Langevin dynamics with space-time periodic nonequilibrium forcing

DOI10.1007/S10955-014-1118-4zbMATH Open1317.82042arXiv1403.1883OpenAlexW1990047955MaRDI QIDQ2355673FDOQ2355673

Authors: G. A. Pavliotis, Gabriel Stoltz, Rémi Joubaud 

Publication date: 24 July 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and Martinez. In the hyperbolic scaling, a nontrivial average velocity can be observed even if the external forcing vanishes in average. More surprisingly, an average velocity in the direction opposite to the forcing may develop at the linear response level -- a phenomenon called negative mobility. The diffusive limit of the non-equilibrium Langevin dynamics is also studied using the general methodology of central limit theorems for additive functionals of Markov processes. To apply this methodology, which is based on the study of appropriate Poisson equations, we extend recent results on pointwise estimates of the resolvent of the generator associated with the Langevin dynamics. Our theoretical results are illustrated by numerical simulations of a two-dimensional system.

Full work available at URL: https://arxiv.org/abs/1403.1883

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zbMATH Keywords

mobilitylinear responseLangevin dynamicshypoelliptic diffusionseffective diffusion coefficientlinear response of nonequilibrium systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (13)

• Convergence rates for nonequilibrium Langevin dynamics
• A martingale approach to time-dependent and time-periodic linear response in Markov jump processes
• Langevin dynamics of the Lebowitz - Percus model
• Current statistics and depinning transition for a one-dimensional Langevin process in the weak-noise limit
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• Mobility Estimation for Langevin Dynamics Using Control Variates
• Error analysis of modified Langevin dynamics
• The modified Sutherland-Einstein relation for diffusive non-equilibria
• Partial differential equations and stochastic methods in molecular dynamics
• Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
• Langevin dynamics with a tilted periodic potential
• Flux in tilted potential systems: negative resistance and persistence

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