The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial differential equation that describes the evolution of concentration is derived from the stochastic differential equation of a sphere experiencing Brownian motion in a viscous medium where a potential field may be present. The potential field may be either interactions between particles or applied externally. The derivation is performed once for particles whose orientation can be specified by a vector ($S^2$), and again for particles which require a rotation matrix ($SO(3)$). The derivation shows the important difference between probability density and concentration, the Ito and Stratonovich calculus, and a Piola-type identity is obtained to complete the derivation.
Exact and asymptotic formulas relating to dynamical correlations for overdamped Brownian motion are obtained. These formulas include a generalization of the $f$-sum rule from the theory of quantum fluids, a formula relating the static current-current correlation to the static density-density correlation, and an asymptotic formula for the small-$k$ behaviour of the dynamical structure factor. Known exact evaluations of the dynamical density-density correlation in some special models are used to illustrate and test the formulas.
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
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous f…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain rang…
We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space dimension. Starting from the Kramers equation and analyzing it through the expansion in terms of eigenfunctions of a quantum harmonic oscillator, we derive analytically the corresponding Fokker-Planck equation in the overdamped limit. The result is fully consistent with the previous finding by Sancho, San Miguel, and Dürr \cite{Sanc82}. Our method allows us to ge…
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…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time and weak processes. We derive the Euler-Lagrange equation associated and discuss its main features, illustrating them using the paradigmatic example of driven Brownian motion in overdamped regime. We show that the optimal protocols obtained either coincide, in the appropriate limit, with the exact solutions by stochastic thermodynamics or can be even identi…
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.
We propose a general framework to study transformations that drive an underdamped Brownian particle in contact with a thermal bath from an equilibrium state to a new one in an arbitrarily short time. To this end, we make use of a time and space-dependent potential, that plays a dual role: confine the particle, and manipulate the system. In the special case of an isothermal compression or decompression of a harmonically trapped particle, we derive explicit protocols that perform this quick transformation, following an inverse engineering method. We focus on the properties of these protocols, wh…
We derive general expressions for the free energy, entropy production and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown that when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In long time limit, the rate of entropy production balances the rate of entropy extraction and at equilibrium both entropy production an…
The retainability of canonical distributions for a Brownian particle controlled by a time-dependent harmonic potential is investigated in the overdamped and underdamped situations, respectively. Because of different time scales, the overdamped and underdamped Langevin equations (as well as the corresponding Fokker-Planck equations) lead to distinctive restrictions on protocols maintaining canonical distributions. Two special cases are analyzed in details: First, a Brownian particle is controlled by a time-dependent harmonic potential and embedded in medium with constant temperature; Second, a …
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 …
The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method revealed the existence of a maximum current when the noise intensity fluctuates on intermediate time scale regions. Similar effects were observed for the underdamped case by Monte Carlo simulations. The optimal time-correlation for the Brownian transport coincided with the experimentally observed time-correlation of the extrinsic noise in Esherichia coli gen…
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…
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 study the dynamics of the center of mass of a Brownian particle levitated in a Paul trap. We focus on the overdamped regime in the context of levitodynamics, comparing theory with our numerical simulations and experimental data from a nanoparticle in a Paul trap. We provide an exact analytical solution to the stochastic equation of motion, expressions for the standard deviation of the motion, and thermalization times by using the WKB method under two different limits. Finally, we prove the power spectral density of the motion can be approximated by that of an Ornstein-Uhlenbeck process and …
