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 a solid channel. Finally, we compare the analytical results with Brownian dynamics simulations in the case of a sinusoidal variation of the width of the parabolic potential in the cross-section. We obtain excellent agreement for the marginal probability distribution, the average velocity of the Brownian particles and the asymptotic dispersion coefficient, over a wide range of Peclet numbers.
We derive an analytic expression for the mechanical pressure of a generic one-dimensional model of confined active Brownian particles (ABPs) that is valid for all values of Peclet number Pe and all confining scenarios. Our model reproduces the known scaling of bulk pressure with Pe^2 while in strong confinement pressure scales with Pe. Our analytic results are very well reproduced by simulations of ABPs in 2D. We use the pressure formula to calculate both the work performed by an active engine and its efficiency. In particular, efficiency is maximized for work cycles with finite period and not…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time averaged mean squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular we study the degree of weak ergodicity breaking and scatter between different single trajecto…
We investigate the transport of suspended Brownian particles dc driven along corrugated narrow channels in a regime of finite damping. We demonstrate that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on both, the temperature and the strength of the dc drive. Therefore, transport through sufficiently narrow constrictions turns out to be sensitive to the viscosity of the suspension fluid. Applications to colloidal systems are discussed.
A Brownian information engine is a device extracting a mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time $τ$ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its ste…
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. …
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may develop even in situations where separately the ratchet and the geometric restrictions do not give rise to particle motion. The combined rectification effects can lead to bidirectional transport depending on particle size, resulting in a new route for segregation. The reported mechanism can be used to control t…
We consider the impact of inertia on biased Brownian motion of point particles in a two-dimensional channel with sinusoidally varying width. If the time scales of the problem separate, the adiabatic elimination of the transverse degrees of freedom leads to an effective description for the motion along the channel given by the potential of mean force. The possibility of such description is intimately connected with equipartition. Numerical simulations show that in the presence of external bias the equipartition may break down leading to non-monotonic dependence of mobility on external force and…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a sphere. In both cases, we also discuss the case of two targets, including splitting probabilities, and conditional mean first-passage times. In addition, we study the higher-order moments and the full distribution of the first-passage time. These results significantly extend our earlier contribution [Phys. Rev. Lett. 95, 260601].
Broadband molecular dynamics simulation of fluid inertial effects in confined Brownian motion
Université de Mons（蒙斯大学）；Univ. Bordeaux, CNRS, LOMA, UMR 5798（波尔多大学，法国国家科学研究中心，LOMA联合实验室）；University of Vienna（维也纳大学）；Ecole Polytechnique, Institut Polytechnique de Paris（巴黎综合理工学院，巴黎理工学院）
We investigate a two-dimensional system of active particles confined to a narrow annular domain. Despite the absence of explicit interactions among the velocities or the active forces of different particles, the system displays a transition from a disordered and stuck state to an ordered state of global collective motion where the particles rotate persistently clockwise or anticlockwise. We describe this behavior by introducing a suitable order parameter, the velocity polarization, measuring the global alignment of the particles' velocities along the tangential direction of the ring. We also m…
We study the evolution of a collection of individuals subject to Brownian diffusion, reproduction and disappearance. In particular, we focus on the case where the individuals are initially prepared at equilibrium within a confined geometry. Such systems are widespread in physics and biology and apply for instance to the study of neutron populations in nuclear reactors and the dynamics of bacterial colonies, only to name a few. The fluctuations affecting the number of individuals in space and time may lead to a strong patchiness, with particles clustered together. We show that the analysis of t…
We investigate the influence of an external magnetic field (torque) on the motion of Brownian particles confined in a channel geometry with varying width. Furthermore, the particles are driven by random fluctuations modeled by the Ornstein-Uhlenbeck process (OUP) with given correlation time $τ_c$. The latter is implemented as both a thermal and a nonthermal process. In contrast to the thermal OUP for the nonthermal process directed transport emerges, i.e. our setup now realizes a ratchet mechanism: Due to the assumed thermodynamic nonequilibrium situation random fluctuations are rectified. The…
