We consider an overdamped Brownian particle, exposed to a two-dimensional, square lattice potential and a rectangular ac-drive. Depending on the driving amplitude, the linear response to a weak dc-force along a lattice symmetry axis consist in a mobility in basically any direction. In particular, motion exactly opposite to the applied dc-force may arise. Upon changing the angle of the dc-force relatively to the square lattice, the particle motion remains predominantly opposite to the dc-force. The basic physical mechanism consists in a spontaneous symmetry breaking of the unbiased deterministic particle dynamics.
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from the Fokker-Planck equation in the present work, D is compared with the differential mobility μ= dv/dF where v is the average velocity of the particle. Analytical and numerical calculations indicate that inequality D \ge μk_{B}T, with k_{B} the Boltzmann constant and T the temperature, holds if the periodic potential is symmetric, while it is violated for asymm…
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 analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement, characterizing the dispersion in the system, is, at late times, a linear function of time. A Kubo type formula is given for the mean squared displacement which allows the recovery of some known results for the effective diffusion constant $D_e$ in a direct way, but also allows an understanding of the asymptotic approach to the diffusive limit. In particular, as well as a…
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a good approximation in a parameter range where the Brownian motion exhibits stepwise motion.
We consider a Brownian particle in a ``meandering'' periodic potential when the ambient temperature is a periodically or stochastically varying function of time. Though far from equilibrium, the linear response of the particle to an external static force is exactly the same as in the equilibrium case, i.e. for constant temperature. Even more surprising is the non-linear response: the particle slows down and then even starts to move in the direction opposite to the applied force.
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion constant, can be estimated from the slope of a linear fit of the MSD at late times. Due to the cross over between a short time microscopic diffusion constant, which is independent of the potential, to the effective late time diffusion constant, a linear fit of the MSD will not in general pass through the origin and will have a non-zero constant term. Here we ad…
We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry (a ratchet potential) the Brownian particle displays a broken symmetry motion with a nonzero time average velocity. By making use of the Green function method and a mapping to the theory of Brillouin bands the probability distribution of the particle coordinate is derived and the nonlinear dependence of the macroscopic velocity on the frequency and the amplit…
We present an analogy between the classic Gambler's Ruin problem and the thermally-activated dynamics in periodic Brownian ratchets. By considering each periodic unit of the ratchet as a site chain, we calculated the transition probabilities and mean first passage time for transitions between energy minima of adjacent units. We consider the specific case of Brownian ratchets driven by Markov dichotomous noise. The explicit solution for the current is derived for any arbitrary temperature, and is verified numerically by Langevin simulations. The conditions for vanishing current and current reve…
A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work \cite{tashiro07}. The formula is asymptotic but is applicable to a general periodic function. On the basis of this formula, some periodic functions reducing MSD remarkably are proposed.
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.
Single-file Brownian motion in periodic structures is an important process in nature and technology, which becomes increasingly amenable for experimental investigation under controlled conditions. To explore and understand generic features of this motion, the Brownian asymmetric simple exclusion process (BASEP) was recently introduced. The BASEP refers to diffusion models, where hard spheres are driven by a constant drag force through a periodic potential. Here, we derive general properties of the rich collective dynamics in the BASEP. Average currents in the steady state change dramatically w…
We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the diffusion coefficient. Furthermore we analyze the effect of the oscillating potential on the transport if additionally a constant force is applied. We show the existence of synchronization regimes at which the deterministic dynamics is in resonance with the potential oscillations giving rise to transport with extremely low dispersion. We distinguish slow and fast o…
We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying cross-section in the other direction. We apply the standard long-wave asymptotic analysis in the narrow dimension and show that the leading order term is equivalent to that obtained previously from a direct extension of the Fick-Jacobs approximation. We also show that the confining potential has similar effects on the transport of Brownian particles to those induced by …
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the solution for any periodic even function $U(x)$, and demonstrate that it is asymptotically (at large time $t$) correct up to terms decaying faster than $\sim t^{-3/2}$. As part of the derivation, we also recover the Lifson-Jackson formula for the effective diffusion coefficient of the dynamics. The derived solution exhibits agreement with Langevin dynamics s…
We present a theoretical treatment of overdamped Brownian motion on a multidimensional tilted periodic potential that is analogous to the tight-binding model of quantum mechanics. In our approach we expand the continuous Smoluchowski equation in the localized Wannier states of the periodic potential to derive a discrete master equation. This master equation can be interpreted in terms of hopping within and between Bloch bands and for weak tilting and long times we show that a single-band description is valid. In the limit of deep potential wells, we derive a simple functional dependence of the…
The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or diffusion), but large Q will inhibit this phenomenon. For large value of Q, the average velocity V (or the diffusion coefficient D) has a maximum with increasing correlation time tau. But for small value of Q, V (or D) decreases with increasing tau. In some cases, for the same value of Q and the same value of tau, non-Gaussian noise can induce particles directiona…
We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity is negative for F>0 and positive for F<0 (absolute negative mobility).
