A class of Langevin equations with Markov switching involving strong damping and fast switching
A class of Langevin equations with Markov switching involving strong damping and fast switching
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DOI：
10.1063/1.5145116
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发表时间：
2020-06
影响因子：
1.3
通讯作者：
N. Nguyen;G. Yin
中科院分区：
文献类型：
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作者：
N. Nguyen;G. Yin
本文研究了一类具有强阻尼和快速Markov切换的Langevin方程。利用连续动力学和离散事件以及它们之间的相互作用进行建模，大大扩展了Langevin方程在随机环境中的适用性。强阻尼和快速切换的特点是使用多个小参数，导致奇异摄动系统。我们工作的动机源于降低复杂系统的复杂性。在适当的条件下，证明了朗之万方程的解满足大偏差原理。然后，我们将所得结果应用于低温非均匀环境中的小粒子统计物理问题。还给出了与物理学其他领域的一些联系。
This work is devoted to a class of Langevin equations involving strong damping and fast Markov switching. Modeling using continuous dynamics and discrete events together with their interactions much enlarged the applicability of Langevin equations in a random environment. Strong damping and fast switching are characterized by the use of multiple small parameters, resulting in singularly perturbed systems. The motivation of our work stems from the reduction of complexity for complex systems. Under suitable conditions, it is established that the solutions of the Langevin equations satisfy a large deviations principle. Then, we apply our results to statistical physics problems of a small particle in time-inhomogeneous environment and low temperature. Some connections to other fields in physics are also given.