We consider the two dimensional motion of a particle into a confining potential, subjected to Brownian forces, associated with two different temperatures on the orthogonal directions. Exact solutions are obtained for an asymmetric harmonic potential in the overdamped and underdamped regimes, whereas perturbative approaches are used for more general potentials. The resulting non equilibrium stationary state is characterized with a nonzero orthoradial mean current, corresponding to a global rotation of the particle around the center. The rotation is due to two symmetry breaking: two different temperatures and a mismatch between the principal axes of the confining asymmetric potential and the temperature axes. We confirm our predictions by performing Brownian dynamics simulation. Finally, we propose to observe this effect on a laser cooled atomic system.
Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work needed to change the potential in time.In comparison to the Jarzynski equality, which holds for confining potentials, an additional termdescribing a form of energy related to the never ending diffusive expansion appears.
We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($ξ=k_B T/U_0 \ll 1$), there exists a range of timescales over which physical observables remain practically constant. This range can be very long, of the order of the Arrhenius factor ${\rm e}^{1/ξ}$. For these quasi-equilibrium states, the usual Boltzmann-Gibbs recipe does not work, since the partition function is divergent due to the flatness of the potential at long distances. However, we show that the…
We consider the overdamped Brownian dynamics of a particle starting inside a square potential well which, upon exiting the well, experiences a flat potential where it is free to diffuse. We calculate the particle's probability distribution function (PDF) at coordinate $x$ and time $t$, $P(x,t)$, by solving the corresponding Smoluchowski equation. The solution is expressed by a multipole expansion, with each term decaying $t^{1/2}$ faster than the previous one. At asymptotically large times, the PDF outside the well converges to the Gaussian PDF of a free Brownian particle. The average energy, …
We study the mean first passage time (MFPT) to an absorbing target of a one-dimensional Brownian particle subject to an external potential $v(x)$ in a finite domain. We focus on the cases in which the external potential is confining, of the form $v(x)=k|x-x_0|^n/n$, and where the particle's initial position coincides with $x_0$. We first consider a particle between an absorbing target at $x=0$ and a reflective wall at $x=c$. At fixed $x_0$, we show that when the target distance $c$ exceeds a critical value, there exists a nonzero optimal stiffness $k_{\rm opt}$ that minimizes the MFPT to the t…
Diffusion behavior of Brownian particles in confined spaces was studied for the displacements notably shorter than the confinement size. The confinements, resembling structure of porous solids, were modeled using a spatially-varying potential field with an infinitely large potential representing the solid part and zero potential in the void space. Between them, a smooth transient mimicking the interaction potential of the tracer molecules with the pore walls was applied. The respective Smoluchowski equation describing diffusion of tracer particles in the thus created force field was solved und…
We consider a thermal particle which is diffusing in velocity-space and in a weakly confining potential characterized by the inverse hyperbolic sine function of the particle velocity $v$ and the control parameter $v_c$. The stationary state of the Fokker-Planck equation is shown to be a canonical probability distribution. Furthermore an appropriate re-parametrization relates this stationary state with the $κ$-deformed Gaussian.
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the n…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving force. In the long time limit, the width of the work distribution function initially increases with the frequency of the driving force and finally saturates to a fixed value for large values of the angular frequency. Using the results from the work distribution part, we next obtain the distribution of the dissipated heat for the equilibrium initial condition. Usi…
We propose a simple conjecture for the functional form of the asymptotic behavior of work distributions for driven overdamped Brownian motion of a particle in confining potentials. This conjecture is motivated by the fact that these functional forms are independent of the velocity of the driving for all potentials and protocols, where explicit analytical solutions for the work distributions have been derived in the literature. To test the conjecture, we use Brownian dynamics simulations and a recent theory developed by Engel and Nickelsen (EN theory), which is based on the contraction principl…
We derive explicit forms of Markovian transition probability densities for the velocity space and phase-space Brownian motion of a charged particle in a constant magnetic field.
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.
