We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear Response relations, achieved by means of a diffusion noise approach. Most important, the proposed Langevin Equation reproduces quantitatively the \emph{three} temporal regimes and the corresponding time scales: ballistic, diffusive and subdiffusive.
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative derivation of the very same stochastic equation by starting from the diffusion-noise formalism for the time evolution of the file density.
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as solution of fractional Langevin equation with zero dampi…
In the simplest model of single-file diffusion, $N$ point particles wander on a segment of the $x$ axis of length $L$, with hard core interactions, which prevent passing, and with overdamped Brownian dynamics, $λ\dot{x}=η(t)$, where $η(t)$ has the form of Gaussian white noise with zero mean. In 1965 Harris showed that in the limit $N\to\infty$, $L\to\infty$ with constant $ρ=N/L$, the mean square displacement of a tagged particle grows subdiffusively, as $t^{1/2}$, for long times. Recently, it has been shown that the proportionality constants of the $t^{1/2}$ law for randomly-distributed initia…
For reproducing the anomalous -- i.e., sub- or super-diffusive -- behavior in some stochastic dynamical systems, the Generalized Langevin Equation (GLE) has gained considerable popularity in recent years. Motivated by the question whether or not a system with anomalous dynamics can have the GLE formulation, here I consider polymer physics, where sub-diffusive behavior is commonplace. I provide an exact derivation of the GLE for phantom Rouse polymers, andby identifying polymeric response to local strains, I argue the case for the GLE formulation for self-avoiding polymers and polymer transloca…
Geometric formulation of state-dependent Langevin dynamics using scalar free energy
Nihon University（日本大学）；University of Chinese Academy of Sciences（中国科学院大学）；Kyoto University（京都大学）；Guangdong Technion - Israel Institute of Technology（广东以色列理工学院）；Technion - Israel Institute of Technology（以色列理工学院）
We present a novel hybrid but thermodynamic approach to provide an alternative to the Langevin equation by using system-intrinsic (SI) microwork done by the Brownian particle in the kth microstate (realization). The corresponding SI-microforce is unique to the microstate and determines the microscopic equation of motion for it. Being a thermodynamic approach, the equipartition theorem is always satisfied and no additional stochastic Langevin force is needed. We determine instantaneous and long-time averages of useful quantities and thus provide a new unified approach to the fluctuating motion …
We present a canonically invariant form for the generalized Langevin and Fokker-Planck equations. We discuss the role of constants of motion, and the construction of conservative stochastic processes.
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works for systems with or without detailed balance, and is substantially simpler than previous theories. Its relation with deterministic theory is clarified. The unitary limit and Hermitian limit of the theory are examined. Some implications on the choices of stochastic calculus are also discussed.
The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is applied to a particle system confined to a one-dimensional infinite line aiming to investigate the single-file diffusion phenomenon in this scenario. In particular, the path-integral method is contrasted against the standard many-particle Langevin equation for a system of interacting Brownian particles in a harmonic chain model, exhibiting excellent agreemen…
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as $t^α$ for some $α<1$ until the terminal relaxation time $τ$ of the polymer. Beyond time $τ$ the motion of the tagged monomer becomes diffusive. Classical examples of anomalous dynamics in polymer physics are single polymeric systems, such as phantom Rouse, self-avoiding Rouse, self-avoiding Zimm, reptation, translocation through a narrow pore in a membrane, and many-polymeric systems such as polymer melts…
We study a dissipative Langevin dynamics in the path integral formulation using the Martin-Siggia-Rose formalism. The effective action is supersymmetric and we identify the supercharges. In addition we study the transformations generated by superderivatives, which were recently included in the cohomological structure emerging in the dissipative systems. We find that these transformations do not generate Ward identities, which are explicitly broken, however, they lead to universal identities, which we derive from Schwinger-Dyson equations. We confirm that the above identities hold in an explici…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the continuous time random walk (CTRW). Stochastic trajectories of a CTRW can be described mathematically in terms of a subordination of a normal diffusive process by an inverse Levy-stable process. Here, we propose a simpler Langevin formulation of CTRWs without subordination. By introducing a new type of non-Gaussian noise, we are able to express the CTRW dynam…
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising model, and the bulk magnetisation and the magnetisation of a tagged plane in the 3D Ising model exhibit anomalous diffusion. Specifically, their mean-square displacement increases as power-laws in time, collectively denoted as $\sim t^c$, where $c$ is the anomalous exponent. We argue that the anomalous diffusion in all these quantities for the Ising model stems …
We investigate memory effects in barrier-crossing in the overdamped setting. We focus on the scenario where the hidden degrees of freedom relax on exactly the same time scale as the observable. As a prototypical model, we analyze tagged-particle diffusion in a single file confined to a bi-stable potential. We identify the signatures of memory and explain their origin. The emerging memory is a result of the projection of collective many-body eigenmodes onto the motion of a tagged-particle. We are interested in the "confining" (all background particles in front of the tagged-particle) and "pushi…
The Generalized Elastic Model is a linear stochastic model which accounts for the behaviour of many physical systems in nature, ranging from polymeric chains to single-file systems. If an external perturbation is exerted \emph{only} on a single point $\vec{x}^\star$ (\emph{tagged probe}), it propagates throughout the entire system. Within the fractional Langevin equation framework, we study the effect of such a perturbation, in cases of a constant force applied. We report most of the results arising from our previous analysis and, in the present work, we show that the Fox $H$-functions formali…
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it biasing} and {\it decoupled} external fields is introduced. Complementary to the recently established Langevin equations for anomalous diffusion in a time-dependent external force-field [{\it Magdziarz et al., Phys. Rev. Lett. {\bf 101}, 210601 (2008)}] the Langevin formulation of anomalous diffusion in a decoupled time-dependent force-field is derived.
