The Brownian motion of a harmonically bound quantum particle and coupled to a harmonic quantum bath is exactly solvable. At low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. This happens when a cloud of bath modes around the particle is formed. Equilibrium thermodynamics for particle plus bath together, does not imply standard thermodynamics for the particle itself at low T. Various formulations of the second law are then invalid. First, the Clausius inequality can be violated. Second, when the width of the confining potential is suddenly changed, there occurs a relaxation to equilibrium during which the rate of entropy production is partly negative. Third, for non-adiabatic changes of system parameters the rate of energy dissipation can be negative, and, out of equilibrium, cyclic processes are possible which extract work from the bath. Conditions are put forward under which perpetuum mobile of the second kind, having several work extraction cycles, enter the realm of condensed matter physics.
Brownian motion with coordinate dependent damping and diffusivity is ubiquitous. Understanding equilibrium of a Brownian particle with coordinate dependent diffusion and damping is a contentious area. In this paper, we present an alternative approach based on already established methods to this problem. We solve for the equilibrium distribution of the over-damped dynamics using Kramers-Moyal expansion. We compare this with the over-damped limit of the generalized Maxwell-Boltzmann distribution. We show that the equipartition of energy helps recover the Stokes-Einstein relation at constant diff…
We show that Brownian motion of a one-dimensional domain wall in a large but finite system yields a $ω^{-3/2}$ power spectrum. This is successfully applied to the totally asymmetric simple exclusion process (TASEP) with open boundaries. An excellent agreement between our theory and numerical results is obtained in a frequency range where the domain wall motion dominates and discreteness of the system is not effective.
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…
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
We investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable for space- and time-dependent external force fields. We study these models for the cases of gravity and harmonic traps. In particular, we derive a generalized barometric formula for interacting active Brownian particles under gravity that is valid for low to high concentrations and activities of the particles. Furthermore, we show that one can use an external …
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such that the motion can be described by the equation yielding 1/f spectrum in a broad range of frequencies. The inhomogeneous environment can be a result, for example, of a linear potential affecting the Brownian particle together with the medium where steady state heat transfer is present due to the difference of temperatures at the ends of the medium. The correl…
Classical arcsine law states that fraction of occupation time on the positive or the negative side in Brownian motion does not converge to a constant but converges in distribution to the arcsine distribution. Here, we consider how a preparation of the system affects the arcsine law, i.e., aging of the arcsine law. We derive aging distributional theorem for occupation time statistics in Brownian motion, where the ratio of time when measurements start to the measurement time plays an important role in determining the shape of the distribution. Furthermore, we show that this result can be general…
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian $B_t$ starting from the origin, and evolving during time $T$, one considers the following three observables: (i) the duration $t_+$ the process is positive, (ii) the time $t_{\rm last}$ the process last visits the origin, and (iii) the time $t_{\rm max}$ when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name of arcsine laws. We show how these laws change for fractional Brownian motion…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of alternating renewal processes to study a relaxation function which is expressed with an integral of the diffusivity over time. This relaxation function can be related to a position correlation function if the particle is in a harmonic potential, and to the self-intermediate scattering function if the potential force is absent. It is theoretically shown that,…
We consider a time-dependent quantum linear oscillator coupled to a bath at an arbitrary strength. We then introduce a generalized Jarzynski equality (GJE) which includes the terms reflecting the system-bath coupling. This enables us to study systematically the coupling effect on the linear oscillator in a non-equilibrium process. This is also associated with the second law of thermodynamics beyond the weak-coupling limit. We next take into consideration the GJE in the classical limit. By this generalization we show that the Jarzynski equality in its original form can be associated with the se…
The problem of possible violation of the second law of thermodynamics is discussed. It is noted that the task of the well known challenge to the second law called Maxwell's demon is put in order a chaotic perpetual motion and if any ordered (non-chaotic) Brownian motion exists then the second law can be broken without this hypothetical intelligent entity. The postulate of absolute randomness of any Brownian motion saved the second law in the beginning of the 20th century when it was realized as perpetual motion. This postulate can be proved in the limits of classical mechanics but is not corre…
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…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical applications as a standard reference point for non-equilibrium dynamics. We describe a perturbation expansion allowing us to evaluate many non-trivial observables analytically: We generalize the celebrated three arcsine-laws of standard Brownian motion. The functionals are: (i) the fraction of time the process remains positive, (ii) the time when the process la…
We initially prepare a quantum linear oscillator weakly coupled to a bath in equilibrium at an arbitrary temperature. We disturb this system by varying a Hamiltonian parameter of the coupled oscillator, namely, either its spring constant or mass according to an arbitrary but pre-determined protocol in order to perform external work on it. We then derive a closed expression for the reduced density operator of the coupled oscillator along this non-equilibrium process as well as the exact expression pertaining to the corresponding quasi-static process. This immediately allows us to analytically d…
The classical theory of Brownian motion rests on fundamental laws of statistical mechanics, such as the equipartition theorem and the fluctuation-dissipation theorem, which are not applicable in non-isothermal situations. We derive the generalized fluctuation-dissipation relations and Langevin equations governing such non-isothermal Brownian motion, including explicit results for the frequency-dependent noise temperature and Brownian thermometry far from equilibrium.
