In this dissertation a class of stochastic differential equations is considered in the limit as mass tends to zero, called the Smoluchowski-Kramers limit. The Smoluchowski-Kramers approximation is useful in simplifying the dynamics of a system. For example, the problems of calculating of rates of chemical reactions, describing dynamics of complex systems with noise, and measuring ultra small forces, are simplified using the Smoluchowski-Kramers approximation. In this study, we prove strong convergence in the small mass limit for a multi-dimensional system with arbitrary state-dependent friction and noise coefficients. The main result is proved using a theory of convergence of stochastic integrals developed by Kurtz and Protter. The framework of the main theorem is sufficiently arbitrary to include systems of stochastic differential equations driven by both white and Ornstein-Uhlenbeck colored noises.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20924号 / 理博第4376号 / 新制||理||1628(附属図書館) / 京都大学大学院理学研究科地球惑星科学専攻 / (主査)教授 田上 高広, 教授 山路 敦, 教授 平原 和朗 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DGAM