Brownian Motion in an N-scale periodic Potential

A. B. Duncan, Manh Hong Duong*, G. A. Pavliotis

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

105 Downloads (Pure)

Abstract

We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1scales (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.
Original languageEnglish
Article number82
Number of pages34
JournalJournal of Statistical Physics
Volume190
Issue number4
DOIs
Publication statusPublished - 31 Mar 2023

Keywords

  • Brownian dynamics
  • Multiscale analysis
  • Reiterated homogenization
  • Reversible diffusions
  • Free energy
  • 35B27
  • 60H30
  • Article
  • 35Q82

Fingerprint

Dive into the research topics of 'Brownian Motion in an N-scale periodic Potential'. Together they form a unique fingerprint.

Cite this