At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation fast and precise enough to capture this motion. With a newly developed detector, we have been able to observe the Brownian motion of a single particle in an optical trap with 75 MHz bandwidth and sub-{AA}ngstrom spatial precision. We report the first measurements of ballistic Brownian motion as well as the first determination of the velocity autocorrelation function of a Brownian particle. The data are in excellent agreement with theoretical predictions taking into account the inertia of the particle and the surrounding fluid as well as hydrodynamic memory effects.
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tempered fractional Brownian motion displays localization diffusion for the long time limit and for the short time its mean squared displacement has the asymptotic form $t^{2H}$, we show that the asymptotic form of the mean squared displacement of the tfLe transits from…
We investigate the motility of a growing population of cells in a idealized setting: we consider a system of hard disks in which new particles are added according to prescribed growth kinetics, thereby dynamically changing the number density. As a result, the expected Brownian motion of the hard disks is modified. We compute the density-dependent friction of the hard disks and insert it in an effective Langevin equation to describe the system, assuming that the inter-collision time is smaller than the timescale of the growth. We find that the effective Langevin description captures the changes…
We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (ageing) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time averag…
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…
Brownian motion is ballistic on short time scales and diffusive on long time scales. Our theoretical investigations indicate that one can observe the exact opposite - an "anomaleous diffusion process" where initially diffusive motion becomes ballistic on longer time scales - in an ultracold atom system with a size comparable to macromolecules. This system is a quantum matter-wave bright soliton subject to decoherence via three-particle losses for which we investigate the center-of-mass motion. Our simulations show that such unusual center-of-mass dynamics should be observable on experimentally…
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…
We study the dynamics of the N-particle system evolving in the XY hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent brownian noises over a time s…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it is appropriate to model both friction and agitation in terms of independent molecular impacts with the particle. But in relatively dense fluids, such as water and air at standard temperature and pressure, the mean free path between collisions of fluid molecules is much smaller than the size of the Brownian particle, and the friction is normally treated as a…
A thermal colloid suspended in a liquid will transition from a short time ballistic motion to a long time diffusive motion. However, the transition between ballistic and diffusive motion is highly dependent on the properties and structure of the particular liquid. We directly observe a free floating tracer particle's ballistic motion and its transition to the long time regime in both a Newtonian fluid and a viscoelastic Maxwell fluid. We examine the motion of the free particle in a Newtonian fluid and demonstrate a high degree of agreement with the accepted Clercx-Schram model for motion in a …
Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $qν(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$. This paper investigates the strong anomalous diffusion behavior of a two-state process with Lévy walk and Brownian motion, which usually serves as an intermittent search process. The sojourn times in Lévy walk and Brownian phases are taken as power law distributions with exponents $α_+$ and $α_-$, respectively. Detailed scaling analyses are performed for the coex…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times. The corresponding time-changed Langevin system with inverse $β$-stable subordinator is discussed in detail, including its diffusion type, moments, Klein-Kramers equation, and the correlation structure. Interestingly, this subordination could result in …
We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position distribution. We find that the tails of the distribution have exponential tails with a ballistic scaling. We then introduce the resetting dynamics where, at a constant rate, both the position and the diffusion coefficient are reset to zero. This eventually leads to a nonequilibrium stationary state, which we study in arbitrary dimensions. In stark contrast to ord…
We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the particle are reset, (II) where only the position is reset, and (III) where only the orientation is reset with a certain rate $r.$ We show that in the first two cases the ABP reaches a stationary state. Using a renewal approach, we calculate exactly the stationary marginal position distributions in the limiting cases when the resetting rate $r$ is much larger or …
Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous diffusion. The latter is characterized in terms of a nonlinear scaling with time of the mean-square deviation of the particle position. Such anomalous diffusion covers "coherent" motion (i.e. the position dynamics x(t) approaches in evolving time a constant dispersion), ballistic diffusion, subdiffusion, superdiffusion and hyperdiffusion. In providing evidence for…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena that are absent for both noiseless and strong fluctuations regimes. Unfortunately, this limit is also notoriously hard to approach analytically or numerically. We reinvestigate in this context the paradigmatic model of nonequlibrium statistical physics consisting of inertial Brownian particle diffusing in a tilted periodic potential by exploiting the state of t…
In this article we review the problem of reaction annihilation $A+A \rightarrow \emptyset$ on a real lattice in one dimension, where $A$ particles move ballistically in one direction with a discrete set of possible velocities. We first discuss the case of pure ballistic annihilation, that is a model in which each particle moves simultaneously at constant speed. We then review ballistic annihilation with superimposed diffusion in one dimension. This model consists of diffusing particles each of which diffuses with a fixed bias, which can be either positive or negative with probability $1/2$, an…
The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. The result is directed motion. In the presence of a static homogeneous force that acts in the direction opposite that of the directed motion, there is a reduction (or even a reversal) of the directed motion effect. Such a process may be called a tilted flashing Brownian ratchet. We show how one can study this process nume…
We consider a Brownian motion (BM) $x(τ)$ and its maximal value $x_{\max} = \max_{0 \leq τ\leq t} x(τ)$ on a fixed time interval $[0,t]$. We study functionals of the maximum of the BM, of the form ${\cal O}_{\max}(t)=\int_0^t\, V(x_{\max} - x(τ)) {\rm d} τ$ where $V(x)$ can be any arbitrary function and develop various analytical tools to compute their statistical properties. These tools rely in particular on (i) a "counting paths" method and (ii) a path-integral approach. In particular, we focus on the case where $V(x) = δ(x-r)$, with $r$ a real parameter, which is relevant to study the densi…
