Corrections to Einstein's relation for Brownian motion in a tilted periodic potential

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary tilts. Furthermore, we obtain power series expansions for the velocity and the diffusion coefficient as functions of the external forcing. Thus, we provide systematic corrections to Einstein's formula and to linear response theory. Our theoretical results are supported by extensive numerical simulations. For our numerical experiments we use a novel spectral numerical method that leads to a very efficient and accurate calculation of the effective velocity and the effective diffusion tensor.Comment: 29 pages, 7 figures, submitted to the Journal of Statistical Physic

Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients that are given as averages of solutions to appropriate Poisson equations. We present a new numerical method for computing these coefficients that is based on the calculation of the eigenvalues and eigenfunctions of a Schr\"odinger operator. These theoretical results are supported by numerical simulations showcasing the efficiency of the method

Anomalous diffusion and response in branched systems: a simple analysis

We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling arguments is able to predict the correct anomalous regime for different topologies. In addition, we show that even in the presence of anomalous diffusion, Einstein's relation still holds, implying a proportionality between the mean square displacement of the unperturbed systems and the drift induced by an external forcing.Comment: revtex.4-1, 16 pages, 7 figure

Periodic Homogenization for Inertial Particles

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of the inertial particles is governed by an effective diffusion equation for the position variable alone. To achieve this we use a formal multiple scale expansion in the scale parameter. This expansion relies on the hypo-ellipticity of the underlying diffusion. An expression for the diffusivity tensor is found and various of its properties studied. In particular, an expansion in terms of the non-dimensional particle relaxation time $\tau$ (the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit $\tau \to 0$. This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in $\tau.$ Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations.Comment: 31 pages, 7 figures, accepted for publication in Physica D. Typos corrected. One reference adde

Phase Diagram for Turbulent Transport: Sampling Drift, Eddy Diffusivity and Variational Principles

We study the long-time, large scale transport in a three-parameter family of isotropic, incompressible velocity fields with power-law spectra. Scaling law for transport is characterized by the scaling exponent $q$ and the Hurst exponent $H$, as functions of the parameters. The parameter space is divided into regimes of scaling laws of different {\em functional forms} of the scaling exponent and the Hurst exponent. We present the full three-dimensional phase diagram. The limiting process is one of three kinds: Brownian motion ($H=1/2$), persistent fractional Brownian motions ($1/2<H<1$) and regular (or smooth) motion (H=1). We discover that a critical wave number divides the infrared cutoffs into three categories, critical, subcritical and supercritical; they give rise to different scaling laws and phase diagrams. We introduce the notions of sampling drift and eddy diffusivity, and formulate variational principles to estimate the eddy diffusivity. We show that fractional Brownian motions result from a dominant sampling drift

Langevin dynamics with space-time periodic nonequilibrium forcing

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and Martinez. In the hyperbolic scaling, a nontrivial average velocity can be observed even if the external forcing vanishes in average. More surprisingly, an average velocity in the direction opposite to the forcing may develop at the linear response level -- a phenomenon called negative mobility. The diffusive limit of the non-equilibrium Langevin dynamics is also studied using the general methodology of central limit theorems for additive functionals of Markov processes. To apply this methodology, which is based on the study of appropriate Poisson equations, we extend recent results on pointwise estimates of the resolvent of the generator associated with the Langevin dynamics. Our theoretical results are illustrated by numerical simulations of a two-dimensional system