We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric Lévy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for Lévy flights is derived and solved analytically in the steady state. It is shown that Lévy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.
We demonstrate occurrence of bimodality and dynamical hysteresis in a system describing an overdamped quartic oscillator perturbed by additive white and asymmetric Lévy noise. Investigated estimators of the stationary probability density profiles display not only a turnover from unimodal to bimodal character but also a change in a relative stability of stationary states that depends on the asymmetry parameter of the underlying noise term. When varying the asymmetry parameter cyclically, the system exhibits a hysteresis in the occupation of a chosen stationary state.
We study the full nonequilibirum steady state distribution $P_{\text{st}}\left(X\right)$ of the position $X$ of a damped particle confined in a harmonic trapping potential and experiencing active noise, whose correlation time $τ_c$ is assumed to be very short. Typical fluctuations of $X$ are governed by a Boltzmann distribution with an effective temperature that is found by approximating the noise as white Gaussian thermal noise. However, large deviations of $X$ are described by a non-Boltzmann steady-state distribution. We find that, in the limit $τ_c \to 0$, they display the scaling behavior…
The master equation for a probability density function (pdf) driven by Lévy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given a priori a functional form of the semigroup potential, we address the ground-state reconstruction problem for generic Lévy-stable semigroups, for {\em all} values of the stability index $μ\in (0,2)$. That is known to resolve an invariant pdf for confined Lévy flights (e.g. the former jump-type process). Jeopardies of the procedure are discussed, with a focus on:…
We analyze a specific class of random systems that are driven by a symmetric Lévy stable noise, where Langevin representation is absent. In view of the Lévy noise sensitivity to environmental inhomogeneities, the pertinent random motion asymptotically sets down at the Boltzmann-type equilibrium, represented by a probability density function (pdf) $ρ_*(x) \sim \exp [-Φ(x)]$. Here, we infer pdf $ρ(x,t)$ based on numerical path-wise simulation of the underlying jump-type process. A priori given data are jump transition rates entering the master equation for $ρ(x,t)$ and its target pdf $ρ_*(x)$. T…
The growing importance of microfluidic and nanofluidic devices to the study of biological processes has highlighted the need to better understand how confinement affects the behavior of polymers in flow. In this paper we explore one aspect of this question by calculating the steady-state extension of a long polymer chain in a narrow capillary tube in the presence of simple shear. The calculation is carried out within the framework of the Rouse-Zimm approach to chain dynamics, using a variant of a nonlinear elastic model to enforce finite extensibility. Under the assumption that the sole effect…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian diffusion was studied. Here, a tracer is allowed to perform Cauchy random walk with uncorrelated steps. Our analysis shows that presence of obstacles significantly influences motion, which in an obstacle-free space would be of a superdiffusive type. At the same time, the selfdiffusive process reveals different anomalous properties, both at the level of a single tr…
The non-equilibrium statistical mechanics and kinetic theory for a model of a confined quasi-two-dimensional gas of inelastic hard spheres is presented. The dynamics of the particles includes an effective mechanism to transfer the energy injected in the vertical direction to the horizontal degrees of freedom. The Enskog approximation is formulated and used as the basis to investigate the temperature and the distribution function of the steady state eventually reached by the system. An exact scaling of the distribution function of the system having implications on the form of its moments is poi…
A linear stability analysis of the hydrodynamic equations of a model for confined quasi-two-dimensional granular gases is carried out. The stability analysis is performed around the homogeneous steady state (HSS) reached eventually by the system after a transient regime. In contrast to previous studies (which considered dilute or quasielastic systems), our analysis is based on the results obtained from the inelastic Enskog kinetic equation, which takes into account the (nonlinear) dependence of the transport coefficients and the cooling rate on dissipation and applies to moderate densities. As…
We formulate the problem of confined Lévy flight on a comb. The comb represents a sawtooth-like potential field $V(x)$, with the asymmetric teeth favoring net transport in a preferred direction. The shape effect is modeled as a power-law dependence $V(x) \propto |Δx|^n$ within the sawtooth period, followed by an abrupt drop-off to zero, after which the initial power-law dependence is reset. It is found that the Lévy flights will be confined in the sense of generalized central limit theorem if (i) the spacing between the teeth is sufficiently broad, and (ii) $n > 4-μ$, where $μ$ is the fractal …
