arXiv · 2403.04815
The Smoluchowski-Kramers approximation for a McKean-Vlasov equation subject to environmental noise with state-dependent friction
Abstract
The small mass limit is derived for a McKean-Vlasov equation subject to environmental noise with state-dependent friction. By applying the averaging approach to a non-autonomous stochastic slow-fast system with the microscopic and macroscopic scales, the convergence in distribution is obtained.
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Chungang Shi, Yan Lv, Wei Wang. 2024-03-07. The Smoluchowski-Kramers approximation for a McKean-Vlasov equation subject to environmental noise with state-dependent friction. https://arxiv.org/abs/2403.04815
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