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arXiv · 2110.01238

Overdamped limit at stationarity for non-equilibrium Langevin diffusions

Pierre Monmarché·Mouad Ramil
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Abstract

In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a tensor product of the stationary distribution of the corresponding overdamped process and of a Gaussian distribution.

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Pierre Monmarché, Mouad Ramil. 2021-10-04. Overdamped limit at stationarity for non-equilibrium Langevin diffusions. https://arxiv.org/abs/2110.01238

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