The Brownian motion of a single particle is a paradigmatic model of the nonequilibrium dynamics of dissipative systems. In the system-plus-reservoir approach, one can derive the particle's equations of motion from the reversible dynamics of the system coupled to a bath of oscillators representing its thermal environment. However, extending the system-plus-reservoir approach to multiple particles in a collective environment is not straightforward, and conflicting models have been proposed to that end. Here, we set out to reconcile some aspects of the nonlinear and the bilinear models of two Bro…
Active Brownian engines rectify energy from reservoirs composed of self-propelling non-equilibrium molecules into work. We consider a class of such engines based on an underdamped Brownian particle trapped in a power-law potential. The energy they transform has thermodynamic properties of heat only if the non-equilibrium reservoir can be assigned a suitable effective temperature consistent with the second law and thus yielding an upper bound on the engine efficiency. The effective temperature exists if the total force exerted on the particle by the bath is not correlated with the particle posi…
Brownian information engines can extract work from thermal fluctuations by utilizing information. So far, the studies on Brownian information engines consider the system in a thermal bath; however, many processes in nature occur in a nonequilibrium setting, such as the suspensions of self-propelled microorganisms or cellular environments called an active bath. Here, we introduce an archetypal model for Maxwell-demon type cyclic Brownian information engine operating in a Gaussian correlated active bath. The active engine can extract more work than its thermal counterpart, exceeding the bound se…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation time the power-law correlations between the increments of fractional Brownian motion. Here, we investigate such tempered fractional Brownian motion confined to a finite interval by reflecting walls. Specifically, we explore how the tempering of the long-time correlations affects the strong accumulation and depletion of particles near reflecting bounda…
We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that interact via inverse-power-law pair potentials, which serve as good reference models for dense atomic or colloidal materials. Based on our simulation data, we present an empirical expression that semi-quantitatively describes the "atomic" to "colloidal" diffusivity mapping for inverse-power-law fluids, but also for model complex fluids with considerably softer (s…
The range of validity of the semiclassical Smoluchowski equation derived recently by Coffey et al is discussed. The analysis is based on the quantum Smoluchowski equation derived by the present author before. A quantum generalization of the Einstein law of Brownian motion is also obtained.
The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of diffusion-controlled reactions of charged molecules or escape of Brownian particles over a time-dependent entropic barrier at the end of a biological pore. We present a simple asymptotic theory which yields the long-time behavior of both the survival probability (first-passage properties) and the moments of the particle position (dynamics). The asymptotic survival probability,…
We develop solvable models of large-$N$ hybrid quantum circuits on qubits and fermions with long-range power-law interactions and continuous local monitoring, which provide analytical access to the entanglement phase diagram and error-correcting properties of many-body entangled non-equilibrium states generated by such dynamics. In one dimension, the long-range coupling is irrelevant for $α>3/2$, where $α$ is the power-law exponent, and the models exhibit a conventional measurement-induced phase transition between volume- and area-law entangled phases. For $1/2<α<3/2$ the long-range coupling b…
