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arxiv: 1604.04819 · v2 · pith:ZMCVQIHDnew · submitted 2016-04-17 · 🧮 math-ph · math.MP

Small Mass Limit of a Langevin Equation on a Manifold

classification 🧮 math-ph math.MP
keywords equationmanifoldlimitmassmotionsolutionsbrownianbundle
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We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m \to 0$, its solutions converge to solutions of a limiting equation which includes a {\it noise-induced drift} term. A very special case of the main result presents Brownian motion on the manifold as a limit of inertial systems.

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