We investigate the average velocity of Brownian particles driven by a constant external force when constrained to move in two-dimensional, weakly-corrugated channels. We consider both the geometric confinement of the particles between solid walls as well as the soft confinement induced by a periodic potential. Using perturbation methods we show that the leading order correction to the marginal probability distribution of particles in the case of soft confinement is equal to that obtained in the case of geometric confinement, provided that the (configuration) integral over the cross-section of …
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of investigation. Essentially, when confined near a wall, a particle moves much slower than in the bulk due to friction at the boundaries. The mobility is therefore locally hindered and space-dependent, which in turn leads to the apparition of so-called multiplicative noises, and associated non-Gaussianities which remain difficult to resolve at all times. Here, we explo…
Motivated by the simple models of molecular motor obeying a linear force-velocity relation, we have studied the stochastic dynamics of a Brownian particle in the presence of a linear velocity dependent force, $f_s(1-\frac{v}{v_0})$ where $f_{s}$ is a constant. The position and velocity auto correlation functions in different situations of the dynamics are calculated exactly. We observed that the velocity auto correlation function shows an exponentially decaying behaviour with time and saturates to a constant value in the time asymptotic limit, for a fixed $f_s$. It attains saturation faster wi…
The overdamped Brownian dynamics of a harmonic oscillator is a paradigmatic system in non-equilibrium statistical mechanics, which reliably models relevant stochastic systems such as colloidal particles submitted to optical confinement. In this work, optimal thermal protocols are tailored to minimise the connection time between equilibrium states of overdamped $d$-dimensional oscillators. Application of control theory reveals that these optimal protocols are of bang-bang type, that is, the temperature of the bath has to take alternatively the minimum and maximum values allowed. Minimum connect…
Quantitative measurement of fluid inertial effects in confined Brownian motion
Univ. Bordeaux, CNRS, LOMA, UMR 5798（波尔多大学）；Dpto. Física Teórica de la Materia Condensada, Universidad Autónoma de Madrid（马德里自治大学凝聚态理论物理系）；Condensed Matter Physics Center, IFIMAC, Spain（IFIMAC凝聚态物理中心）；Mechanics Department, Ecole Polytechnique, Institut Polytechnique de Paris（巴黎理工学院高等学院力学系）
Active particles may happen to be confined in channels so narrow that they cannot overtake each other (Single File conditions). This interesting situation reveals nontrivial physical features as a consequence of the strong inter-particle correlations developed in collective rearrangements. We consider a minimal model for active Brownian particles with the aim of studying the modifications introduced by activity with respect to the classical (passive) Single File picture. Depending on whether their motion is dominated by translational or rotational diffusion, we find that active Brownian partic…
The inherent structure landscape for a system of hard spheres confined to a hard cylindrical channel, such that spheres can only contact their first and second neighbours, is studied using an analytical model that extends previous results [Phys. Rev. Lett. 115, 025702 (2015)] to provide a comprehensive picture of jammed packings over a range of packing densities. In the model, a packing is described as an arrangement of $k$ helical sections, separated by defects, that have alternating helical twist directions and where all spheres satisfy local jamming constraints. The structure of each helica…
Self-propelled particles move along circles rather than along a straight line when their driving force does not coincide with their propagation direction. Examples include confined bacteria and spermatozoa, catalytically driven nanorods, active, anisotropic colloidal particles and vibrated granulates. Using a non-Hamiltonian rate theory and computer simulations, we study the motion of a Brownian "circle swimmer" in a confining channel. A sliding mode close to the wall leads to a huge acceleration as compared to the bulk motion, which can further be enhanced by an optimal effective torque-to-fo…
In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear exhibit two distinct dynamics, with the mean-square-displacement being diffusive at short times while at late times scales as $t^3$. In contrast the cross-correlation $\la x(t) y(t) \ra $ scales quadratically for all times. In the case of a harmonically trapped Brownian particle, the mean-square-displacement exhibits a plateau determined by the strength of the co…
Directed transport of interacting active (self-propelled)Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity firstly decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical …
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion operator. Unfortunately, the latter depend on space dimensionality and on the particular shape of the domain, and an analytical expression is in most circumstances not available. In this article, it is shown that the series may in some circumstances sum up exactly. Explicit calculations are performed for 2D diffusion restricted to a circular domain and 3D diffusion …
We study the large deviation function of the displacement of a Brownian particle confined on a ring. In the zero noise limit this large deviation function has a cusp at zero velocity given by the Freidlin-Wentzell theory. We develop a WKB approach to analyse how this cusp is rounded in the weak noise limit.