We consider the effects of memory on the stationary behavior of a two-dimensional Langevin dynamics in a confining potential. The system is treated in an overdamped approximation and the degrees of freedom are under the influence of distinct kinds of stochastic forces, described by Gaussian white and colored noises, as well as different effective temperatures. The joint distribution function is calculated by time-averaging approaches, and the long-term behavior is analyzed. We determine the influence of noise temporal correlations on the steady-state behavior of heat flux and entropy productio…
In the paper by Franosch et al., Nature 478, 85 (2011), the positional fluctuations of Brownian microspheres in fluids were studied by confining the particles in an optical trap. Experimental access to short timescales has revealed a resonance peak in the spectrum of these fluctuations, in contrast to the commonly assumed overdamped motion. This work is also interesting as the first measurement of the "colour" of thermal noise driving the Brownian particles through collisions with the fluid molecules. The obtained results are described by the hydrodynamic theory of the Brownian motion in harmo…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the fluctuation statistics of the jittering objects and the phase space available to their dynamics. Consequently, the study of transport at the macro- and nanoscales must address both Brownian motion and entropic effects. With this survey we report on recent advances in the theoretical and numerical investigation of stochastic transport occurring either in micro-sized …
A Brownian particle in an ideal quantum gas is considered. The mean square displacement (MSD) is derived. The Bose-Einstein or Fermi-Dirac distribution, other than the Maxwell-Boltzmann distribution, provides a different stochastic force compared with the classical Brownian motion. The MSD, which depends on the thermal wavelength and the density of medium particles, reflects the quantum effect on the Brownian particle explicitly. The result shows that the MSD in an ideal Bose gas is shorter than that in a Fermi gas. The behavior of the quantum Brownian particle recovers the classical Brownian …
We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear response theory, we characterize the effective dynamical interactions on the mesoscopic scale and the statistics of the nonequilibrium environmental noise, arising upon integrating out the fast degrees of freedom. As hallmarks of nonequilibrium, the breakdown of the fluctuation-dissipation and action-reaction relations for Brownian degrees of freedom are exemplified with two prototypical models for the…
We study the large distance behavior of a steady distribution of two Brownian particles under external driving in a two-dimensional space. Employing a method of perturbative system reduction, we analyze a Fokker-Planck equation that describes the time evolution of the probability density for the two particles. The expression we obtain shows that there exist a long range correlation between the two particles, of $1/r^2$ type.
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for the limiting case when Brownian particles are much bigger and heavier than fluid particles. Nevertheless, for applications, it is important to consider small Brownian particles (sometimes even smaller than fluid particles). In these cases, unfortunately, only formulae in the short (long) time limit considering exclusively kinetic (hydrodynamic) effect are av…
We discuss escape problem with the consideration of both the activity of particles and the roughness of potentials. we derive analytic expressions for the escape rate of a Brownian particle (ABP) in two types of rough potentials by employing the effective equilibrium approach and the Zwanzig method. We find that activity enhances the escape rate, but both the oscillating perturbation and the random amplitude hinder escaping.
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 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.
We analyse the long time tails of a charged quantum Brownian particle in a harmonic potential in the presence of a magnetic field using the Quantum Langevin Equation as a starting point. We analyse the long time tails in the position autocorrelation function, position-velocity correlation function and velocity autocorrelation function. We study these correlations for a Brownian particle coupled to the Ohmic and Drude baths, via position coordinate coupling. At finite temperatures we notice a crossover from a power-law to an exponentially decaying behaviour around the thermal time scale \frac{\…
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 argue that contrary to recent suggestions, non-extensive statistical mechanics has no relevance for inhomogeneous systems of particles interacting by short-range potentials. We show that these systems are perfectly well described by the usual Boltzmann-Gibbs statistical mechanics.
We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the steady-state distributions and study the late time relaxation behavior to the stationary state.
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 paper we compare the Boltzmann distribution with a modified Boltzmann distribution, that results from an Itô-process considering thermal equilibrium of a Brownian particle with coordinate dependent diffusion, in the light of an existing experiment. The experiment was reported in 1994 by Faucheux and Libchaber. The experiment made use of direct tracking of diffusion of Brownian particles near a wall. Results of this experiment allows us to compare the Boltzmann and the modified Boltzmann distribution without making use of any adjustable parameter. A comparison of these two distributions…
We study the transport of an overdamped Brownian particle in a tilted rough potential driven by a gaussian white noise.We conisder various forms of rough potentials to analyse the effect of roughness on the diffusion and current generated.The variation of current, diffusion coefficient, and peclet number with the static tilting force, amplitude of roughness and temperature were studied. We concluded that the roughness reduces the particle current at any range of temperature. But at low temperatures, it enhances the diffusion coeffeicient of the particle
The conventional equations of Brownian motion can be derived from the first principles to order $λ^2=m/M$, where $m$ and $M$ are the masses of a bath molecule and a Brownian particle respectively. We discuss the extension to order $λ^4$ using a perturbation analysis of the Kramers-Moyal expansion. For the momentum distribution such method yields an equation whose stationary solution is inconsistent with Boltzmann-Gibbs statistics. This property originates entirely from non-Markovian corrections which are negligible in lowest order but contribute to order $λ^4$.
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in arbitrary spatial dimension, remains inside a conical domain up to time t. In general, this quantity decays algebraically S ~ t^{-beta} in the long-time limit. The exponent beta depends on the opening angle of the cone and the spatial dimension, and it is root of a transcendental equation involving the associated Legendre functions. The exponent becomes a f…
An analysis is presented of a Brownian particle moving on the half-line, subject to a restoring force proportional to its displacement and an absorbing boundary at the origin. When the initial displacement is large, the central moments of the time to be absorbed tend to finite constants, as do the position moments when evaluated at the most probable absorption time. These quantities are derived explicitly.
