Journal of Statistical Physics, Vol. 28, No. 2, 1982. p. 291-305.
We discuss the problem of eliminating the momentum variable in the phase space Langevin equations for a system of Brownian particles in two related situations: (i) position-dependent damping and (ii) existence of hydrodynamic interactions. We discuss the problems associated with the conventional elimination and we develop an alternative elimination procedure, in the Lagevin framework, which leads to the correct Smoluchowski equation. We give a heuristic argument on the basis of stochastic differential equations for the Smoluchowski limit and establish rigorously the limit for the general case of position-dependent friction and diffusion coefficents...