We introduce an alternative route for obtaining reliable cyclic engines, based on interacting Brownian particles under time-periodic drivings. General expressions for the thermodynamic fluxes, such as power and heat, are obtained using the framework of Stochastic Thermodynamics. Several protocols for optimizing the engine performance are considered, by looking at system parameters such as the output forces and their phase-difference. We study both work-to-work and heat-to-work engines. Our results suggest that carefully designed interactions between particles can lead to more efficient engines…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can be integrated formally exactly. We determine the short- and long-time behaviour of the mean displacement (MD) and mean-squared displacement (MSD). In particular we find a very slow dynamics for the mean displacement, scaling as $t^{-1/2}$ with time $t$. Placed under an additional external periodic force near the critical tilt value we compute the stationary …
This work puts forward a generalization of the well-known rocking Markovian Brownian ratchets to the realm of antipersistent non-Markovian subdiffusion in viscoelastic media. A periodically forced subdiffusion in a parity-broken ratchet potential is considered within the non-Markovian generalized Langevin equation (GLE) description with a power-law memory kernel $η(t)\propto t^{-α}$ ($0<α<1$). It is shown that subdiffusive rectification currents, defined through the mean displacement and subvelocity $v_α$, $<δx(t)>\sim v_α t^α/ Γ(1+α)$, emerge asymptotically due to the breaking of the detailed…
We study the motion of an overdamped particle connected to a thermal heat bath in the presence of an external periodic potential in one dimension. When we coarse-grain, i.e., bin the particle positions using bin sizes that are larger than the periodicity of the potential, the packet of spreading particles, all starting from a common origin, converges to a normal distribution centered at the origin with a mean-squared displacement that grows as $2 D^* t$, with an effective diffusion constant that is smaller than that of a freely diffusing particle. We examine the interplay between this coarse-g…
The continued-fraction method to solve classical Fokker--Planck equations has been adapted to tackle quantum master equations of the Caldeira--Leggett type. This can be done taking advantage of the phase-space (Wigner) representation of the quantum density matrix. The approach differs from those in which some continued-fraction expression is found for a certain quantity, in that the full solution of the master equation is obtained by continued-fraction methods. This allows to study in detail the effects of the environment (fluctuations and dissipation) on several classes of nonlinear quantum s…
We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in two-dimensional (2D) periodic potentials of four Bravais lattice types: square, rectangular, triangular (hexagonal), and centered rectangular. We perform perturbative renormalization group analyses to derive the zero temperature flow diagrams and phase boundaries for a particle in these potentials, and observe localization behavior dependent on the anisotropy…
We study a model consisting of $N$ nonlinear oscillators with {\em global periodic} coupling and {\em local multiplicative} and additive noises. The model was shown to undergo a nonequilibrium phase transition towards a broken-symmetry phase exhibiting noise-induced "ratchet" behavior. A previous study \cite{[7]} focused on the relationship between the character of thehysteresis loop, the number of ``homogeneous'' mean-field solutions and the shape of the stationary mean-field probability distribution function. Here we show --as suggested by the absence of stable solutions when the load force …
We study the motion of an active Brownian particle (ABP) using overdamped Langevin dynamics on a two-dimensional substrate with periodic array of obstacles and in a quasi-one-dimensional corrugated channel comprised of periodically arrayed obstacles. The periodic arrangement of the obstacles enhances the persistent motion of the ABP in comparison to its motion in the free space. Persistent motion increases with the activity of the ABP. We note that the periodic arrangement induces directionality in ABP motion at late time, and it increases with the size of the obstacles. We also note that the …
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian diffusion. The mean square displacement of the particle grows linearly with time and the probability density for the particle position is Gaussian, however, the corresponding distribution for the increments is non-Gaussian. The latter property induces the colossal enhancement of diffusion, significantly exceeding the well known effect of giant diffusion. He…
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…
We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.
