We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses slowly towards the second particle, labeled M. The displacements of particle M exhibits a crossover from diffusion to drift at a characteristic time which depends on the rate constants. We show that the positional fluctuation of M exhibits an intermediate crossover regime of subdiffusion separating initial and asymptotic diffusive behavior; this is in agreement with the complete set of Master Equations that describe the stochastic evolution of the model. The intermediate crossover regime can be considerably large depending on the hopping probabilities of the two particles. This is in contrast to the known crossover from diffusive to subdiffusive behavior of a tagged particle that is in the interior of a large single-file system on an unbound real line. We discuss our model with respect to the biological phenomena of membrane protrusions where polymerizing actin filaments (F) push the cell membrane (M).
Multifractional Brownian motion with telegraphic, stochastically varying exponent
Wrocław University of Science and Technology（弗罗茨瓦夫科技大学）；Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；Indian Institute of Technology Guwahati（印度理工学院古瓦哈提分校）；University of Potsdam（波茨坦大学）；Max Planck Institute of Microstructure Physics（马克斯·普朗克微观结构物理研究所）；Akhiezer Institute for Theoretical Physics, National Science Center ‘Kharkiv Institute of Physics and Tec（阿基谢尔理论物理研究所，国家科学中心哈尔科夫物理与技术）
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.
We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that the upper equilibrium point of the pendulum can become stable even when the noise is white, and the "Kapitsa pendulum" effect is not at work. The stabilization occurs in a strong-noise regime where WKB approximation does not hold.
We identify the conditions under which a stochastic driving inducing energy changes on a system coupled to a thermal bath can be treated as a work source. When these conditions are met, the work statistics satisfies the Crooks fluctuation theorem traditionally derived for deterministic drivings. We illustrate this fact by calculating and comparing the work statistics for a two-level system driven respectively by a stochastic and a deterministic piecewise constant protocol.
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$ whereas its velocity evolves irrespective of the position of the particle and stochastic resetting mechanism. The nonequilibrium steady state of the position distribution is studied for this model system. Further, we study the distribution of the position of the particle in the finite time and the approach to the nonequilibrium steady state distribution with t…
The effects of Poissonian resetting at a constant rate $r$ on the reaction time between a Brownian particle and a stochastically gated target are studied. The target switches between a reactive state and a non-reactive one. We calculate the mean time at which the particle subject to resetting hits the target for the first time, while the latter is in the reactive state. The search time is minimum at a resetting rate that depends on the target transition rates. When the target relaxation rate is much larger than both the resetting rate and the inverse diffusion time, the system becomes equivale…
We describe a single-level quantum dot in contact with two leads as a nanoscale finite-time thermodynamic machine. The dot is driven by an external stochastic force that switches its energy between two values. In the isothermal regime, it can operate as a rechargeable battery by generating an electric current against the applied bias in response to the stochastic driving, and re-delivering work in the reverse cycle. This behavior is reminiscent of the Parrondo paradox. If there is a thermal gradient the device can function as a work-generating thermal engine, or as a refrigerator that extracts…
We determine the asymptotic forms of work distributions at arbitrary times $T$, in a class of driven stochastic systems using a theory developed by Engel and Nickelsen (EN theory) (arXiv:1102.4505v1 [cond-mat.stat-mech]), which is based on the contraction principle of large deviation theory. In this paper, we extend the theory, previously applied in the context of deterministically driven systems, to a model in which the driving is stochastic. The models we study are described by overdamped Langevin equations and the work distributions in the path integral form, are characterised by having qua…
We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{α-1}$ with $α> 0$ (scaled Brownian motion) is stochastically reset to its initial position, and starts anew. \color{black} In the present work we discuss the situation, in which the memory on the value of the diffusion coefficient at a resetting time is erased, so that the whole process is a fully renewal one. The situation when the resetting of coordinate does not affect the diffusion coefficient's time dependence is considered in the other work of this serie…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a $(3N-1)$-dimensional sphere with radius fixed by the total energy. In the $N\rightarrow\infty$ limit, a finite number of velocity components are shown to evolve independently and according to an Ornstein-Uhlenbeck process.
