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Overdamped limit and inverse friction expansion for the Brownian motion in an inhomogeneous medium

We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space dimension. Starting from the Kramers equation and analyzing it through the expansion in terms of eigenfunctions of a quantum harmonic oscillator, we derive analytically the corresponding Fokker-Planck equation in the overdamped limit. The result is fully consistent with the previous finding by Sancho, San Miguel, and Dürr \cite{Sanc82}. Our method allows us to generalize the Brinkman's hierarchy, and thus it would be straightforward to obtain higher-order corrections in a systematic inverse friction expansion without any assumption. Our results are confirmed by numerical simulations for simple examples.

preprint2015arXivOpen access

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