Proof of the exact diffusion constant via first passage time in quasi-periodic potentials

Brownian motion in terms of Lifson and Jackson (LJ) formula has been widely explored in periodic systems and it has been believed for a long time that the LJ formula only applies to periodic potentials. Recently we show that for the following Brownian motion $γ\dot{x} = -U'(x) + ξ$, where $U(x)$ is the quasi-periodic potential, the effective diffusion constant can still be described by the LJ formula $D^* = D/(\langle \exp(βU)\rangle \langle \exp(-βU)\rangle)$, where the average is redefined as $\langle \exp(βU)\rangle = \lim_{L\rightarrow \infty} L^{-1} \int_0^L \exp(βU(x))dx$. In this manuscript we prove this result exactly using the mean first passage time $τ(x)$, with boundary conditions $τ(\pm L) = 0$, and show that the effective diffusion constant can be determined using $D^* =\lim_{L \rightarrow \infty} L^2/(2τ(0))$, where $\pm L$ is the two positions of the absorbing boundary. We exactly solve the equation of motion of $τ(x)$ and obtain the above result with the aid of Jacobi-Anger expansion method. Our result can be generalized to the other potentials and even higher dimensions, which can greatly broaden our understanding of Brownian motion in more general circumstances. The requirement for a well-defined effective diffusion constant $D^*$ in more general potentials is also discussed.

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ArXiv.org
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2025-10-12
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Science Education and Pedagogy
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Proof of the exact diffusion constant via first passage time in quasi-periodic potentials

ArXiv.org
Science Education and Pedagogy
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Proof of the exact diffusion constant via first passage time in quasi-periodic potentials

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Abstract

Brownian motion in terms of Lifson and Jackson (LJ) formula has been widely explored in periodic systems and it has been believed for a long time that the LJ formula only applies to periodic potentials. Recently we show that for the following Brownian motion $γ\dot{x} = -U'(x) + ξ$, where $U(x)$ is the quasi-periodic potential, the effective diffusion constant can still be described by the LJ formula $D^* = D/(\langle \exp(βU)\rangle \langle \exp(-βU)\rangle)$, where the average is redefined as $\langle \exp(βU)\rangle = \lim_{L\rightarrow \infty} L^{-1} \int_0^L \exp(βU(x))dx$. In this manuscript we prove this result exactly using the mean first passage time $τ(x)$, with boundary conditions $τ(\pm L) = 0$, and show that the effective diffusion constant can be determined using $D^* =\lim_{L \rightarrow \infty} L^2/(2τ(0))$, where $\pm L$ is the two positions of the absorbing boundary. We exactly solve the equation of motion of $τ(x)$ and obtain the above result with the aid of Jacobi-Anger expansion method. Our result can be generalized to the other potentials and even higher dimensions, which can greatly broaden our understanding of Brownian motion in more general circumstances. The requirement for a well-defined effective diffusion constant $D^*$ in more general potentials is also discussed.

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Science Education and Pedagogy
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