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Approximation for a generalized Langevin equation with high oscillation in time and space.
- Source :
-
Stochastics & Dynamics . Dec2022, Vol. 22 Issue 8, p1-29. 29p. - Publication Year :
- 2022
-
Abstract
- This paper derives an approximation for a generalized Langevin equation driven by a force with random oscillation in time and periodic oscillation in space. By a diffusion approximation and the weak convergence of periodic oscillation function, the solution of the generalized Langevin equation is shown to converge in distribution to the solution of a stochastic partial differential equations (SPDEs) driven by time white noise. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02194937
- Volume :
- 22
- Issue :
- 8
- Database :
- Academic Search Index
- Journal :
- Stochastics & Dynamics
- Publication Type :
- Academic Journal
- Accession number :
- 162416389
- Full Text :
- https://doi.org/10.1142/S0219493722400305