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 distribution, unlike a diffusive system. The equilibrium properties are, however, unaffected by the Lorentz force. Here we show that by stochastically resetting the Brownian particle, a nonequilibrium steady state can be created which preserves the hallmark features of dynamics under Lorentz force. We then consider a minimalistic example of spatially inhomogeneous magnetic field, which shows how Lorentz fluxes fundamentally alter the boundary conditions giving rise to an unusual stationary state.
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…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial coefficient, which reflects the anisotropy of the particle's motion. This tensor, however, can not be interpreted as a diffusion tensor; there are antisymmetric terms which give rise to fluxes perpendicular to the density gradients. Here, we show that for an inhomogeneous magnetic field these nondiffusive fluxes have finite divergence and therefore affect the …
The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength and the polarity of the applied magnetic field. The intriguing effects of the Lorentz force, however, can only be observed when out-of-equilibrium density gradients are maintained in the system. To this end, we use the method of stochastic resetting on active Brownian particles in two dimensions by resetting them to the line $x=0$ at a constant rate and peri…
Thermally activated escape of a Brownian particle over a potential barrier is well understood within Kramers theory. When subjected to an external magnetic field, the Lorentz force slows down the escape dynamics via a rescaling of the diffusion coefficient without affecting the exponential dependence on the barrier height. Here, we study the escape dynamics of a charged Brownian particle from a two-dimensional truncated harmonic potential under the influence of Lorentz force due to an external magnetic field. The particle is driven anisotropically by subjecting it to noises with different stre…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption strength and sample length. We show analytically that photons in localized open absorbing media exhibit unusual Brownian motion. Specifically, wave transport follows the diffusion equation with the diffusion coefficient exhibiting spatial resolution. Most strikingly, despite that the system is controlled by two parameters -- the ratio of the localization (absorptio…
Brownian motion of particle interacting with atoms of ideal gas is discussed as a key problem of kinetics lying at the border between ``dead'' systems like the Lorentz gas or formal constructs of conceptual Boltzmannian kinetics and actual ``alive'' systems like mere gas possessing scaleless (1/f) fluctuations in their kinetic characteristics (e.g. in diffusuvity and mobility of the ``Brownian particle'').
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance. This article spotlights the unusual behavior of sticky Brownian motions from the perspective of applied mathematics, and provides tools to efficiently simulate them. We show that a sticky Brownian motion arises naturally for a particle diffusing on $\mathbb{R}_+$ with a strong, short-ranged potential energy near the origin. This is a limit that accurately model…
We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by the magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for position variables. Without Lorentz force, the low mass limit is equivalent to the high friction limit. Both cases share the same Langevin equation that is obtained by setting the mass to zero in the original Langevin equation. The equivalence breaks down in the presence of the Lorentz force. The low mass limit turns out to be singular. The system in the low …
We show that for particles performing Brownian motion in a frozen array of scatterers long-time correlations emerge in the mean-square displacement. Defining the velocity autocorrelation function (VACF) via the second time-derivative of the mean-square displacement, power-law tails govern the long-time dynamics similar to the case of ballistic motion. The physical origin of the persistent memory is due to repeated encounters with the same obstacle which occurs naturally in Brownian dynamics without involving other scattering centers. This observation suggests that in this case the VACF exhibit…
We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over many decades in time, which is rationalized in terms of an underlying percolation transition of the void space. In the vicinity of this critical density the dynamics follows the anomalous one up to a crossover time scale where the motion becomes either diffusive or localized. We analyze the scaling behavior of the time-dependent diffusion coefficient D(t) inc…
The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed large-scale computer simulations, demonstrating that universality holds at long times in the immediate vicinity of the transition. The scaling function describing the crossover from anomalous transport to diffusive motion is found to vary extremely slowly and spans at least 5 decades in time. To extract the scaling function, one has to allow for the leading unive…
We study statistical properties of the process $Y(t)$ of a passive advection by quenched random layered flows in situations when the inter-layer transfer is governed by a fractional Brownian motion $X(t)$ with the Hurst index $H \in (0,1)$. We show that the disorder-averaged mean-squared displacement of the passive advection grows in the large time $t$ limit in proportion to $t^{2 - H}$, which defines a family of anomalous super-diffusions. We evaluate the disorder-averaged Wigner-Ville spectrum of the advection process $Y(t)$ and demonstrate that it has a rather unusual power-law form $1/f^{3…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard spheres. The similarities and differences between the Fokker-Planck equation for elastic and inelastic collisions are discussed in detail. Although the fluctuation-dissipation relation is violated and the reference fluid is time dependent, it is shown that diffusion occurs at long times for a wide class of initial conditions. The results presented here generalize …
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…
