We consider a model of a two-dimensional molecular machine - called Brownian gyrator - that consists of two coordinates coupled to each other and to separate heat baths at temperatures respectively $T_x$ and $T_y$. We consider the limit in which one component is passive, because its bath is "cold", $T_x \to 0$, while the second is in contact with a "hot" bath, $T_y > 0$, hence it entrains the passive component in a stochastic motion. We derive an asymmetry relation as a function of time, from which time dependent effective temperatures can be obtained for both components. We find that the effective temperature of the passive element tends to a constant value, which is a fraction of $T_y$, while the effective temperature of the driving component grows without bounds, in fact exponentially in time, as the steady-state is approached.
A Brownian particle moving in the vicinity of a generic potential minimum under the influence of dissipation and thermal noise from two different heat baths is shown to act as a minimal heat engine, generating a systematic torque onto the physical object at the origin of the potential and an opposite torque onto the medium generating the dissipation.
The recent interest into the Brownian gyrator has been confined chiefly to the analysis of Brownian dynamics both in theory and experiment despite the applicability of general cases with definite mass. Considering mass explicitly in the solution of the Fokker--Planck equation and Langevin dynamics simulations, we investigate how inertia can change the dynamics and energetics of the Brownian gyrator. In the Langevin model, the inertia reduces the nonequilibrium effects by diminishing the declination of the probability density function and the mean of a specific angular momentum, $j_θ$, as a mea…
We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by R. Filliger and P. Reimann in Physical Review Letters 99, 230602 (2007). The average gy…
A non-vanishing entropy production rate is one of the defining characteristics of any non-equilibrium system, and several techniques exist to determine this quantity directly from experimental data. The short-time inference scheme, derived from the thermodynamic uncertainty relation, is a recent addition to the list of these techniques. Here we apply this scheme to quantify the entropy production rate in a class of microscopic heat engine models called Brownian gyrators. In particular, we consider models with anharmonic confining potentials. In these cases, the dynamical equations are indelibl…
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…
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 focus on a paradigmatic two-dimensional model of a nanoscale heat engine, - the so-called Brownian gyrator - whose stochastic dynamics is described by a pair of coupled Langevin equations with different temperature noise terms. This model is known to produce a curl-carrying non-equilibrium steady-state with persistent angular rotations. We generalize the original model introducing constant forces doing work on the gyrator, for which we derive exact asymmetry relations, that are reminiscent of the standard fluctuation relations. Unlike the latter, our relations concern instantaneous and not …
We study the nonequilibrium steady-state (NESS) dynamics of two-dimensional Brownian gyrators under harmonic and nonharmonic potentials via computer simulations and analyses based on the Fokker-Planck equation, while our nonharmonic cases feature a double-well potential and an isotropic quartic potential. In particular, we report two simple methods that can help understand gyrating patterns. For harmonic potentials, we use the Fokker-Planck equation to survey the NESS dynamical characteristics, i.e., the NESS currents gyrate along the equiprobability contours and the stationary point of flow c…
In the context of stochastic thermodynamics, a minimal model for non equilibrium steady states has been recently proposed: the Brownian Gyrator (BG). It describes the stochastic overdamped motion of a particle in a two dimensional harmonic potential, as in the classic Ornstein-Uhlenbeck process, but considering the simultaneous presence of two independent thermal baths. When the two baths have different temperatures, the steady BG exhibits a rotating current, a clear signature of non equilibrium dynamics. Here, we consider a time-dependent potential, and we apply a reverse-engineering approach…
The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different temperatures. Here we concentrate on an analytically solvable and experimentally-relevant model of such a system -- the so-called Brownian gyrator -- a two-dimensional nanomachine that performs a systematic, on average, rotation around the origin under non-equilibrium conditions, while no net rotation takes place in equilibrium. On this example, we discuss a question wh…
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential $\vec A(\vec r)$. The relevant parameters of irreversibility are then the $\frac{N(N-1)}{2}$ magnetic matrix elements $B_{nm}(\vec x ) =-B_{mn} (\vec x ) = \partial_n A_m (\vec x ) - \partial_m A_n (\vec x )$, while it is enlightening to explore the corresponding gauge transformations of the vector potential $\vec A(\vec r) $. This quantum interpretation is e…
Brownian motors are devices which "rectify" Brownian motion, i.e. they can generate a current of particles out of unbiased fluctuations. Brownian motors are important for the understanding of molecular motors, and are also promising for the realization of new nanolelectronic devices. Among the different systems that can be used to study Brownian motors, cold atoms in optical lattices are quite an unusual one: there is no thermal bath and both the potential and the fluctuations are determined by laser fields. In this article recent experimental implementations of Brownian motors using cold atom…
The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of the performance far from straightforward. In this work, where the Brownian motor consists of atoms interacting with dissipative optical lattices, we adopt existing theory and present experimental measurements for both the efficiency and the transport coherence. We achieve up to 0.3% for the efficiency and 0.01 for the Péclet number.