We explore the relation between active Brownian particles, a minimal particle-based model for active matter, and scalar field theories. Both show a liquid-gas-like phase transition towards stable coexistence of a dense liquid with a dilute active gas that terminates in a critical point. However, a comprehensive mapping between the particle-based model parameters and the effective coefficients governing the field theories has not been established yet. We discuss conflicting recent numerical results for the critical exponents of active Brownian particles in two dimensions. Starting from the inte…
Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.
We study the density distribution of repulsive Yukawa particles confined by an external potential. In the weak coupling limit, we show that the mean-field theory is able to accurately account for the particle distribution. In the strong coupling limit, the correlations between the particles become important and the mean-field theory fails. For strongly correlated systems, we construct a density functional theory which provides an excellent description of the particle distribution, without any adjustable parameters.
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given time interval in the steady state. We compute the large deviation as well as the complete asymptotic form of the probability density function of the work done. The theoretical asymptotic forms of the probability density function are in very good agreement with the numerics. We also discuss the validity of the fluctuation theorem for this system.
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…
The Smoluchowsky equation for a system of interacting Brownian particles in a temperature gradient is derived from the Kramers equation by means of a multiple time-scale method. The interparticle interactions are assumed to be represented by a mean-field description. We present numerical results that compare well with the theoretical prediction together with an extensive discussion on the prescription of the Langevin equation in overdamped systems.
We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial position of the particle. We assume that the motion along the infinitely long branches is biased by a confining potential. The crossover to the steady state is quantified in terms of a large deviation function, which is derived for the first time for comb structures in present paper. We show that the relaxation region is demarcated by a nonlinear "light-cone" beyon…
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 consider the effect of surface undulations of nanochannels on the motion of particles in it. We report the mechanism of surface induced ratcheting transport of particles against fluid flow in nano channels. We show that, the typical number for the velocity of ratcheting particles could be of the order of 50 nm/sec. This is a considerably large effect which could be used for application in efficient filtration of particles smaller than the width of nanopores.
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a substrate that induces an external confining potential for each interface. We show that, for a large system and with an appropriate choice of the external confining potential, the joint distribution of the heights of the $N$ non-intersecting interfaces at a fixed point on the substrate can be mapped to the joint distribution of the eigenvalues of a Wishart matrix of…
Quantum escape of a particle via a time-dependent confining potential in a semi-infinite one-dimensional space is discussed. We describe the time-evolution of escape states in terms of scattering states of the quantum open system, and calculate the probability $P(t)$ for a particle to remain in the confined region at time $t$ in the case of a delta-function potential with a time-oscillating magnitude. The probability $P(t)$ decays exponentially in time at early times, then decays as a power later, along with a time-oscillation in itself. We show that a larger time-oscillation amplitude of the …
We study the dynamics of solutions of infinitely thin needles up to densities deep in the semidilute regime by Brownian dynamics simulations. For high densities, these solutions become strongly entangled and the motion of a needle is essentially restricted to a one-dimensional sliding in a confining tube composed of neighboring needles. From the density-dependent behavior of the orientational and translational diffusion, we extract the long-time transport coefficients and the geometry of the confining tube. The sliding motion within the tube becomes visible in the non-Gaussian parameter of the…
A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.
We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in correlation between different velocity components in the stationary state. Integrating the velocity autocorrelation matrix, we obtain the diffusion matrix that enters the Fokker-Planck equation for the probability density. The eigenvectors of the diffusion matrix do not align with the temperature axes. As a consequence the Brownian particle performs spatially corre…
A Brownian particle performs gyrating motion around a potential energy minimum when subjected to thermal noises from two different heat baths. Here, we propose a magneto-gyrator made of a single charged Brownian particle that is steered by an external magnetic field. Key properties, such as the direction of gyration, the torque exerted by the engine on the confining potential and the maximum power delivered by the microengine can be tuned by varying the strength and direction of the applied magnetic field. Further tunability is obtained by rotating the potential in the plane perpendicular to t…
Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the chaotic force driving the particle is correlated in time. The dynamics of the particle is described by the generalized Langevin equation with the inertial term, a coloured noise force, and a memory integral. We consider two kinds of the memory in the system. The first one corresponds to the exponentially correlated noise in a weakly viscoelastic fluid and in …
The Stokes-Einstein (SE) relation has been widely applied to quantitatively describe the Brownian motion. Notwithstanding, here we show that even for a simple fluid, the SE relation may not be completely applicable. Namely, although the SE relation could be a good approximation for a large enough Brownian particle, we find that it induces significant error for a smaller Brownian particle, and the error increases with the decrease of the Brownian particle's size, till the SE relation fails completely when the size of Brownian particle is comparable with that of a fluid molecule. The cause is ro…
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.
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the confinement, an exponential and an algebraic decay. Analytical calculations and numerical simulations show, that for the case of the exponential relaxation, the dynamics of Brownian particle at short and long times are independent of the parameters of the relaxation. On the contrary, for the algebraic decay of the confinement, the dynamics at long times is d…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the …
In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this effect to several schematic experimental situations, classified in the nature -- random or deterministic -- both of the observation time and of the starting position of the Brownian particle.