The probability per unit time for a thermally activated Brownian particle to escape over a potential well is in general well-described by Kramers theory. Kramers showed that the escape time decreases exponentially with increasing barrier height. The dynamics slow down when the particle is charged and subjected to a Lorentz force due to an external magnetic field. This is evident via a rescaling of the diffusion coefficient entering as a prefactor in the Kramers escape rate without any impact on the barrier-height-dependent exponent. Here we show that the barrier height can be effectively chang…
We consider the nonequilibrium dynamics of a charged active Brownian particle in the presence of a space dependent magnetic field. It has recently been shown that the Lorentz force induces a particle flux perpendicular to density gradients, thus preventing a diffusive description of the dynamics. Whereas a passive system will eventually relax to an equilibrium state, unaffected by the magnetic field, an active system subject to a spatially varying Lorentz force settles into a nonequilibrium steady state characterized by an inhomogeneous density and divergence-free bulk fluxes. A macroscopic fl…
We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the scattering time are studied as a function of thickness and dilution. We show that a diffusion model satisfactorily describes the mentioned scattering properties. We also show how some of these quantities can be evaluated exactly and their agreement with numerical experiments. Our results exhibit the dependence of these scattering data on the mean free path. This depe…
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…
We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the Heisenberg-Langevin equations for the particle's observables using a quantum stochastic calculus approach. We set the mass of the particle to equal $m = m_{0} ε$, the reduced Planck constant to equal $\hbar = ε$ and the cutoff frequency to equal $Λ= E_Λ/ε$, where $m_0$ and $E_Λ$ are positive constants, so that the particle's de Broglie wavelength and the largest energy scale…
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers and Smoluchowski equations, accounting for the effect of the quantum thermal bath oscillators. The model of Brownian emitters is theoretically studied and the relevant evolutionary equations for the probability density are derived. The Schrodinger equation is explained via collisions of the target point particles with the quantum force carriers, transmitting…
While the dynamics of dimers and polymer chains in a viscous solvent is well understood within the celebrated Rouse model, the effect of an external magnetic field on the dynamics of a charged chain is much less understood. Here we generalize the Rouse model for a charged dimer to include the effect of an external magnetic field. Our analytically solvable model allows a fundamental insight into the magneto-generated dynamics of the dimer in the overdamped limit as induced by the Lorentz-force. Surprisingly, for a dimer of oppositely charged particles, we find an enormous enhancement of the dyn…
Brownian motors, or ratchets, are devices which "rectify" Brownian motion, i.e. they can generate a current of particles out of unbiased fluctuations. The ratchet effect is a very general phenomenon which applies to a wide range of physical systems, and indeed ratchets have been realized with a variety of solid state devices, with optical trap setups as well as with synthetic molecules and granular gases. The present article reviews recent experimental realizations of ac driven ratchets with cold atoms in driven optical lattices. This is quite an unusual system for a Brownian motor as there is…
We study the diffusive behavior of biased Brownian particles in a two dimensional confined geometry filled with the freezing obstacles. The transport properties of these particles are investigated for various values of the obstacles density $η$ and the scaling parameter $f$, which is the ratio of work done to the particles to available thermal energy. We show that, when the thermal fluctuations dominate over the external force, i.e., small $f$ regime, particles get trapped in the given environment when the system percolates at the critical obstacles density $η_c \approx 1.2$. However, as $f$ i…
We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce nonlocal interparticle correlations by postulating that only the particle farthest from the origin is reset (model B). At long times both models approach nonequilibrium steady states. In the limit of $N\to \infty$, the steady-state particle density in model A has an infinite support, whereas in model B it has a compact support. A finite system radius, which sc…
The Sinai model of a tracer diffusing in a quenched Brownian potential is a much studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is random but periodic, the regime of anomalous diffusion crosses over to one of normal diffusion once a tracer has diffused over a few periods of the system. Here we consider a system in which the potential is given by a Brownian Bridge on a finite interval $(0,L)$ and then periodically repeated over the whole real line, and study the power spectrum $S(f)$ of t…
Reptation theory has been highly successful in explaining the unusual material properties of entangled polymer solutions. It reduces the complex many-body dynamics to a single-polymer description where each polymer is envisaged to be confined to a tube through which it moves in a snake-like fashion. For flexible polymers, reptation theory has been amply confirmed by both experiments and simulations. In contrast, for semiflexible polymers experimental and numerical tests are either limited to the onset of reptation, or were performed for tracer polymers in a fixed, static matrix. Here we report…
We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback on the fluctuations of the total entropy production and show that the explicit expression of the detailed fluctuation theorem involves different dynamics and observables in the forward and backward processes. As an illustration, we study the analytically solvable case of a harmonic oscillator and calculate the characteristic function of the entropy productio…
