Current reversals in an inhomogeneous system with asymmetric unbiased fluctuations

We present a study of the transport of a Brownian particle moving in a periodic symmetric potential in the presence of asymmetric unbiased fluctuations. The particle is considered to move in a medium with periodic space dependent friction. By tuning the parameters of the system, the direction of the current exhibits reversals, both as a function of temperature as well as the amplitude of rocking force. We found that the mutual interplay between the opposite driving factors is the necessary term for current reversals.Received: 11 October 2003, Published online: 9 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.Ey Stochastic processes - 87.10. + e General theory and mathematical aspects     

活性布朗粒子运动的稳态解

拟可积Hamilton系统随机平均法可以用来研究活性布朗粒子运动.介绍了该随机平均法，利用它详细求解了布朗粒子运动的动力学方程，该方程描述了活性布朗粒子在平面上的运动，粒子受到的激励是Gaussian白噪声，受到的阻尼是Schienbein-Gruler速度依赖的磨擦模型.通过与数字模拟和与实验数据的比较，证明所得稳态解正确.对于Rayleigh和Erdamnn速度依赖的磨擦模型，也给出了稳态解. 关键词： 活性布朗粒子 拟可积Hamilton系统随机平均法 可积性 稳态解     

Brownian motion of a classical particle in quantum environment

The Klein–Kramers equation, governing the Brownian motion of a classical particle in a quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.     

Effect of the Noise Correlation Time on the Stationary Current of Brownian Particle in a Spatially Symmetric Periodic Potential

We investigate the noise-induced transport of Brownian particle in a deterministic spatial symmetrical periodic potential driven by colored cross correlation between a multiplicative white noise and an additive white noise. We derive the general formula of the stationary current. Based on numerical computation, we found that directed motion of the Brownian particles can be induced by the correlation time τ of cross correlation between the multiplicative noise and the additive noise and the current reversal and the direction of the current is controlled by the τ.     

Brownian motion at short time scales

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short time scales, Brownian motion of a suspended particle is not completely random, due to the inertia of the particle and the surrounding fluid. Moreover, the thermal force exerted on a particle suspended in a liquid is not a white noise, but is colored. Recent experimental developments in optical trapping and detection have made this new regime of Brownian motion accessible. This review summarizes related theories and recent experiments on Brownian motion at short time scales, with a focus on the measurement of the instantaneous velocity of a Brownian particle in a gas and the observation of the transition from ballistic to diffusive Brownian motion in a liquid.     

Semi-Integral Scheme for Simulation of Langevin Equation with Weak Inertia

A stable and accurate algorithm for simulating massive damped Brownian motion is proposed and discussed. The algorithm, being fully integral for the friction and noise terms and predictor-corrector for the potential force in the Langevin equations, is stable upon changing time step and for various masses of the particle. In particular, the limit of zero inertia can be safely taken, and the algorithm yields naturally the corresponding overdamped case. The steady velocity of a particle moving in a titled periodic potential is calculated and three algorithms are compared.     

Mean-square displacement of a stochastic oscillator: Linear vs quadratic noise

Using the Langevin equations, we calculated the stationary second-order moment (mean-square displacement) of a stochastic harmonic oscillator subject to an additive random force (Brownian motion in a parabolic potential) and to different types of multiplicative noise (random frequency or random damping or random mass). The latter case describes Brownian motion with adhesion, where the particles of the surrounding medium may adhere to the oscillator for some random time after the collision. Since the mass of the Brownian particle is positive, one has to use quadratic (positive) noise. For all types of multiplicative noise considered, replacing linear noise by quadratic noise leads to an increase in stability.     

On the theory of Brownian motion. I. Interaction between Brownian particles

The molecular theory of the Brownian motion of heavy particles in a homogeneous solvent of light particles is extended to cover the case of interactions between the Brownian particles. This will have physical effects in the concentration dependence of the Brownian particle self-diffusion coefficient. A density expansion for the Brownian particle friction coefficient is derived, and an approximation permitting the first density correction to be calculated is suggested.This work, part of research supported by NSF Grant GP-8497, was done under the tenure of a National Science Foundation Senior Postdoctoral Fellowship, and of a sabbatical leave granted by the University of Oregon.     

Stochastic rolling of a rigid sphere in weak adhesive contact with a soft substrate

We study the rolling motion of a small solid sphere on a fibrillated rubber substrate in an external field in the presence of a Gaussian noise. From the nature of the drift and the evolution of the displacement fluctuation of the ball, it is evident that the rolling is controlled by a complex non-linear friction at a low velocity and a low noise strength (K), but by a linear kinematic friction at a high velocity and a high noise strength. This transition from a non-linear to a linear friction control of motion can be discerned from another experiment in which the ball is subjected to a periodic asymmetric vibration in conjunction with a random noise. Here, as opposed to that of a fixed external force, the rolling velocity decreases with the strength of the noise suggesting a progressive fluidization of the interface. A state (K) and rate (V) dependent friction model is able to explain both the evolution of the displacement fluctuation as well as the sigmoidal variation of the drift velocity with K. This research sets the stage for studying friction in a new way, in which it is submitted to a noise and then its dynamic response is studied using the tools of statistical mechanics. Although more works would be needed for a fuller realization of the above-stated goal, this approach has the potential to complement direct measurements of friction over several decades of velocities and other state variables. It is striking that the non-Gaussian displacement statistics as observed with the stochastic rolling is similar to that of a colloidal particle undergoing Brownian motion in contact with a soft microtubule.     

