kth.sePublications KTH
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Homogenization for Generalized Langevin Equations with Applications to Anomalous Diffusion
Nordita SU.ORCID iD: 0000-0002-4649-673X
Department of Mathematics and Program in Applied Mathematics, University of Arizona, Tucson, AZ, 85721-0089, USA.
ICFO - Institut de Ciéncies Fotóniques, The Barcelona Institute of Science and Technology, Av. Carl Friedrich Gauss 3, 08860, Castelldefels, Barcelona, Spain; ICREA, Pg. Lluis Companys 23, 08010, Barcelona, Spain.
2020 (English)In: Annales de l'Institute Henri Poincare. Physique theorique, ISSN 1424-0637, E-ISSN 1424-0661, Vol. 21, no 6, p. 1813-1871Article in journal (Refereed) Published
Abstract [en]

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 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.

Place, publisher, year, edition, pages
Springer Nature , 2020. Vol. 21, no 6, p. 1813-1871
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:kth:diva-274326DOI: 10.1007/s00023-020-00889-2ISI: 000516192500001Scopus ID: 2-s2.0-85079453686OAI: oai:DiVA.org:kth-274326DiVA, id: diva2:1439293
Note

QC 20250313

Available from: 2020-06-12 Created: 2020-06-12 Last updated: 2025-07-02Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Lim, Soon Hoe

Search in DiVA

By author/editor
Lim, Soon Hoe
In the same journal
Annales de l'Institute Henri Poincare. Physique theorique
Mathematical Analysis

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 17 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf