Mathematics – Probability
Scientific paper
2012-03-03
\textit{Journal of Mathematical Sciences}, \textbf{79}, No.1, November 2011, translated from \textit{Problems in Mathematical
Mathematics
Probability
already published
Scientific paper
We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a modification of the Smoluchowski-Kramers approximation. Some applications of the Smoluchowski-Kramers approximation to problems with fast oscillating or discontinuous coefficients are considered.
Freidlin Mark
Hu Wenqing
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