We investigate the occurrence of heat leakages in overdamped Brownian harmonic systems. We exactly compute the underdamped and overdamped stochastic heats exchanged with the bath for a sudden frequency or temperature switch. We show that the underdamped heat reduces to the corresponding overdamped expression in the limit of large friction for the isothermal process. However, we establish that this is not the case for the isochoric transformation. We microscopically derive the additionally generated heat leakage and relate its origin to the initial relaxation of the velocity of the system. Our …
We study subdiffusive overdamped Brownian ratchets periodically rocked by an external zero-mean force in viscoelastic media within the framework of non-Markovian Generalized Langevin equation (GLE) approach and associated multi-dimensional Markovian embedding dynamics. Viscoelastic deformations of the medium caused by the transport particle are modeled by a set of auxiliary Brownian quasi-particles elastically coupled to the transport particle and characterized by a hierarchy of relaxation times which obey a fractal scaling. The most slowly relaxing deformations which cannot immediately follow…
We investigate the energetics of a Brownian motor driven by position dependent temperature, commonly known as the B{ü}ttiker-Landauer motor. Overdamped models (M=0) predict that the motor can attain Carnot efficiency. However, the overdamped limit ($M\to 0$), contradicts the previous prediction due to the kinetic energy contribution to the heat transfer. Using molecular dynamics simulation and numerical solution of the inertial Langevin equation, we confirm that the motor can never achieve Carnot efficiency and verify that the heat flow via kinetic energy diverges as $M^{-1/2}$ in the overdamp…
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…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a time-dependent field. We use the path integral formalism to solve the Langevin equation and the associated Fokker-Planck (Kramers) equation. Rigorous relations are derived to generate the probability density function for the time-dependent nonequilibrium work production beyond the overdamped limit. We find that the work distribution exhibits an exponential tail wi…
When an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex and obtaining a detailed physical understanding often requires case-by-case considerations. In order to facilitate systematic analysis, here we present a general iterative scheme for the determination of the unique external force field that yields a prescribed inhomogeneous stationary or time-dependent flow in an overdamped Brownian many-body system. The computer simulation method is based on the exact one-body force balance equation and allows to specifically tailor both gra…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical expression for the average velocity, mobility, and diffusion rate. The bistable kinetics and escape rate from a metastable state in the overdamped region are studied consequently. By numerical simulation we then demonstrate that our analytical escape rate is in good agreement with that of numerical result.
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.
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.
The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it constantly produces entropy at the same time it extracts entropy out of the system. At steady state, the rate of entropy production ${\dot e}_{p}$ balances the rate of entropy extraction ${\dot h}_{d}$. At equilibrium both entropy production and extraction rates become zero. The entropy production and entropy extraction rates are also sensitive to time. As tim…
Optically trapped particles are often subject to a non-conservative scattering force arising from radiation pressure. In this paper we present an exact solution for the steady state statistics of an overdamped Brownian particle subjected to a commonly used force field model for an optical trap. The model is the simplest of its kind that takes into account non-conservative forces. In particular, we present exact results for certain marginals of the full three dimensional steady state probability distribution as well as results for the toroidal probability currents which are present in the stead…
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…
We derive the proper form of Virial theorem for a system of rotating self-gravitating Brownian particles. We show that, in the two-dimensional case, it takes a very simple form that can be used to obtain general results about the dynamics of the system without being required to solve the Smoluchowski-Poisson system explicitly. We also develop the analogy between self-gravitating systems and two-dimensional point vortices and derive a Virial-like relation for the vortex system.
