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dc.contributor.authorHottovy, S.en_US
dc.contributor.authorVolpe, G.en_US
dc.contributor.authorWehr, J.en_US
dc.date.accessioned2016-02-08T09:48:38Z
dc.date.available2016-02-08T09:48:38Z
dc.date.issued2012en_US
dc.identifier.issn0022-4715
dc.identifier.urihttp://hdl.handle.net/11693/21602
dc.description.abstractWe consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e. g. Brownian motion. We study the limit where friction effects dominate the inertia, i. e. where the mass goes to zero (Smoluchowski-Kramers limit). Using the Itô stochastic integral convention, we show that the limiting effective Langevin equations has different drift fields depending on the relation between friction and diffusion. Alternatively, our results can be cast as different interpretations of stochastic integration in the limiting equation, which can be parametrized by α∈ℝ. Interestingly, in addition to the classical Itô (α=0), Stratonovich (α=0. 5) and anti-Itô (α=1) integrals, we show that position-dependent α=α(x), and even stochastic integrals with α∉[0,1] arise. Our findings are supported by numerical simulations. © 2012 Springer Science+Business Media, LLC.en_US
dc.language.isoEnglishen_US
dc.source.titleJournal of Statistical Physicsen_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s10955-012-0418-9en_US
dc.subjectBrownian motionen_US
dc.subjectEinstein mobility-diffusion relationen_US
dc.subjectSmoluchowski-Kramers approximationen_US
dc.subjectStochastic differential equationsen_US
dc.titleNoise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the smoluchowski-kramers limiten_US
dc.typeArticleen_US
dc.departmentDepartment of Physicsen_US
dc.citation.spage762en_US
dc.citation.epage773en_US
dc.citation.volumeNumber146en_US
dc.citation.issueNumber4en_US
dc.identifier.doi10.1007/s10955-012-0418-9en_US
dc.publisherSpringeren_US
dc.identifier.eissn1572-9613


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