From Ballistic to Diffusive Behavior in Periodic Potentials

被引:0
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作者
M. Hairer
G. A. Pavliotis
机构
[1] The University of Warwick,Mathematics Institute
[2] Imperial College,Department of Mathematics
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关键词
Homogenization; Hypoelliptic diffusion; Hypocoercivity;
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摘要
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 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.
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页码:175 / 202
页数:27
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