Diffusion limits of cyclic finite-velocity random motions along vector fields

Abstract

We investigate diffusion approximations for a class of multivariate inhomogeneous finite-velocity random motions motivated by models of active particles. A particle alternates cyclically among prescribed velocity fields $V_1,\dots ,V_p$ with random run times and evolves according to either a \emph{flight} dynamics, consisting of piecewise-linear motion, or a \emph{gliding} dynamics, in which the particle follows the corresponding velocity flow. Under a Kac-type scaling that couples vanishing run times with diverging particle speed, we prove weak convergence of both processes to multidimensional diffusions. It turns out that the order of successive cyclic motions affects the diffusion limit. In addition to the second-order term generated by fluctuations of the random run times, the limiting drift contains directional derivatives $D{V}_i[V_j]$ of the underlying vector fields. In Stratonovich form, part of this drift is expressed through their Lie brackets $[V_i,V_j]$. Thus, the generic non-commutativity of the microscopic motions survives the diffusive scaling and generates a macroscopic drift which depends on the cyclic order. The limiting drift also distinguishes the flight and gliding dynamics, despite their being driven by the same vector fields and run times. Several examples, including run-and-reverse motion and cyclic dynamics generated by multiple vector fields, illustrate how the cyclic switching protocol and the geometry of the underlying velocity fields shape the limiting diffusions.

26 pages, 3 figures