Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom
Chungang Shi, Wei Wang
Topics & Concepts
MathematicsLangevin equationStochastic differential equationLimit (mathematics)Mathematical analysisWhite noiseBounded functionPartial differential equationLimitingDegrees of freedom (physics and chemistry)Stochastic partial differential equationUniform boundednessDiffusionMathematical physicsClassical mechanicsPhysicsQuantum mechanicsMechanical engineeringStatisticsEngineeringStochastic processes and statistical mechanicsAdvanced Thermodynamics and Statistical MechanicsStochastic processes and financial applications