pith:L5OPJ2BG
The inertial It\^o drift and its applications to particle collision
The small-mass limit of inertial particles driven by Ornstein-Uhlenbeck forces produces an extra inertial Itô drift whose strength depends on the ratio of mass to correlation time.
arxiv:2605.13518 v1 · 2026-05-13 · math.PR
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Claims
The small mass μ limit of an inertial system driven by an Ornstein Uhlenbeck fluid force, with correlation time ε going to zero, leads to a first order system with an additional drift, which we call inertial-Itô-drift, depending on the limit α of the ratio μ/ε; the drift being zero when α=0, corresponding to the Stratonovich integral in the limit equation, as in the Wong-Zakai theory.
That the driving force is an Ornstein-Uhlenbeck process and that the double limit is taken with μ/ε → α, allowing the application of Wong-Zakai type results to the inertial system.
The inertial Itô drift emerges in the limiting first-order equation for small-mass particles in Ornstein-Uhlenbeck driven flows, vanishing only for zero mass-to-correlation-time ratio and corresponding to Stratonovich calculus.
References
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| First computed | 2026-05-18T02:44:24.414542Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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Canonical record JSON
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