Small mass limit of a langevin equation on a manifold

Date

2017-02

Authors

Birrell, J.
Hottovy, S.
Volpe, G.
Wehr, J.

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Source Title

Annales Henri Poincare

Print ISSN

1424-0637

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Birkhauser Verlag AG

Volume

18

Issue

2

Pages

707 - 755

Language

English

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Abstract

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→ 0 , its solutions converge to solutions of a limiting equation which includes a 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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Published Version (Please cite this version)