Small Mass Limit of a Langevin Equation on a Manifold

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 $${m \to 0}$$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.

[1]  Giovanni Volpe,et al.  Effective drifts in dynamical systems with multiplicative noise: a review of recent progress , 2016, Reports on progress in physics. Physical Society.

[2]  Elton P. Hsu Stochastic analysis on manifolds , 2002 .

[3]  M. Polettini Generally covariant state-dependent diffusion , 2012, 1206.2798.

[4]  M. Pinsky Homogenization in Stochastic Differential Geometry , 1981 .

[5]  Relativistic diffusions: A unifying approach , 2008 .

[6]  Xue-Mei Li Random perturbation to the geodesic equation , 2014, 1402.5861.

[7]  I. Bailleul A stochastic approach to relativistic diffusions , 2010 .

[8]  R. Metzler,et al.  Strange kinetics of single molecules in living cells , 2012 .

[9]  M. Freidlin Some Remarks on the Smoluchowski–Kramers Approximation , 2004 .

[10]  John M. Lee Riemannian Manifolds: An Introduction to Curvature , 1997 .

[11]  Richard Malcolm Dowell Differentiable approximations to Brownian motion on manifolds , 1980 .

[12]  N. G. van Kampen,et al.  Brownian motion on a manifold , 1986 .

[13]  D. Ruthven,et al.  Diffusion in nanoporous materials , 2012 .

[14]  U. Seifert Stochastic thermodynamics, fluctuation theorems and molecular machines , 2012, Reports on progress in physics. Physical Society.

[15]  Mark A. Pinsky Isotropic transport process on a Riemannian manifold , 1976 .

[16]  John M. Lee Introduction to Smooth Manifolds , 2002 .

[17]  J. Wehr,et al.  The Smoluchowski-Kramers Limit of Stochastic Differential Equations with Arbitrary State-Dependent Friction , 2014, 1404.2330.

[18]  D. Stroock An Introduction to the Analysis of Paths on a Riemannian Manifold , 2005 .

[19]  K. Nomizu,et al.  Foundations of Differential Geometry , 1963 .

[20]  M. Smoluchowski,et al.  Drei Vortrage uber Diffusion, Brownsche Bewegung und Koagulation von Kolloidteilchen , 1916 .

[21]  R. Wilcox Exponential Operators and Parameter Differentiation in Quantum Physics , 1967 .

[22]  Henning Stahlberg,et al.  Characterization of the motion of membrane proteins using high-speed atomic force microscopy. , 2012, Nature nanotechnology.

[23]  Jean-Michel Bismut,et al.  Hypoelliptic Laplacian and probability , 2015 .

[24]  Andrew M. Stuart,et al.  White Noise Limits for Inertial Particles in a Random Field , 2003, Multiscale Model. Simul..

[25]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[26]  T. Sideris Ordinary Differential Equations and Dynamical Systems , 2013 .

[27]  W. Marsden I and J , 2012 .

[28]  E. JØrgensen Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme , 1978 .

[29]  Gershon Kedem A Posteriori Error Bounds for Two-Point Boundary Value Problems , 1981 .

[30]  J. Ortega Matrix Theory: A Second Course , 1987 .

[31]  D. Ruthven,et al.  Diffusion in nanoporous materials , 2012 .

[32]  R. Kubo Statistical Physics II: Nonequilibrium Statistical Mechanics , 2003 .

[33]  I. Bailleul,et al.  Kinetic Brownian motion on Riemannian manifolds , 2015, 1501.03679.

[34]  M. Lewenstein,et al.  Weak Ergodicity Breaking of Receptor Motion in Living Cells Stemming from Random Diffusivity , 2014, 1407.2552.

[35]  Jean-Michel Bismut,et al.  The hypoelliptic Laplacian on the cotangent bundle , 2005 .

[36]  David P. Herzog,et al.  The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and Positive Friction , 2015, 1510.04187.

[37]  S. Ramaswamy The Mechanics and Statistics of Active Matter , 2010, 1004.1933.

[38]  Edward Nelson Dynamical Theories of Brownian Motion , 1967 .