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory. The noise characteristic time scale is typically of the same order as the time over which the particle's kinetic energy is lost due to friction (inertial time scale). We demonstrate theoretically that, in the presence of a temperature gradient, the interplay between these two characteristic time scales can have measurable consequences on the particle long-tim…
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…
Istituto dei Sistemi Complessi - Consiglio Nazionale delle Ricerche（复杂系统研究所-意大利国家研究委员会）；Dipartimento di Fisica, Sapienza Università di Roma（罗马智慧大学物理系）；INFN, Sezione Roma2（意大利国家核物理研究所罗马第二分部）
We have realized real-time steering of the directed transport in a Brownian motor based on cold atoms in optical lattices, and demonstrate drifts along pre-designed paths. The transport is induced by spatiotemporal asymmetries in the system, where we can control the spatial part, and we show that the response to changes in asymmetry is very fast. In addition to the directional steering, a real-time control of the magnitude of the average drift velocity and an on/off switching of the motor are also demonstrated. We use a non-invasive real-time detection of the transport, enabling a feedback con…
We investigate the Brownian motion of a charged particle in a magnetic field. We study this in the high temperature classical and low temperature quantum domains. In both domains, we observe a transition of the mean square displacement from a monotonic behaviour to a damped oscillatory behaviour as one increases the strength of the magnetic field. When the strength of the magnetic field is negligible, the mean square displacement grows linearly with time in the classical domain and logarithmically with time in the quantum domain. We notice that these features of the mean square displacement ar…
Multistability is one of the most important phenomena in dynamical systems, e.g. bistability enables the implementation of logic gates and therefore computation. Recently multistability has attracted a greatly renewed interest related to memristors and graphene structures, to name only a few. We investigate tristability in velocity dynamics of a Brownian particle subjected to a tilted periodic potential. It is demonstrated that the origin of this effect is attributed to the arcsine law for the velocity dynamics at the zero temperature limit. We analyze the impact of thermal fluctuations and co…
When a Brownian particle in contact with a heat bath at a constant temperature is controlled by a time-dependent harmonic potential, its distribution function can be rigorously derived from the Kramers equation with the consideration of the inertial effect of the Brownian particle. Based on this rigorous solution and the concept of shortcuts to adiabaticity, we construct a stochastic heat engine by employing the time-dependent harmonic potential to manipulate the Brownian particle to complete a thermodynamic cycle. We find that the efficiency at maximum power of this stochastic heat engine is …
Instituto de Física de São Carlos, Universidade de São Paulo（圣卡洛斯物理研究所，圣保罗大学）；Universidade Federal de Mato Grosso（马托格罗索联邦大学）；Centro Brasileiro de Pesquisas Físicas（巴西物理研究中心）
We provide an exact analytical solution of the collapse dynamics of self-gravitating Brownian particles and bacterial populations at zero temperature. These systems are described by the Smoluchowski-Poisson system or Keller-Segel model in which the diffusion term is neglected. As a result, the dynamics is purely deterministic. A cold system undergoes a gravitational collapse leading to a finite time singularity: the central density increases and becomes infinite in a finite time t_coll. The evolution continues in the post collapse regime. A Dirac peak emerges, grows and finally captures all th…