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 deterministi…
Shortcuts to isothermality provide a powerful method to speed up quasistatic thermodynamic processes within finite-time manipulation. We employ the shortcut strategy to design and optimize Brownian heat engines, and formulate a geometric description of the energetics with the thermodynamic length. We obtain a tight and reachable bound of the output power, which is reached by the optimal protocol to vary the control parameters with a proper constant velocity of the thermodynamic length. Our results generalize the previous optimization in the highly underdamped and the overdamped regimes to the …
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean field Smoluchowski equation including a mean field potential due to long-range interactions and a generically nonlinear barotropic pressure due to short-range interactions. This equation describes various physical systems such as self-gravitating Brownian particles (Smoluchowski-Poisson system), bacterial populations experiencing chemotaxis (Keller-Segel model)…
We investigate the stochastic behavior of a two-temperature Langevin system with non-Markovian thermal reservoirs. The model describes an overdamped Brownian particle in a quadratic potential and coupled to heat baths at different temperatures. The reservoirs are characterized by Gaussian white and colored noises and a dissipation memory kernel. The stationary states present non-trivial average rotational motion influenced by stochastic torques due to harmonic, friction and fluctuating thermal forces. However, the Markovian limit leads to a vanishing average torque produced by fluctuating ther…
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…
In this work we study the diffusion of non-interacting overdamped particles, moving on unbiased disordered correlated potentials, subjected to Gaussian white noise. We obtain an exact expression for the diffusion coefficient which allows us to prove that the unbiased diffusion of overdamped particles on a random polymer does not depend on the correlations of the disordered potentials. This universal behavior of the unbiased diffusivity is a direct consequence of the validity of the Einstein relation and the decay of correlations of the random polymer. We test the independence on correlations o…
Brownian dynamics algorithms integrate numerically Langevin equations and allow to probe long time scales in simulations. A common requirement for such algorithms is that interactions in the system should vary little during an integration time step: therefore, computational efficiency worsens as the interactions become steeper. In the extreme case of hard-body interactions, standard numerical integrators become ill defined. Several approximate schemes have been invented to handle such cases with little emphasis on testing the correctness of the integration scheme. Starting from the two-body Sm…
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…
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 te…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like model of active motion with constant swimming speed, we derive the corresponding Fokker-Planck equation, from which we find the angular probability density of the particle orientation for arbitrary values of the Hurst exponent that characterizes the fractional rotational noise. We provide analytical expressions for the velocity autocorrelation function and th…
Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has already been generalized to include asymmetric particles. Separately, recent findings have shown the importance of inertial effects for particles of macroscopic size or in low-friction environments. We aim to consolidate the previous findings into the general description of a self-propelled asymmetric particle with inertia. We derive the Langevin equation of such …
We propose a novel stochastic method to exactly generate Brownian paths conditioned to start at an initial point and end at a given final point during a fixed time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin dynamics. We show how these paths can be exactly generated by a local stochastic differential equation. The method is illustrated on the generation of Brownian bridges, Brownian meanders, Brownian excursions and constrained Ornstein-Uehlenbeck processes. In addition, we show how to solve this equation in the case of a general force acting on the pa…
The active Brownian particle (ABP) model describes a swimmer, synthetic or living, whose direction of swimming is a Brownian motion. The swimming is due to a propulsion force, and the fluctuations are typically thermal in origin. We present a 2D model where the fluctuations arise from nonthermal noise in a propelling force acting at a single point, such as that due to a flagellum. We take the overdamped limit and find several modifications to the traditional ABP model. Since the fluctuating force causes a fluctuating torque, the diffusion tensor describing the process has a coupling between tr…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when considering the diffusion of ions in molecular channels, between the different concentrations at both sides of the cellular membrane. For this application the overdamped limit of Brownian motion (leading to a first order Langevin equation) is most convenient, but in previous works some difficulties associated with this limit were found for the implementation of the bo…
Transport of Brownian particles interacting with each other via the Morse potential is investigated in the presence of an ac driving force applied locally at one end of the chain. By using numerical simulations, we find that the system can behave as a particle diode for both overdamped and underdamped cases. For low frequencies, the transport from the free end to the ac acting end is prohibited, while the transport from the ac acting end to the free end is permitted. However, the polarity of the particle diode will reverse for medium frequencies. There exists an optimal value of the well depth…
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…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker--Planck equation.
The system consists of a Brownian particle immersed in a heat bath trapped in optical tweezers with a time-dependent strength acting as an external protocol. In [Phys. Rev. Letts., 98:108301, 2007] the optimal mean work in the overdamped regime was thoroughly calculated by assuming the work must be averaged over the distribution of the initial position of the particle. The present research assumes instead the solution of the Langevin equation for any given initial position and its average done over the noise distribution. Therefore, this proposal extends in a more general sense the results alr…
We provide insights into energetics of a Brownian oscillator in contact with a heat bath and driven by an external unbiased time-periodic force that takes the system out of thermodynamic equilibrium. Solving the corresponding Langevin equation, we compute average kinetic and potential energies in the long-time stationary state. We also derive the energy balance equation and study the energy flow in the system. In particular, we identify the energy delivered by the external force, the energy dissipated by a thermal bath and the energy provided by thermal equilibrium fluctuations. Next, we illus…
