We study the steady state behaviour of a confined quantum Brownian particle subjected to a space-dependent, rapidly oscillating time-periodic force. To leading order in the period of driving, the result of the oscillating force is an effective static potential which has a quantum dissipative contribution, $V_{QD}$, which adds on to the classical result. This is shown using a coherent state representation of bath oscillators. $V_{QD}$ is evaluated exactly in the case of an Ohmic dissipation bath. It is strongest for intermediate values of the damping, where it can have pronounced effects.
We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much larger than all other relevant system-frequencies, there is a Kapitsa time-window wherein the effect of frequency dependent forcing can be replaced by a static effective potential. Our new analysis includes the case when the forcing, in addition to being frequency-dependent, is space-dependent as well. The results of the Kapitsa analysis then lead to additio…
Previous works have shown that time asymmetric forcing on the one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian motor to both effects simultaneously. Our results have been compared with those obtained for the Gaussian white noise regime in the adiabatic limit. We find that, although the inclusion of the time asymmetry parameter increases the efficiency value up to a certain extent, for the present case this increase is much less appreciable than in the white noise case…
The noise-assisted, directed transport in a one-dimensional dissipative, inertial Brownian motor of the rocking type that is exposed to an external bias is investigated. We demonstrate that the velocity-load characteristics is distinctly non-monotonic, possessing regimes with a {\em negative differential mobility}. In addition, we evaluate several possible efficiency quantifiers which are compared among each other. These quantifiers characterize the mutual interplay between the viscous drag and the external load differently, weighing the inherent rectification features from different physical …
We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the steady-state Smoluchowski equation for the 1-particle distribution function. The methods are employed to study in detail three scenarios: 1) confinement in a channel, 2) a constant flux steady state, and 3) sedimentation in a uniform external field. In each scenario, known behaviors are reproduced and precisely quantified, and new results are presented. In p…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations.
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in (0,1)$. While the periodicity ensures that the ultimate long-time behavior is diffusive, the generalised Sinai potential considered here leads to a strong logarithmic confinement of particle trajectories at intermediate times. These two competing trends lead to dynamical frustration and result in a rich statistical behavior of the diffusion coefficient $D_L$: Al…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many orders of magnitude at appropriate choice of the forcing amplitude and frequency. The diffusivity demonstrates TAD, abnormal (decreasing) temperature dependence at forcing amplitudes exceeding certain value. At any fixed forcing frequency $Ω$ normal temperature dependence of the diffusivity is restored at low enough temperatures, $T<T_\textrm{TAD}(Ω)$ --- in con…
Particles kicked by external forces to produce mobility distinct from thermal diffusion are an iconic feature of the active matter problem. Here, we map this onto a minimal model for experiment and theory covering the wide time and length scales of usual active matter systems. A particle diffusing in a harmonic potential generated by an optical trap is kicked by programmed forces with time correlation at random intervals following the Poisson process. The model's generic simplicity allows us to find conditions for which displacements are Gaussian (or not), how diffusion is perturbed (or not) b…
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary tilts. Furthermore, we obtain power series expansions for the velocity and the diffusion coefficient as functions of the external forcing. Thus, we provide systematic corrections to Einstein's formula and to linear response theory. Our theoretical results are supported by extensive numerical simulations. For our numerical experiments we use a novel spectral numer…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the fractional Gaussian noise (fGn). These paradigmatic non-Markovian stochastic processes, introduced by Kolmogorov, Mandelbrot and van Ness, found numerous applications across the disciplines, ranging from anomalous diffusion in cellular environments to mathematical finance. Still, their exact path-integral representations were previously unknown. Our formalism …
We study a Langevin equation describing the Brownian motion of an object subjected to a viscous drag, an external constant force, and a solid friction force of the Coulomb type. In a previous work [H. Touchette, E. Van der Straeten, W. Just, J. Phys. A: Math. Theor. 43, 445002, 2010], we have presented the exact solution of the velocity propagator of this equation based on a spectral decomposition of the corresponding Fokker-Planck equation. Here, we present an alternative, exact solution based on the Laplace transform of this equation, which has the advantage of being expressed in closed form…
