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Imagine a random walk in a system consisting of two adjacent phases. In one of the phases the walker has a high mobility, and in the other low mobility.

If I'm not mistaken, the walker will in this situation spend most of its time in the low mobility phase. This implies that macroscopically (considering many walkers) there is a concentration difference between the two phases when in equilibrium. But this must imply a difference in chemical potential between the two phases if they are at the same concentration.

How can this be reconciled? What am I missing here?

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    $\begingroup$ This is not an equilibrium system $\endgroup$
    – Syrocco
    Commented Nov 16 at 9:41
  • $\begingroup$ Would you like to elaborate? What prevents me from calculating the ensemble average? $\endgroup$ Commented Nov 16 at 12:03
  • $\begingroup$ Hum, after rereading your question I'm not so sure anymore. I'll let someone more knowledgeable answer. But to me, you have two possibilities. Either you suppose that the diffusion coefficient $D$ and the mobility $\mu$ are both spatially dependent such that $D = \mu k_b T$ (which is the fluctuation dissipation theorem of Einstein), in which case, from a Fokker-Plank equation, you see that your tracer does not spend more time in region of small $\mu$ and that, your tracer follows a gibbs distribution. Or you can assume that $D$ is fixed while $\mu$ is not and the stationary distribution is ... $\endgroup$
    – Syrocco
    Commented Nov 16 at 12:22
  • $\begingroup$ ... not given by a canonical ensemble distribution. And Hence that you are not at equilibrium. But it really depends on which type of system you are analyzing $\endgroup$
    – Syrocco
    Commented Nov 16 at 12:23

1 Answer 1

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Let me rephrase the system that you propose into a more concise setting. The density of random walkers (or the probability density of finding a walker in a given position $x$) follows a Fokker-Planck equation, $$\partial_t \rho_t(x)=\mathcal{L}\rho_t(x).$$ I assume that the walkers are confined in a segment of length $2L$ centered in $x=0$, and that the diffusion is different in the left and right halves of the segment: $$ \mathcal{L}\rho_t(x)=\begin{cases}D\partial_x^2 \rho_t(x),\quad x\in[0,L],\\ \tilde{D}\partial_x^2 \rho_t(x),\quad x\in[-L,0[. \end{cases}.$$ The solution to the Fokker-Planck equation has to fulfill the boundary conditions $$ \int_{-L}^L\rho_t(x)\,dx =1,\quad\forall t \,(\text{normalization)},$$ and $$ \lim_{x\to 0^+}\rho_t(x) = \lim_{x\to 0^-}\rho_t(x),\quad\forall t \,(\text{continuity)}.$$ Let us solve the stationary equation $\mathcal{L}\rho(x)=0$, $$\rho(x) = \begin{cases} C_1 x+C_2,\quad x\in[0,L],\\ \tilde{C}_1 x+\tilde{C}_2,\quad x\in[-L,0[. \end{cases}.$$ Imposing the boundary conditions we can compute two of the four unknown constants: $\tilde{C}_2 = C_2$ by continuity, and $C_2= \frac{1}{2L}-\frac{C_1-\tilde{C}_1}{2}L^2$ by normalization. Interestingly, these boundary conditions are not enough to determine the stationary distribution. Indeed, we have also to give information about how the probability current behaves. Here is where equilibrium enters. Equilibrium distributions are a special case of stationary distributions in which the probability current equals zero. You can check that the only way that the stationary probability current equals zero for all $x$ is that $C_1=\tilde{C}_1=0$. Therefore, the equilibrium distribution for this process is the same one of the random walk with equal diffusion in the whole space, $$ \rho(x) = \frac{1}{2L}, $$ so the walkers are expected to spend the same average time in $x<0$ and $x>0$ when the observation time is long enough.

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    $\begingroup$ It does not have to be continuous at 0, cf this arxiv.org/abs/2403.11928 $\endgroup$
    – Syrocco
    Commented Nov 16 at 16:20
  • $\begingroup$ @Syrocco That is actually a good point! I'll read the reference and think about it. $\endgroup$
    – Javi
    Commented Nov 16 at 17:12
  • $\begingroup$ @Syrocco didn't read in detail, but they seem to derive the same expression as me (eq. 34 SM). I don't see how a distribution could be not continuous, yet with derivative equal to zero in each point... I think (for this very simple process, at least) the only possibility for such a non-continuous distribution is to have non-zero current (non-equilibrium stationary distributions). $\endgroup$
    – Javi
    Commented Nov 16 at 21:21
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    $\begingroup$ no indeed! I agree with your solution the way you wrote it. Altough, writing it like that assume that your underlying FP equation is: $\partial_t p = \partial_x [D(x)\partial_xp]$ which is a very non natural interpretation of a diffusive process because it corresponds to an anti-ito interpretation of the underlying Langevin equation. If you were taking an Ito interpretation, your Fokker-plank equation would look something like: $\partial_t p = \partial_{xx}(D(x)p)$, and you would effectively have a dirac delta at $x=0$ in your equation due to the step function form of $D$, this would create... $\endgroup$
    – Syrocco
    Commented Nov 16 at 23:10
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    $\begingroup$ ... a discontinuity. As given by eq. 34 when $\alpha\neq1$ (Altough I quite disagree with their saying that the stationnary state is an equilibrium one, it's just an effective one, with an effective potential). Well, just to wrap it up, I agree with your solution, but I think that it most physically relevant case with a position dependent diffusivity or mobility, you would not end up with the equation you wrote and would, therefore, obtain a position dependent density $\endgroup$
    – Syrocco
    Commented Nov 16 at 23:11

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