The transport of suspended Brownian particles dc-driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. Being such a diffusion length inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corr…
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the long time limit, the maximum converges to the radius of the ball $M_x(t) \to R$ for $t\to \infty$. We investigate how this limit is approached and obtain an exact analytical expression for the distribution of the fluctuations $Δ(t) = [R-M_x(t)]/R$ in the limit of large $t$ in all dimensions. We find that the distribution of $Δ(t)$ exhibits a rich variety of b…
As a result of the competition between self-propulsion and excluded volume interactions, purely repulsive self-propelled spherical particles undergo a motility-induced phase separation (MIPS). We carry out a systematic computational study, considering several interaction potentials, systems confined by hard walls or with periodic boundary conditions, and different initial protocols. This approach allows us to identify that, despite its non-equilibrium nature, the equations of state of Active Brownian Particles (ABP) across MIPS verify the characteristic properties of first-order liquid-gas pha…
We numerically study the dynamics of run-and-tumble particles confined in two chambers connected by thin channels. Two dominant dynamical behaviors emerge: (i) an oscillatory pumping state, in which particles periodically fill the two vessels and (ii) a circulating flow state, dynamically maintaining a near constant population level in the containers when connected by two channels. We demonstrate that the oscillatory behaviour arises from the combination of a narrow channel, preventing bacteria reorientation, and a density dependent motility inside the chambers.
We show that one may view the self and the distinct part of the van Hove dynamic correlation function of a simple fluid as the one-body density distributions of a binary mixture that evolve in time according to dynamical density functional theory. For a test case of soft core Brownian particles the theory yields results for the van Hove function that agree quantitatively with those of our Brownian dynamics computer simulations. At sufficiently high densities the free energy landscape underlying the dynamics exhibits a barrier as a function of the mean particle displacement, shedding new light …
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along its internal orientation axis. We calculate the first four moments of the probability distribution function for displacements as a function of time for a spherical particle with isotropic translational diffusion as well as for an anisotropic ellipsoidal particle. In both cases the translational and rotational motion is either unconfined or confined to one o…
With this work we investigate an often neglected aspect of Brownian motor transport: The rôle of fluctuations of the noise-induced current and its consequences for the efficiency of rectifying noise. In doing so, we consider a Brownian inertial motor that is driven by an unbiased monochromatic, time-periodic force and thermal noise. Typically, we find that the asymptotic, time- and noise-averaged transport velocities are small, possessing rather broad velocity fluctuations. This implies a corresponding poor performance for the rectification power. However, for tailored profiles of the ratchet …
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected fractional Brownian motion at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude $1/L$ in an interval of length $L$ found for reflected normal Brownian motion. While for superdiffusion, cor…
We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us, in particular, to address the case in which the fluctuations of the medium are suppressed in the vicinity of the particle, as described by a quadratic coupling in the underlying Hamiltonian. As a consequence of the confinement of the correlated medium, the resulting effective Fokker-Planck equation features spatially dependent drift and diffusion coefficien…
The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these formula cannot be applied to degenerated structures where one dimension of is much smaller compared to the others. Here we study the narrow escape time (NET) problem for a Brownian particle to reach a small target located on the surface of a flat cylinder, where the cylinder height is comparable to the target size, and much smaller than the cylinder radius. …
