Langevin equations and a geometric integration scheme for the overdamped limit of rotational Brownian motion of axisymmetric particles
Felix H\"ofling, Arthur V. Straube

TL;DR
This paper develops a geometric approach to model and simulate the rotational Brownian motion of axisymmetric particles, providing a scheme that preserves constraints and improves simulation efficiency.
Contribution
It introduces a geometric derivation of Langevin equations for rotational Brownian motion and proposes an efficient, constraint-preserving integration scheme with proven accuracy and stability.
Findings
The scheme converges weakly at order 1 with simple implementation.
Gaussian random rotations enable larger time steps than traditional methods.
The method satisfies detailed balance and converges to the correct equilibrium distribution.
Abstract
The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector follows a diffusion process on the unit sphere and is characterized by an orientation-dependent (``multiplicative'') noise. As a consequence, the corresponding Langevin equation attains different forms depending on whether It\=o's or Stratonovich's stochastic calculus is used. We clarify that both forms are equivalent and derive them in a top-down appraoch from a geometric construction of Brownian motion on the unit sphere, based on infinitesimal random rotations. Our approach suggests further a geometric integration scheme for rotational Brownian motion, which preserves the normalization constraint of the orientation vector exactly. We show that a…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsComplex Systems and Time Series Analysis · Stochastic processes and financial applications