Noise driven electroconvection in sandwich cells of nematic liquid crystals exhibits on-off intermittent behaviour at the onset of the instability. We study laser scattering of convection rolls to characterize the wavelengths and the trajectories of the stochastic amplitudes of the intermittent structures. The pattern wavelengths and the statistics of these trajectories are in quantitative agreement with simulations of the linearized electrohydrodynamic equations. The fundamental $τ^{-3/2}$ distribution law for the durations $τ$ of laminar phases as well as the power law of the amplitude distr…
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 show that the dynamics of a quantum impurity subject to a stochastic drive on one side and coupled to a quantum critical system on the other display a universal behavior inherited from the quantum critical scaling. Using boundary conformal field theory, we formulate a generic ansatz for the dynamical scaling form of the typical Loschmidt echo and corroborate it with exact numerical calculations in the case of a spin impurity driven by shot noise in a quantum Ising chain. We find that due to rare events the dynamics of the mean echo can follow very different dynamical scaling than the typica…
We study a new kind of phase ordering phenomenon in coarse-grained depth (CD) models of the hill-valley profile of fluctuating surfaces with zero overall tilt, and for hard-core particles sliding on such surfaces under gravity. For Edwards-Wilkinson (EW) and Kardar-Parisi-Zhang (KPZ) surfaces, our analytic and numerical results show that CD models exhibit coarsening to an ordered steady state in which the order parameter has a broad distribution even in the thermodynamic limit. Moreover, the distribution of particle cluster sizes decays as a power-law (with an exponent $θ$), and the scaled 2-p…
One of the most important concepts in non-equilibrium physics is relaxation. In the vicinity of a classical critical point, the relaxation time can diverge and result in a universal power-law for the relaxation dynamics; the emerging classification of the dynamic universality class has been elucidated by Hohenberg and Halperin. In this paper, we systematically study the long-time relaxation dynamics in stochastically driven interacting quantum systems. We find that even though the stochastic forces will inevitably drive the systems into a featureless infinite temperature state, the way to appr…
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.
Recent studies on Brownian motors driven by colored non Gaussian noises have shown that the departure of the noise distribution from Gaussian behavior induces an enhancement of its current and efficiency. Here we discuss some new aspects of this phenomenon focusing in some analytical results based in an adiabatic approximation, and in the analysis of the long probability distribution tails' role.
In systems with overdamped dynamics, the Lorentz force reduces the diffusivity of a Brownian particle in the plane perpendicular to the magnetic field. The anisotropy in diffusion implies that the Fokker-Planck equation for the probabiliy distribution of the particle acquires a tensorial coefficient. The tensor, however, is not a typical diffusion tensor due to the antisymmetric elements which account for the fact that Lorentz force curves the trajectory of a moving charged particle. This gives rise to unusual dynamics with features such as additional Lorentz fluxes and a nontrivial density di…
The evolution of prices on ideal market is given by geometrical Brownian motion, where Gaussian white noise describes fluctuations. We study the effect of correlations introduced by a color noise.
Origin of hydrodynamic turbulence in rotating shear flows is investigated. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows are Rayleigh stable, but must be turbulent in order to explain observed data. Such a mismatch between the linear theory and observations/experiments is more severe when any hydromagnetic/magnetohydrodynamic instability and then the corresponding turbulence therein is ruled out. The present work explores the effect of stochastic noise on such hydrodynamic flows. We es…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the probability of a given Brownian path in phase space with that of the time-reversed path, in terms of the entropy flux to the heat reservoir. This fluctuation relation implies those of Seifert, Jarzynski and Gallavotti-Cohen in different special cases.
We investigated three models of Brownian motors which convert rotational diffusion into directed translational motion by switching on and off a potential. In the first model a spatially asymmetric potential generates directed translational motion by rectifying rotational diffusion. It behaves much like a conventional flashing ratchet. The second model utilizes both rotational diffusion and drift to generate translational motion without spatial asymmetry in the potential. This second model can be driven by a combination of a Brownian motor mechanism (diffusion driven) or by powerstroke (drift d…
We study a Brownian particle passively driven by a field obeying the noisy Burgers equation. We demonstrate that the system exhibits replica symmetry breaking in the path ensemble with the initial position of the particle being fixed. The key step of the proof is that the path ensemble with a modified boundary condition can be exactly mapped to the canonical ensemble of directed polymers.
We extend the Langevin dynamics so that particles can be exchanged with a particle reservoir. We show that grand canonical ensembles are realized at equilibrium and derive the relations of thermodynamics for processes between equilibrium states. As an application of the proposed evolution rule, we devise a simple model of Brownian motors driven by particle exchange. KEYWORDS: Langevin Dynamics, Thermodynamics, Open Systems
Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex or the actin cytoskeleton is strongly determined by their spatial structure. Moreover it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positio…