The dynamics and the steady states of a point-like tracer particle immersed in a confined critical fluid are studied. The fluid is modeled field-theoretically in terms of an order parameter (concentration or density field) obeying dissipative or conservative equilibrium dynamics and (non-)symmetry-breaking boundary conditions. The tracer, which represents, e.g., a colloidal particle, interacts with the fluid by locally modifying its chemical potential or its correlations. The coupling between tracer and fluid gives rise to a nonlinear and non-Markovian tracer dynamics, which is investigated he…
We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution ϕ(η) displaying asymmetric power law tails (i.e. ϕ(η) \sim c/η^{α+1} for large positive jumps and ϕ(η) \sim c/(γ|η|^{α+1}) for large negative jumps, with 0 < α< 2). In absence of boundaries and after a large number of steps n, the probability density function (PDF) of the walker position, x_n, converges to an asymmetric Lévy stable law of stability index αand skewness parameter β=(γ-1)/(γ+1). In particular the right tail of this PDF decays as c n/x_n^{1+α}. Much less is kno…
We observe a significant steady-state deviation from the generalized equipartition theorem, one of the pivotal results of classical statistical mechanics, in a system of confined, laser cooled atoms. We quantify this deviation, measure its dynamics and show that its steady state value quantifies the departure of non-thermal states from thermal equilibrium even for anharmonic confinement. In particular, we find that deviations from equipartition grow as the system dynamics becomes more anomalous. We present numerical simulations that validate the experimental data and reveal an inhomogeneous di…
We consider an overdamped run-and-tumble particle in two dimensions, with self propulsion in an orientation that stochastically rotates by 90 degrees at a constant rate, clockwise or counter-clockwise with equal probabilities. In addition, the particle is confined by an external harmonic potential of stiffness $μ$, and possibly diffuses. We find the exact time-dependent distribution $P\left(x,y,t\right)$ of the particle's position, and in particular, the steady-state distribution $P_{\text{st}}\left(x,y\right)$ that is reached in the long-time limit. We also find $P\left(x,y,t\right)$ for a "f…
The steady state of a vibrated granular gas confined by a movable piston on the top is discussed. Particular attention is given to the hydrodynamic boundary conditions to be used when solving the inelastic Navier-Stokes equations. The relevance of an exact general condition relating the grain fluxes approaching and moving away from each of the walls is emphasized. It is shown how it can be used to get a consistent hydrodynamic description of the boundaries. The obtained expressions for the fields do not contain any undetermined parameter. Comparison of the theoretical predictions with molecula…
A collisional model of a confined quasi-two-dimensional granular mixture is considered to analyze homogeneous steady states. The model includes an effective mechanism to transfer the kinetic energy injected by vibration in the vertical direction to the horizontal degrees of freedom of grains. The set of Enskog kinetic equations for the velocity distribution functions of each component is derived first to analyze the homogeneous state. As in the one-component case, an exact scaling solution is found where the time dependence of the distribution functions occurs entirely through the granular tem…
The hydrodynamic equations for a model of a confined quasi-two-dimensional gas of smooth inelastic hard spheres are derived from the Boltzmann equation for the model, using a generalization of the Chapman-Enskog method. The heat and momentum fluxes are calculated to Navier-Stokes order, and the associated transport coefficients are explicitly determined as functions of the coefficient of normal restitution and the velocity parameter involved in the definition of the model. Also an Euler transport term contributing to the energy transport equation is considered. This term arises from the gradie…
A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a long-tailed distribution with a finite mean but an infinite variance. Here we consider an open system with boundary injection and removal of particles, at prescribed rates, and study the steady state properties of the system. In particular, we compute density profiles, current and current fluctuations in this system. We also consider the case of a finite density of L…
We consider an ideal Fermi gas confined to a geometric structure consisting of a central region -- the sample -- connected to several infinitely extended ends -- the reservoirs. Under physically reasonable assumptions on the propagation properties of the one-particle dynamics within these reservoirs, we show that the state of the Fermi gas relaxes to a steady state. We compute the expected value of various current observables in this steady state and express the result in terms of scattering data, thus obtaining a geometric version of the celebrated Landauer-Büttiker formula.
