Overdamped Langevin dynamics

Neglecting inertia in Langevin dynamics gives the overdamped limit.

For potential $F$ and mobility $\mathcal{M}$, overdamped Langevin dynamics isThe matching noise amplitude is the fluctuation-dissipation relation that makes the Boltzmann density proportional to $e^{-F/(k_{B}T)}$ invariant.

With local thermal noise matched to spatially varying drag, the overdamped probability density obeys the displayed diffusion equation. Its equivalent Itô diffusion is $dX=D^{\prime }(X)dt+\sqrt{2D(X)}dW$, since the two terms in the Fokker-Planck equation combine to ${\partial }_x(D{P}_x)$. Thus $d⟨X⟩/dt=⟨D^{\prime }(X)⟩$, even with no applied force. The drift points toward greater diffusivity, but a uniform density has zero flux: the drift is balanced by the spatial variation of the noise. Holding the force-noise amplitude fixed instead would not produce this isothermal Fickian equation.

A periodic corrugation plus a uniform tilt. For the Adler phase equation, $V(\theta )=-\omega \theta -ϵ\cos \theta$ gives force $-V^{\prime }=\omega -ϵ\sin \theta$ and $V(\theta +2\pi )-V(\theta )=-2\pi \omega$. It has wells when $|\omega |<ϵ$ and no extrema when $|\omega |>ϵ$. It is a potential on the unwrapped phase, not a single-valued periodic potential on the circle.

For weak noise $D$ in a one-dimensional potential $\varphi$, escape from a minimum $m$ across a neighboring maximum $M$ occurs at leading rate