The Caldeira-Leggett model of quantum Brownian motion is generalized using a generic velocity-dependent coupling. That leads to the description of a set of models able to capture Markovian and non-Markovian versions of Brownian and Lévy statistics, depending on the functional form of the coupling and on the spectral function of the reservoir. One specific coupling force is found that establishes a connection with Lévy statistics of cold atoms in \textit{Sisyphus} laser cooling. In the low-velocity limit, this also gives rise to additional inertia of the Brownian particle, reproducing the Abrah…
We experimentally study the statistical properties of the energy fluxes between two trapped Brownian particles, interacting through dissipative hydrodynamic coupling, submitted to an effective temperature difference $ΔT$, obtained by random forcing the position of one trap. We identify effective heat fluxes between the two particles and show that they satisfy an exchange fluctuation theorem (xFT) in the stationary state. We also show that after the sudden application of a temperature gradient $ΔT$, \resub{the total} hot-cold flux satisfies \resub{a} transient xFT for any integration time where…
We consider a linear chain of quantum harmonic oscillators, in which the number of the individual oscillators is given by an arbitrary number N, and each oscillator is coupled at an arbitrary strength kappa to its nearest neighbors ("intra-coupling"), as well as the two end oscillators of the chain are coupled at an arbitrary strength c_nu to two separate baths at arbitrarily different temperatures, respectively. We derive an exact closed expression for the steady-state heat current flowing from a hot bath through the chain to a cold bath, in the Drude-Ullersma damping model going beyond the M…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the semiclassical theory of Sisyphus cooling, we treat the problem as a coupled Levy walk, with correlations between the length and duration of the excursions. The problem is related to the area under Bessel excursions, overdamped Langevin motions that start and end at the origin, constrained to remain positive, in the presence of an external logarithmic potential. I…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is normal in the long time limit and exhibits intriguing giant damped quasiperiodic oscillations as a function of the external driving amplitude. As the mechanism behind this effect we identify the corresponding oscillations of difference in the number of locked and running trajectories which carries the leading contribution to the diffusion coefficient. Our fi…
The nonequilibrium thermodynamics feature of a Brownian motor is investigated by obtaining exact time-dependent solutions. This in turn enables us to investigate not only the long time property (steady-state) but also the short time the behavior of the system. The general expressions for the free energy, entropy production ${\dot e}_{p}(t)$ as well as entropy extraction ${\dot h}_{d}(t)$ rates are derived for a system that is genuinely driven out of equilibrium by time-independent force as well as by spatially varying thermal background. We show that for a system that operates between hot and …
We use the Quantum Langevin equation as a starting point to study the response function, the position-velocity correlation function and the velocity autocorrelation function of a charged Quantum Brownian particle in the presence of a magnetic field and linearly coupled to a heat bath via position coordinate. We study two bath models -- the Ohmic bath model and the Drude bath model -- and make a detailed comparison in various time-temperature regimes. For both bath models there is a competition between the cyclotron frequency and the viscous damping rate giving rise to a transition from an osci…
Poisson-shot-noise hybrid machines: efficiency and quasistatic divergence
Indian Institute of Technology Delhi（印度理工学院德里分校）；Okinawa Institute of Science and Technology (OIST)（冲绳科学技术大学院大学）；ICTP – The Abdus Salam International Centre for Theoretical Physics（阿卜杜斯·萨拉姆国际理论物理中心）；Scuola Internazionale Superiore di Studi Avanzati（国际高等研究院）；Institute of Physics & Astronomy, University of Potsdam（波茨坦大学物理与天文学研究所）
