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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.
The well-known Greens function method has been recently generalized to nonlinear second order differential equations. In this paper we study possibilities of exact Greens function solutions of nonlinear differential equations of higher order. We show
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
We study the small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+epsilon^{2}u_{xxx}=0$ in a critical scaling regime where $x$ approaches the trailing edge of the region where the KdV solution shows oscillatory behavior. Using t
We derive mean-field equations for a general class of ferromagnetic spin systems with an explicit error bound in finite volumes. The proof is based on a link between the mean-field equation and the free convolution formalism of random matrix theory,
We present a new dynamical proof of the Thouless-Anderson-Palmer (TAP) equations for the classical Sherrington-Kirkpatrick spin glass at sufficiently high temperature. In our derivation, the TAP equations are a simple consequence of the decay of the