Brownian motion in an N-scale periodic potential
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Published version
Author(s)
Duncan, AB
Duong, MH
Pavliotis, GA
Type
Journal Article
Abstract
We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1
scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable potentials, i.e. potentials in which the microscales and the macroscale are fully coupled, the homogenized equation is an overdamped Langevin equation with multiplicative noise driven by the free energy, for which the detailed balance condition still holds. This means, in particular, that homogenized dynamics is reversible and that the coarse-grained Fokker–Planck equation is still a Wasserstein gradient flow with respect to the coarse-grained free energy. The calculation of the effective diffusion tensor requires the solution of a system of N coupled Poisson equations.
scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable potentials, i.e. potentials in which the microscales and the macroscale are fully coupled, the homogenized equation is an overdamped Langevin equation with multiplicative noise driven by the free energy, for which the detailed balance condition still holds. This means, in particular, that homogenized dynamics is reversible and that the coarse-grained Fokker–Planck equation is still a Wasserstein gradient flow with respect to the coarse-grained free energy. The calculation of the effective diffusion tensor requires the solution of a system of N coupled Poisson equations.
Date Issued
2023-03-31
Date Acceptance
2023-03-03
Citation
Journal of Statistical Physics, 2023, 190 (4), pp.1-34
ISSN
0022-4715
Publisher
Springer
Start Page
1
End Page
34
Journal / Book Title
Journal of Statistical Physics
Volume
190
Issue
4
Copyright Statement
© The Author(s) 2023. Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
License URL
Identifier
http://dx.doi.org/10.1007/s10955-023-03092-9
Publication Status
Published
Article Number
82
Date Publish Online
2023-03-31