We present numerical results for the tagged-particle dynamics by solving the mode-coupling theory in confined geometry for colloidal liquids (cMCT). We show that neither the microscopic dynamics nor the type of intermediate scattering function qualitatively changes the asymptotic dynamics in vicinity of the glass transition. In particular, we find similar characteristics of confinement in the low-frequency susceptibility spectrum which we interpret as footprints of parallel relaxation. We derive predictions for the localization length and the scaling of the diffusion coefficient in the superco…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such that the motion can be described by the equation yielding 1/f spectrum in a broad range of frequencies. The inhomogeneous environment can be a result, for example, of a linear potential affecting the Brownian particle together with the medium where steady state heat transfer is present due to the difference of temperatures at the ends of the medium. The correl…
Disks moving in a narrow channel have many features in common with the glassy behavior of hard spheres in three dimensions. In this paper we study the caging behavior of the disks which sets in at characteristic packing fraction $ϕ_d$. Four-point overlap functions similar to those studied when investigating dynamical heterogeneities have been determined from event driven molecular dynamics simulations and the time dependent dynamical length scale has been extracted from them. The dynamical length scale increases with time and, on the equilibration time scale, it is proportional to the static l…
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 …
A narrow Gaussian excluded volume potential, which tends to a delta-function repulsive potential in the limit of a width parameter d* going to zero, has been used to examine the universal consequences of excluded volume interactions on the equilibrium and linear viscoelastic properties of dilute polymer solutions. Brownian dynamics simulations data, acquired for chains of finite length, has been extrapolated to the limit of infinite chain length to obtain model independent predictions. The success of the method in predicting well known aspects of static solution properties suggests that it can…
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.
The directional transport of finite size self-propelled Brownian particles confined in a 2D zigzag channel with colored noise is investigated. The noises(noise parallel to x-axis and y-axis), the asymmetry parameter Δk, the ratio f(ratio of the particle radius and the bottleneck half width), the selfpropelled speed v0 have joint effect on the particles. The average velocity of self-propelled particles is significantly different from passive particles. The average velocity exhibits complicated behavior with increasing self-propelled speed v0
We develop a computational approach to locate the source of a steady-state gradient of diffusing particles from the fluxes through narrow windows distributed either on the boundary of a three dimensional half-space or on a sphere. This approach is based on solving the mixed boundary stationary diffusion equation with the Neumann-Green's function and matched asymptotic. We compute the probability fluxes and develop a highly efficient analytical-Brownian numerical scheme. This scheme accelerates the simulation time by avoiding the explicit computation of Brownian trajectories in the infinite dom…
Intracellular transport in living cells is often spatially inhomogeneous with an accelerated effective diffusion close to the cell membrane and a ballistic motion away from the centrosome due to active transport along actin filaments and microtubules, respectively. Recently it was reported that the mean first passage time (MFPT) for transport to a specific area on the cell membrane is minimal for an optimal actin cortex width. In this paper we ask whether this optimization in a two-compartment domain can also be achieved by passive Brownian particles. We consider a Brownian motion with differe…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and time-averaged mean square displacements of confined processes on the velocity correlation function $C(t,t+τ)$ of the original process. With two different scaling forms of $C(t,t+τ)$ for small $τ$ and large $τ$, the stationary value and the relaxation behaviors can be obtained immediately. The gotten results are valid for a large amount of anomalous diffusion proce…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject of exploration that we opt here to narrow down our survey for the case of the diffusion coefficient for a Brownian particle which can be modeled in the framework of Langevin dynamics. Our main focus will center on the temperature dependence of the diffusion coefficient for several fundamental models of diverse physical systems. Starting out with diffusion in …
