The effective diffusion constant of stochastic processes with spatially periodic noise

Abstract

We discuss the effective diffusion constant $D_{eff}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived depending on the choice of the discretization rule $0\le \alpha \le 1$. We initially study the case of periodic heterogeneous diffusion without drift and we determine a general result for the effective diffusion coefficient $D_{eff}$, which is valid for any value of $\alpha$. We study the case of periodic sinusoidal diffusion in detail and we find a relationship with Legendre functions. Then, we derive $D_{eff}$ for general $\alpha$ in the case of diffusion with periodic spatial noise and in the presence of a drift term, generalizing the Lifson-Jackson theorem. Our results are illustrated by analytical and numerical calculations on generic periodic choices for drift and diffusion terms.

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Cited by in corpus (1)

• Explicit noise and dissipation operators for quantum stochastic thermodynamics