The Smoluchowski.Kramers approximation for the stochastic Liénard equation by mean-field

Citation
Narita, Kiyomasa, The Smoluchowski.Kramers approximation for the stochastic Liénard equation by mean-field, Advances in applied probability , 23(2), 1991, pp. 303-316
ISSN journal
00018678
Volume
23
Issue
2
Year of publication
1991
Pages
303 - 316
Database
ACNP
SICI code
Abstract
The oscillator of the Liénard type with mean-field containing a large parameter . < 0 is considered. The solution of the two-dimensional stochastic differential equation with mean-field of the McKean type is taken as the response of the oscillator. By a rigorous evaluation of the upper bound of the displacement process depending on the parameter ., a one-dimensional limit diffusion process as . . .is derived and identified. Then our result extends the Smoluchowski.Kramers approximation for the Langevin equation without mean-field to the McKean equation with mean-field.