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation with multiplicative noise, whose evaluation requires the introduction of specific rules. Two common conventions, the Ito and the Stratonovich, provide alternative rules for evaluation of the noise, but other conventions are possible. We show the requirement that a particle's distribution function approach the Boltzmann distribution at long times dictates that …
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time dependent perturbation. This transformation is constructed on the basis of an operator formulation originally used in nonlinear perturbation theory for differential equations by extending it to stochastic analysis. We find that the obtained expression is useful for the calculation of fundamental quantities of the system, and that it provides a physical basis for …
Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we introduce the path integral formulation of the transition probability and obtain the equation for the minimum action path in the transition path space. For the effective sampling in the transition path ensemble, we derive a conditional overdamped Langevin equation. In two exactly solvable models, the free particle system and the harmonic system, we present the ex…
We introduce a field-theoretic thermodynamic uncertainty relation as an extension of the one derived so far for a Markovian dynamics on a discrete set of states and for overdamped Langevin equations. We first formulate a framework which describes quantities like current, entropy production and diffusivity in the case of a generic field theory. We will then apply this general setting to the one-dimensional Kardar-Parisi-Zhang equation, a paradigmatic example of a non-linear field-theoretic Langevin equation. In particular, we will treat the dimensionless Kardar-Parisi-Zhang equation with an eff…
We present a supersymmetric formulation of Markov processes, represented by a family of Langevin equations with multiplicative white-noise. The hidden symmetry encodes equilibrium properties such as fluctuation-dissipation relations. The formulation does not depend on the particular prescription to define the Wiener integral. In this way, different equilibrium distributions, reached at long times for each prescription, can be formally treated on the same footing.
We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous time Markov process and Langevin dynamics are derived as limiting cases. We show how conditioning on a value of $Q_T$ modifies the dynamics. For a Langevin dynamics with weak noise, we introduce conditioned large deviations functions and calculate them using either a WKB method or a variational formulation. This allows us, in particular, to calculate the typ…
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the classical case. It is a white noise with a variance proportional to the temperature. The dissipation force is not restrict to be proportional to the velocity and is determined in a way as to guarantee that the stationary state is given by a density operator of the Gibbs canonical type. To this end we derived an equation that gives the time evolution of the d…
A new statistical mechanics formulation of characterizing the structural fluctuation of protein correlated with that of water is presented based on the generalized Langevin equation and the 3D-RISM/RISM theory of molecular liquids. The displacement vector of atom positions and their conjugated momentum, are chosen for the dynamic variables for protein, while the density fields of atoms and their momentum fields are chosen for water. Projection of other degrees of freedom onto those dynamic variables using the standard projection operator method produces essentially two equations which describe…
The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by introducing a stochastic velocity field, with correlation properties deriving from linear response theory. Here, we adopt this field as the comprehensive hydrodynamic/fluctuational driver of the kinematic equations of motion. With this description, we show that the Langevin equations for a Brownian particle interacting with a solvent fluid become particular…
Compared to other formulations of the second law of thermodynamics, the Clausius statement that heat does not spontaneously flow from cold to hot concerns a system in non-equilibrium states, and in that respect is more ambitious but also more ambiguous. We discuss two scenarios when the Clausius statement in its plain form does not hold. First, for ergodic systems, the energy transfer may be consistent with the statement on a coarse-grained time scale, but be anomalously directed during time intervals shorter than the thermalization time. In particular, when an initially colder system is broug…
Theoretical approaches are formulated to investigate the molecular mobility under various cooling rates of amorphous drugs. We describe the structural relaxation of a tagged molecule as a coupled process of cage-scale dynamics and collective molecular rearrangement beyond the first coordination shell. The coupling between local and non-local dynamics behaves distinctly in different substances. Theoretical calculations for the structural relaxation time, glass transition temperature, and dynamic fragility are carried out over twenty-two amorphous drugs and polymers. Numerical results have a qua…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that obtained by Green. An equation with a nonlinear friction term for Brownian motion turns out to be an example of the general results. A key method in our derivation is to use different discretization schemes in a path integral formulation and the corresponding Langevin equation, which also leads to a consistent understanding of apparently different expressions fo…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for the overdamped Langevin equation with the multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally gives a normalized transition probability consistently in examples for general stochastic interpretations. Our result can be applied to study the fluctuation theorems and numerical calculations based on the …
