Langevin dynamics in inhomogeneous media: Re-examining the It\^{o}-Stratonovich Dilemma

TL;DR

This paper investigates the interpretation ambiguities in Langevin dynamics with space-dependent friction, demonstrating that certain conventions yield more accurate equilibrium distributions and proposing a new physically motivated convention.

Contribution

It introduces a new Langevin simulation method and a novel convention for inhomogeneous media that improves accuracy and physical realism over traditional interpretations.

Findings

Both Itô and Stratonovich converge slowly to equilibrium.

The isothermal and corrected Stratonovich conventions improve accuracy.

A new convention with two effective friction coefficients offers better physical fidelity.

Abstract

The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral, known as the It\^{o}-Stratonovich dilemma, is avoided since all interpretations converge to the same solution in the limit of small time steps. We use a newly developed method for Langevin simulations to measure the probability distribution of a particle diffusing in a flat potential. Our results reveal that both the It\^{o} and Stratonovich interpretations converge very slowly to the uniform equilibrium distribution for vanishing time step sizes. Three other conventions exhibit significantly improved accuracy: (i) the "isothermal" (H\"{a}nggi) convention, (ii) the Stratonovich convention corrected by a drift term, and (iii) a new convention employing two different effective friction coefficients representing two different averages of the friction function during the time step. We argue that the most physically accurate dynamical description is provided by the third convention, in which the particle experiences a drift originating from the dissipation instead of the fluctuation term. This feature is directly related to the fact that the drift is a result of an inertial effect that cannot be well understood in the Brownian, overdamped limit of the Langevin equation.