Small Mass Limit of a Langevin Equation on a Manifold

Abstract

We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m \to 0$, its solutions converge to solutions of a limiting equation which includes a {\it noise-induced drift} term. A very special case of the main result presents Brownian motion on the manifold as a limit of inertial systems.

48 pages