For a wide class of stochastic athermal systems, we derive Langevin-like equations driven by non-Gaussian noise, starting from master equations and developing a new asymptotic expansion. We found an explicit condition whereby the non-Gaussian properties of the athermal noise become dominant for tracer particles associated with both thermal and athermal environments. Furthermore, we derive an inverse formula to infer microscopic properties of the athermal bath from the statistics of the tracer particle. We apply our formulation to a granular motor under viscous friction, and analytically obtain…
We present a first-principles thermodynamic approach to provide an alternative to the Langevin equation by identifying the deterministic (no stochastic component) microforce F_{k,BP} acting on a nonequilibrium Brownian particle (BP) in its kth microstate m_{k}. (The prefix micro refers to microstate quantities and carry a suffix k.) The deterministic new equation is easier to solve using basic calculus. Being oblivious to the second law, F_{k,BP} does not always oppose motion but viscous dissipation emerges upon ensemble averaging. The equipartition theorem is always satisfied. We reproduce we…
The exact or Wilson renormalization group equations can be formulated as a functional Fokker-Planck equation in the infinite-dimensional configuration space of a field theory, suggesting a stochastic process in the space of couplings. Indeed, the ordinary renormalization group differential equations can be supplemented with noise, making them into stochastic Langevin equations. Furthermore, if the renormalization group is a gradient flow, the space of couplings can be endowed with a supersymmetric structure a la Parisi-Sourlas. The formulation of the renormalization group as supersymmetric qua…
We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid Itô-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation by the renormalization group method. We give a proper definition of heat for the system. Based on our formulations,we analyze two examples, the Thomson effect and a Brownian motor which realizes the Carnot efficiency.
We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a 1D Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system: the Markovian level for which the trajectories of all the particles of the chain are known and the non-Markovian level in which only the motion of a tagged particle is available. For each case, we analyze the energy dissipation and its dependence on initial conditions. Surprisingly, we find that the average coarse-grained entropy production rate can become tra…
Periodic one dimensional hopping model is useful to study the motion of microscopic particles, which lie in thermal noise environment. The mean velocity $V_N$ and diffusion constant $D_N$ of this model have been obtained by Bernard Derrida [J. Stat. Phys. 31 (1983) 433]. In this research, we will give the limits $V_D$ and $D_D$ of $V_N$ and $D_N$ as the number $N$ of mechanochemical sates in one period tends to infinity by formal calculation. It is well known that the stochastic motion of microscopic particles also can be described by overdamped Langevin dynamics and Fokker-Planck equation. Up…
A Langevin equation whose deterministic part undergoes a saddle-node bifurcation is investigated theoretically. It is found that statistical properties of relaxation trajectories in this system exhibit divergent behaviors near a saddle-node bifurcation point in the weak-noise limit, while the final value of the deterministic solution changes discontinuously at the point. A systematic formulation for analyzing a path probability measure is constructed on the basis of a singular perturbation method. In this formulation, the critical nature turns out to originate from the neutrality of exiting ti…
We consider a simple model of a classical harmonic oscillator coupled to a field. In standard approaches Langevin-type equations for {\it bare} particles are derived from Hamiltonian dynamics. These equations contain memory terms and are time-reversal invariant. In contrast the phenomenological Langevin equations have no memory terms (they are Markovian equations) and give a time evolution split in two branches (semigroups), each of which breaks time symmetry. A standard approach to bridge dynamics with phenomenology is to consider the Markovian approximation of the former. In this paper we pr…
Memory effect of Brownian motion in an incompressible fluid is studied. The reasoning is based on the Mori-Zwanzig formalism and a new formulation of the Langevin force as a result of collisions between an effective and the Brownian particles. Thus, the stochastic force autocorrelation function with finite dispersion and the corresponding Brownian particle velocity autocorrelation function are obtained.
Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach
Institute for Theoretical Physics, Utrecht University（乌得勒支大学理论物理研究所）；School of Natural and Computing Sciences, University of Aberdeen（阿伯丁大学自然与计算科学学院）；Department of Physics, Universidad Nacional de Colombia（哥伦比亚国立大学物理系）；Utrecht University（乌得勒支大学）；University of Aberdeen（阿伯丁大学）；Universidad Nacional de Colombia（哥伦比亚国立大学）
