Coarse-graining Brownian motion: From particles to a discrete diffusion equation

Abstract

We study the process of coarse-graining in a simple model of diffusion of Brownian particles. At a detailed level of description, the system is governed by a Brownian dynamics of non-interacting particles. The coarse-level is described by discrete concentration variables defined in terms of Delaunay cells. These coarse variables obey a stochastic differential equation that can be understood as a discrete version of a diffusion equation. We study different models for the two basic building blocks of this equation which are the free energy function and the diffusion matrix. The free energy function is shown to be non-additive due to the overlapping of cells in the Delaunay construction. The diffusion matrix is state dependent in principle, but for near-equilibrium situations it is shown that it may be safely evaluated at the equilibrium value of the concentration field. © 2011 American Institute of Physics.