We consider the motion of a overdamped Brownian particle in periodic asymmetric potential with space dependent friction coefficient. In the presence of external time periodic forcing, the system shows multiple current reversals on varying the amplitude of the external forcing and the temperature of the thermal bath. In the adiabatic regime we find a single reversal of current as a function of noise strength which can only be accounted due to the presence of space dependent friction coefficient. For very large forcing term, the current does not go to zero, instead it asymptotically tends to a l…
The presence of active forces in various biological and artificial systems may change how those systems behaves under forcing. We present a minimal model of a suspension of passive or active swimmers driven on the boundaries by time-dependent forcing. In particular, we consider a time-periodic drive from which we determine the linear response functions of the suspension. The meaning of these response functions are interpreted in terms of the storage and dissipation of energy through the particles within the system. We find that while a slowly driven active system responds in a way similar to a…
The ocean thermohaline circulation, also called meridional overturning circulation, is caused by water density contrasts. This circulation has large capacity of carrying heat around the globe and it thus affects the energy budget and further affects the climate. We consider a thermohaline circulation model in the meridional plane under external wind forcing. We show that, when there is no wind forcing, the stream function and the density fluctuation (under appropriate metrics) tend to zero exponentially fast as time goes to infinity. With rapidly oscillating wind forcing, we obtain an averagin…
We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost Gaussian, with slight deviations at large increments caused by inter-disk collisions. The velocity auto-correlation function takes both positive and negative values at short lag times but rapidly vanishes. We compare the empirical and theoretical distributions of time averaged mean square displacements and discuss distinctions between its mean and mode. Thes…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian noise and arbitrary parameters of potential profiles. We find: (i) an exponentially rapid narrowing of the spectrum with increasing height of the potential barrier, for fixed bistable potential; (ii) a nonlinear phenomenon, which manifests in the narrowing of the spectrum with increasing mean rate of flippings, and (iii) a nonmonotonic behaviour of the spectrum …
In this article we present an experimental study of the statistical properties for the injected power fluctuations of a dissipative system as a function of external environmental conditions. A Brownian motion analog is implemented using a series resistor and capacitor circuit with an Orstein-Ulhenbeck forcing. This system is tested in a controlled thermal bath at the laboratory, setting the bath temperature and different bath atmospheric pressures. The non-equilibrium system shows a higher correlation factor between the external forcing and the system response with increasing bath atmospheric …
Recently, it has been shown that entropy can be used to sort Brownian particles according to their size. In particular, a combination of a static and a time-dependent force applied on differently sized particles which are confined in an asymmetric periodic structure can be used to separate them efficiently, by forcing them to move in opposite directions. In this paper, we investigate the optimization of the performance of the 'entropic splitter'. Specifically, the splitting mechanism and how it depends on the geometry of the channel, and the frequency and strength of the periodic forcing is an…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace branches. In a recent publication [1] we introduced a generalized SLE driven by a superposition of a Brownian motion and a fractal set of jumps (technically a stable Lévy process). We then discussed the small-scale properties of the resulting Lévy-SLE growth process. Here we discuss the same model, but focus on the global scaling behavior which ensues as time…
Observation of the Brownian motion of a small probe interacting with its environment is one of the main strategies to characterize soft matter. Essentially two counteracting forces govern the motion of the Brownian particle. First, the particle is driven by the rapid collisions with the surrounding solvent molecules, referred to as thermal noise. Second, the friction between the particle and the viscous solvent damps its motion. Conventionally, the thermal force is assumed to be random and characterized by a white noise spectrum. Friction is assumed to be given by the Stokes drag, implying tha…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where these driving forces are rapidly oscillating with an amplitude that is not necessarily small. We develop a perturbative method for the high-frequency regime to find the large-time behavior of periodically driven stochastic systems. The asymptotic distribution of Brownian particles is then determined to second order. To first order, these particles are found to e…
Trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. Description of the dynamics by moments is therefore not informative. Instead, we propose and analyze local directly measurable characteristics, which overcome this limitation. We discuss the most probable particle position (position of the maximum of the probability density) and the local uncertainty in an unstable cubic potential, both in the transient regime and in the long-time limit. The maximum shifts against the acting force as a functio…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We…
