EFFECTIVE DIFFUSION AND EFFECTIVE DRAG COEFFICIENT OF A BROWNIAN PARTICLE IN A PERIODIC POTENTIAL∗ Dedicated to Professor Peter D. Lax on the occasion of his 85th birthday

We study the stochastic motion of a Brownian particle driven by a constant force over a static periodic potential. We show that both the effective diffusion and the effective drag coefficient are mathematically well-defined and we derive analytic expressions for these two quantities. We then investigate the asymptotic behaviors of the effective diffusion and the effective drag coefficient, respectively, for small driving force and for large driving force. In the case of small driving force, the effective diffusion is reduced from its Brownian value by a factor that increases exponentially with the amplitude of the potential. The effective drag coefficient is increased by approximately the same factor. As a result, the Einstein relation between the diffusion coefficient and the drag coefficient is approximately valid when the driving force is small. For moderately large driving force, both the effective diffusion and the effective drag coefficient are increased from their Brownian values, and the Einstein relation breaks down. In the limit of very large driving force, both the effective diffusion and the effective drag coefficient converge to their Brownian values and the Einstein relation is once again valid.