We study transport properties of an inertial Brownian particle moving in viscous symmetric periodic structures and driven by an oscillating signal of two harmonic components. We analyze the influence of symmetric, antisymmetric and asymmetric signals on directed transport and reveal the shift symmetry of the stationary averaged velocity of the Brownian particle with respect to the relative phase of two components of the signal. The shift symmetry holds true in all regimes.
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve exactly and analytically, aside from some trivial systems. We here give the first exact analytical solution to a non-trivial Brownian dynamics system: the reaction $A+B\xrightleftharpoons[]{}C$ in equilibrium in one-dimensional periodic space. The solution is a function of the particles' diffusion coefficients, radii, length of space and unbinding distance.
Multistability is one of the most important phenomena in dynamical systems, e.g. bistability enables the implementation of logic gates and therefore computation. Recently multistability has attracted a greatly renewed interest related to memristors and graphene structures, to name only a few. We investigate tristability in velocity dynamics of a Brownian particle subjected to a tilted periodic potential. It is demonstrated that the origin of this effect is attributed to the arcsine law for the velocity dynamics at the zero temperature limit. We analyze the impact of thermal fluctuations and co…
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 study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the current in terms of the potential, but experimental efforts have ventured beyond that single-body case to systems with many interacting carriers. Working with a lattice model of volume-excluding particles in one dimension, we analyze the impact of interactions on a flashing ratchet's current. To surmount the many-body problem, we employ the time-dependent varia…
We consider the dynamics of a microswimmer and show that they can be approximated by active Brownian motion. The swimmer is modeled by coupled overdamped Langevin equations with periodic driving. We compare the energy dissipation of the real swimmer to that of the active Brownian motion model, finding that the latter can massively underestimate the complete dissipation. This discrepancy is related to the inability to infer the full dissipation from partial observation of the complete system. We introduce an efficiency that measures how much of the dissipated energy is spent on forward propulsi…
Solitons are commonly known as waves that propagate without dispersion. Here we show that they can occur for driven overdamped Brownian dynamics of hard spheres in periodic potentials at high densities. The solitons manifest themselves as periodic sequences of different assemblies of particles moving in the limit of zero noise, where transport of single particles is not possible. They give rise to particle currents at even low temperature that appear in band-like structures around certain hard-sphere diameters. At high temperatures, the band-like structures are washed out by the noise, but the…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First, we consider the case where a single Brownian particle is moving in a spatially periodic potential and subjected to an external ac driving force. We confirm that there is no stochastic resonance in this system and find that at higher frequencies the diffusion coefficient $D$ is strongly suppressed. The second case is that of a dimer moving in a periodic pote…
We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function for the total entropy production satisfies Seifert's integral and detailed fluctuation theorems over finite time trajectories.
We discuss an autonomous motor based on a Brownian particle driven from thermal equilibrium by periodic in time variation of the internal potential through which the particle interacts with molecules of the surrounding thermal bath. We demonstrate for such a motor the absence of a linear response regime: The average driving force and drift velocity are shown to be quadratic in both the frequency and amplitude of the variation. The adiabatic approximation (of an infinitely slow variation) and the leading correction to it (linear in the variation's frequency) both lead to zero drift and are insu…
Quantum Brownian motion in a periodic cosine potential is studied and a simple estimate of the tunneling effect is obtained in the frames of a quasi-equilibrium semiclassical approach. It is shown that the latter is applicable for heavy particles but electrons cannot be described properly since the quantum effects dominate over the thermal ones. The purely quantum electron diffusion is investigated at zero temperature and demonstrates that electrons do not obey the classical Einstein law of Brownian motion in the field of periodic potentials, since the dispersion of the wave packet increases l…
The Sinai model of a tracer diffusing in a quenched Brownian potential is a much studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is random but periodic, the regime of anomalous diffusion crosses over to one of normal diffusion once a tracer has diffused over a few periods of the system. Here we consider a system in which the potential is given by a Brownian Bridge on a finite interval $(0,L)$ and then periodically repeated over the whole real line, and study the power spectrum $S(f)$ of t…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in micro-sized, two dimensional periodic channels, exhibiting periodically varying cross sections. The particles in addition are subjected to an external force acting alongside the direction of the longitudinal channel axis. For a fixed channel geometry, the dynamics of the two dimensional problem is characterized by a single dimensionless parameter which is pr…
Using Brownian motion in periodic potentials $V(x)$ tilted by a force $f$, we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output generated from dissipative processes necessarily incurs an energetic cost or heat dissipation $q$, and in order to limit the output fluctuation within a relative uncertainty $ε$, at least $2k_BT/ε^2$ of heat must be dissipated. Our model shows that this bound is attained not only…
We study origin, parameter optimization, and thermodynamic efficiency of isothermal rocking ratchets based on fractional subdiffusion within a generalized non-Markovian Langevin equation approach. A corresponding multi-dimensional Markovian embedding dynamics is realized using a set of auxiliary Brownian particles elastically coupled to the central Brownian particle (see video on the journal web site). We show that anomalous subdiffusive transport emerges due to an interplay of nonlinear response and viscoelastic effects for fractional Brownian motion in periodic potentials with broken space-i…
The diffusion of an overdamped Brownian particle in a tilted periodic potential is known to exhibit a pronounced enhancement over the free thermal diffusion within a small interval of tilt-values. Here we show that weak disorder in the form of small, time-independent deviations from a strictly spatially periodic potential may further boost this diffusion peak by orders of magnitude. Our general theoretical predictions are in excellent agreement with experimental observations.
