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Autores principales: Pacheco-Pozo, Adrian, Sokolov, Igor M., Metzler, Ralf, Krapf, Diego
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2505.13363
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author Pacheco-Pozo, Adrian
Sokolov, Igor M.
Metzler, Ralf
Krapf, Diego
author_facet Pacheco-Pozo, Adrian
Sokolov, Igor M.
Metzler, Ralf
Krapf, Diego
contents Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $α$, which depends on the underlying physics and can take values in the range $0<α<1$. The typical interpretations are Itô ($α=0$), Stratonovich ($α=1/2$), and Hänggi-Klimontovich ($α=1$). Here, we analyse the motion of a particle in an harmonic potential -- modelled as an Ornstein-Uhlenbeck process -- with diffusivity that varies in space. Our focus is on two-phase systems with a discontinuity in environmental properties at $x=0$. We derive the probability density of the particle position for the process, and consider two paradigmatic situations. In the first one, the damping coefficient remains constant, and fluctuation-dissipation relations are not satisfied. In the second one, these relations are enforced, leading to a position-dependent damping coefficient. In both cases, we provide solutions as a function of the interpretation parameter $α$, with particular attention to the Itô, Stratonovich, and Hänggi-Klimontovich interpretations, revealing fundamentally different behaviours, in particular with respect to an interface located at the potential minimum.
format Preprint
id arxiv_https___arxiv_org_abs_2505_13363
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Heterogeneous diffusion in an harmonic potential: the role of the interpretation
Pacheco-Pozo, Adrian
Sokolov, Igor M.
Metzler, Ralf
Krapf, Diego
Statistical Mechanics
Disordered Systems and Neural Networks
Mathematical Physics
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $α$, which depends on the underlying physics and can take values in the range $0<α<1$. The typical interpretations are Itô ($α=0$), Stratonovich ($α=1/2$), and Hänggi-Klimontovich ($α=1$). Here, we analyse the motion of a particle in an harmonic potential -- modelled as an Ornstein-Uhlenbeck process -- with diffusivity that varies in space. Our focus is on two-phase systems with a discontinuity in environmental properties at $x=0$. We derive the probability density of the particle position for the process, and consider two paradigmatic situations. In the first one, the damping coefficient remains constant, and fluctuation-dissipation relations are not satisfied. In the second one, these relations are enforced, leading to a position-dependent damping coefficient. In both cases, we provide solutions as a function of the interpretation parameter $α$, with particular attention to the Itô, Stratonovich, and Hänggi-Klimontovich interpretations, revealing fundamentally different behaviours, in particular with respect to an interface located at the potential minimum.
title Heterogeneous diffusion in an harmonic potential: the role of the interpretation
topic Statistical Mechanics
Disordered Systems and Neural Networks
Mathematical Physics
url https://arxiv.org/abs/2505.13363