. We find that in the limit, in which all the characteristic time scales vanish at the same rate, the position variable of the system converges to a homogenized process, described by an equation containing additional drift terms induced by the noise. The convergence results are obtained using the main result in cite{hottovy2015smoluchowski}, whose version is proven here under a weaker spectral assumption on the damping matrix. We apply our results to study thermophoresis of a Brownian particle in a non-equilibrium heat bath.



rate research

Read More

156 - Jeremiah Birrell , Jan Wehr 2017
This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role of detailed balance and presenting the heuristics based on a multiscale expansion. This is used to propose a physical interpretation of recent results by the authors, as well as to motivate a new theorem proven here. Its main content is a sufficient condition, expressed in terms of solvability of an associated partial differential equation (the cell problem), under which the homogenization limit of an SDE is calculated explicitly. The general theorem is applied to a class of systems, satisfying a generalized detailed balance condition with a position-dependent temperature.
We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations (SDEs) for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.
288 - Jeremiah Birrell , Jan Wehr 2018
We study the small-mass (overdamped) limit of Langevin equations for a particle in a potential and/or magnetic field with matrix-valued and state-dependent drift and diffusion. We utilize a bootstrapping argument to derive a hierarchy of approximate equations for the position degrees of freedom that are able to achieve accuracy of order $m^{ell/2}$ over compact time intervals for any $ellinmathbb{Z}^+$. This generalizes prior derivations of the homogenized equation for the position degrees of freedom in the $mto 0$ limit, which result in order $m^{1/2}$ approximations. Our results cover bounded forces, for which we prove convergence in $L^p$ norms, and unbounded forces, in which case we prove convergence in probability.
250 - Wen-an Yong 2007
This paper presents an observation that under reasonable conditions, many partial differential equations from mathematical physics possess three structural properties. One of them can be understand as a variant of the celebrated Onsager reciprocal relation in Modern Thermodynamics. It displays a direct relation of irreversible processes to the entropy change. We show that the properties imply various entropy dissipation conditions for hyperbolic relaxation problems. As an application of the observation, we propose an approximation method to solve relaxation problems. Moreover, the observation is interpreted physically and verified with eight (sets of) systems from different fields.
226 - Martin Fraas 2014
We derive an adiabatic theory for a stochastic differential equation, $ varepsilon, mathrm{d} X(s) = L_1(s) X(s), mathrm{d} s + sqrt{varepsilon} L_2(s) X(s) , mathrm{d} B_s, $ under a condition that instantaneous stationary states of $L_1(s)$ are also stationary states of $L_2(s)$. We use our results to derive the full statistics of tunneling for a driven stochastic Schr{o}dinger equation describing a dephasing process.
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا