From ballistic to diffusive behavior in periodic potentials
نویسنده
چکیده
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the FreidlinWentzell and central limit theorem (homogenization) limits commute. We prove that, in the combined small friction, long-time/large-scale limit the particle position converges weakly to a Brownian motion with a singular diffusion coefficient which we compute explicitly. We show that the same result is valid for a whole one parameter family of space/time rescalings. The proofs of our main results are based on some novel estimates on the resolvent of a hypoelliptic operator.
منابع مشابه
ar X iv : 0 70 7 . 23 52 v 1 [ m at h . PR ] 1 6 Ju l 2 00 7 From ballistic to diffusive behavior in periodic potentials
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wentzell and central limit theorem (homogenization) limits commute. We prove that, in the combined small friction, long-time/large-scale limit the particle position converges weakly to a Brownian motion with a singular d...
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