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Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials (1809.06788v1)

Published 18 Sep 2018 in math.FA

Abstract: First weak solutions of generalized stochastic Hamiltonian systems (gsHs) are constructed via essential m-dissipativity of their generators on a suitable core. For a scaled gsHs we prove convergence of the corresponding semigroups and tightness of the weak solutions. This yields convergence in law of the scaled gsHs to a distorted Brownian motion. In particular, the results confirm the convergence of the Langevin dynamics in the overdamped regime to the overdamped Langevin equation. The proofs work for a large class of (singular) interaction potentials including, e.g., potentials of Lennard--Jones type.

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