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Homogenization for Generalized Langevin Equations with Applications to Anomalous Diffusion
Stockholm University, Nordic Institute for Theoretical Physics (Nordita).
Number of Authors: 32020 (English)In: Annales de l'Institute Henri Poincare. Physique theorique, ISSN 1424-0637, E-ISSN 1424-0661, Vol. 21, p. 1813-1871Article in journal (Refereed) Published
Abstract [en]

We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.

Place, publisher, year, edition, pages
2020. Vol. 21, p. 1813-1871
Keywords [en]
Primary 60H10, Secondary 82C31
National Category
Physical Sciences Mathematics
Identifiers
URN: urn:nbn:se:su:diva-180824DOI: 10.1007/s00023-020-00889-2ISI: 000516192500001OAI: oai:DiVA.org:su-180824DiVA, id: diva2:1424082
Available from: 2020-04-16 Created: 2020-04-16 Last updated: 2022-02-26Bibliographically approved

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Lim, Soon Hoe

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