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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.
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
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 t
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
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 re
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 als