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Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients
Authors:J M Sancho  M San Miguel  D Dürr
Institution:(1) Departmento de Fisica Teórica, Universidad de Barcelona, Diagonal 647, Barcelona-28, Spain;(2) Hill Center for the Mathematical Sciences, Rutgers University, 08903 New Brunswick, New Jersey, USA
Abstract:We discuss the problem of eliminating the momentum variable in the phase space Langevin equations for a system of Brownian particles in two related situations: (i) position-dependent damping and (ii) existence of hydrodynamic interactions. We discuss the problems associated with the conventional elimination and we develop an alternative elimination procedure, in the Lagevin framework, which leads to the correct Smoluchowski equation. We give a heuristic argument on the basis of stochastic differential equations for the Smoluchowski limit and establish rigorously the limit for the general case of position-dependent friction and diffusion coefficents.
Keywords:Adiabatic elimination  Langevin equation  stochastic equations  Fokker-Planck equation  Brownian motion  Smoluchowski approximation
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