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From Ballistic to Diffusive Behavior in Periodic Potentials
Authors:M Hairer  G A Pavliotis
Institution:(1) Mathematics Institute, The University of Warwick, Coventry, CV4 7AL, UK;(2) Department of Mathematics, Imperial College, London, SW7 2AZ, UK
Abstract: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.
Keywords:Homogenization  Hypoelliptic diffusion  Hypocoercivity
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