Uni-directional diffusion flux, Brownian and Langevin simulations

The Wiener path integral splits the net diffusion flux into infinite unidirectional fluxes, whose difference is the classical diffusion flux. The infinite unidirectional flux is an artifact of the diffusion approximation to Langevin's equation, an approximation that fails on time scales shorter than the relaxation time 1/γ. The probability of one-dimensional Brownian trajectories that cross a point in one direction per unit time Δt equals that of Langevin trajectories if γΔt = 2. This result is relevant to Brownian and Langevin dynamics simulation of particles in a finite volume inside a large bath. We describe the sources of new trajectories at the boundaries of the simulation that maintain fixed average concentrations and avoid the formation of spurious boundary layers.