A driven Brownian particle (e.g. an adatom on a surface) diffusing on a low-viscosity, periodic substrate may execute multiple jumps. In the presence of an additional periodic drive, the jump lengths and time durations become statistically modulated according to a syncronyzation mechanism reminiscent of asymmetric stochastic resonance. Here, too, bistability plays a key role, but in a dynamical sense, inasmuch as a particle switches between locked and running states.
We explore the transport features of a Brownian particle that walks in a periodic ratchet potential that is coupled with a spatially varying temperature background. Since the viscous friction of the medium decreases as the temperature of the medium increases, any reasonable exploration regarding the thermodynamic features of the Brownian engine should take into account the role of temperature on the viscosity of the fluid. In this work, we study this effect of temperature by considering a viscous friction that decreases exponentially as the background temperature increases. Our result depicts …
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…
We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and infinitely conductive disks in the same geometry. We show how a recently derived Green's function for the periodic lattice can be exploited to derive a series expansion of the diffusion constant in terms of the disk's volume fraction $φ$. Secondly we propose a variant of the Fick-Jacobs approximation to study the large volume fraction limit. This combinatio…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient and the asymptotic dynamics in all damping regimes, which are difficult to investigate in the usual Brownian model. We show that the crossover from the overdamped to the underdamped regime is associated with the loss of a typical time scale and of a typical length scale, as signaled by the divergence of the probability distribution of a certain dynamical ev…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures, in the transversal and longitudinal directions. The model is inspired by the famous Feynman's ratchet and pawl. Using ideas of the Fick-Jacobs approximation we derive the mean velocity of the particle, the effective diffusion coefficient, and the stationary probability density in the potential unit cell. The derived results are exact for small channel width. …
Micro-to-nano scale thermal devices that operate under large thermal fluctuations, are an active field of research where instead the average values, the full distributions of thermodynamic quantities are important. Here we study a model of stochastic heat engine consisting of a harmonically trapped Brownian particle driven by the time-periodic strength of the confinement, within two thermal baths of different temperatures. The particle follows two isotherms correspond to two baths and connected by two micro-adiabates. The microadiabaticity is implemented by conserving the phase space volume of…
Dynamics of individual DNA undergoing constant field gel electrophoresis (CFGE) is studied by a Brownian dynamics (BD) simulation method which we have developed. The method simulates electrophoresis of DNA in a 3 dimensional (3D) space by a chain of electrolyte beads of hard spheres. Under the constraint that the separation of each pair of bonded beads is restricted to be less than a certain fixed value, as well as with the excluded volume effect, the Langevin equation of motion for the beads is solved by means of the Lagrangian multiplier method. The resultant mobilities, $μ$, as a function o…
We consider a classical overdamped Brownian particle moving in a symmetric periodic potential. We show that a net particle flow can be produced by adiabatically changing two external periodic potentials with a spatial and a temporal phase difference. The classical pumped current is found to be independent of the friction and to vanish both in the limit of low and high temperature. Below a critical temperature, adiabatic pumping appears to be more efficient than transport due to a constant external force.
Transport of overdamped Brownian particles in a two-dimensional asymmetric tube is investigated in the presence of nonadiabatic periodic driving forces. By using Brownian dynamics simulations we can find that the phenomena in nonadiabatic regime differ from that in adiabatic case. The direction of the current can be reversed by tuning the driving frequency. Remarkably, the current as a function of the driving amplitude exhibits several local maxima at finite driving frequency.
