Langevin Equation on a Manifold published in Ann. Henri Poincaré

Small Mass Limit of a Langevin Equation on a Manifold

Small Mass Limit of a Langevin Equation on a Manifold
Jeremiah Birrell, Scott Hottovy, Giovanni Volpe & Jan Wehr
Annales Henri Poincaré 18(2), 707—755 (2017)
DOI: 10.1007/s00023-016-0508-3
arXiv: 1604.04819

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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