Uphill anomalous transport in a deterministic system with speed-dependent friction coefficient

We investigate the transport of a deterministic Brownian particle theoretically, which moves in simple onedimensional, symmetric periodic potentials under the influence of both a time periodic and a static biasing force. The physical system employed contains a friction coefficient that is speed-dependent. Within the tailored parameter regime, the absolute negative mobility, in which a particle can travel in the direction opposite to a constant applied force, is observed.This behavior is robust and can be maximized at two regimes upon variation of the characteristic factor of friction coefficient. Further analysis reveals that this uphill motion is subdiffusion in terms of localization(diffusion coefficient with the form D(t) ~t~(-1) at long times). We also have observed the non-trivially anomalous subdiffusion which is significantly deviated from the localization; whereas most of the downhill motion evolves chaotically, with the normal diffusion.     

Directional motion, current reversals and mass separation in a symmetrical periodic potential

The transport of a symmetric periodic potential driven by a static bias and correlated noises is investigated for both the over-damped case and the under-damped case. By both theoretical approximation and numerical simulations, we study steady current of an over-damped Brownian particle moving in the potential. It is shown that the symmetric periodic potential driven by a static bias and the correlated noises is simultaneously able to exhibit directional transport, a single current reversal, as well as a double current reversal. For the under-damped case, we examine the dynamic at various inertial strengths by direct simulations of the stochastic differential equations. We specially focus on the influence of inertial term in the particle dynamics for the noise induced, directed current. Different directions of the steady current is found for different masses of the particles, thus an efficient scheme to separate the Brownian particles according to their mass is suggested.     

Constructive influence of noise-flatness in correlation ratchets

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is presented. The phenomenon of multiple current reversals and some topological properties of the hypersurface of zero current in the parameter space of noises are investigated and illustrated by phase diagrams. The conditions for the existence of four current reversals versus the switching rate of nonequilibrium noise are given. An alternative interpretation of the results in terms of cross-correlation between two dichotomous noises is presented.     

Truncated Lévy flights and generalized Cauchy processes

A continuous Markovian model for truncated Lévy flights is proposed. It generalizes the approach developed previously by Lubashevsky et al. [Phys. Rev. E 79, 011110 (2009); Phys. Rev. E 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010)] and allows for nonlinear friction in wandering particle motion as well as saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and, as shown in the paper, individually give rise to a cutoff in the generated random walks meeting the Lévy type statistics on intermediate scales. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method. The obtained numerical data were employed to analyze the statistics of the particle displacement during a given time interval, namely, to calculate the geometric mean of this random variable and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Lévy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Lévy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather than their characteristics individually.     

Energetics of stochastic resonance

In this paper, we discuss the motion of a Brownian particle in a double-well potential driven by a periodic force in terms of energies delivered by the periodic and the noise forces and energy dissipated into the viscous environment. It is shown that, while the power delivered by the periodic force to the Brownian particle is controlled by the strength of the noise, the power delivered by the noise itself is independent of the amplitude and frequency of the periodic force. The implications of this result for the mechanism of stochastic resonance in an equilibrium system is that it is not energy from the noise force which enhances a small periodic force, but rather an increase of energy delivered by the periodic force, regulated by the strength of the noise. We further re-evaluate the frequency dependence of stochastic resonance in terms of energetic terms including efficiency.     

On aggregate structures in a rod-like haematite particle suspension by means of Brownian dynamics simulations

We have investigated aggregation phenomena in a suspension composed of rod-like haematite particles by means of Brownian dynamics simulations. The magnetic moment of the haematite particles lies normal to the particle axis direction and therefore the present Brownian dynamics method takes into account the spin rotational Brownian motion about the particle axis. We have investigated the influence of the magnetic particle–field and particle–particle interactions, the shear rate and the volumetric fraction of particles on the particle aggregation phenomena. Snapshots of aggregate structures are used for a qualitative discussion and the cluster size distribution, radial distribution function and the orientational correlation functions of the direction of particle axis and magnetic moment are the focus for a quantitative discussion. The significant formation of raft-like clusters is found to occur at a magnetic particle–particle interaction strength much larger than that required for a magnetic spherical particle suspension. This is because the rotational Brownian motion has a significant influence on the formation of clusters in a suspension of rod-like particles with a large aspect ratio. An applied magnetic field enhances the formation of raft-like clusters. A shear flow does not have a significant influence on the internal structure of the clusters, but influences the cluster size distribution of the raft-like clusters.     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

Correlation in the velocity of a Brownian particle induced by frictional anisotropy and magnetic field

We study the motion of charged Brownian particles in an external magnetic field. It is found that a correlation appears between the components of particle velocity in the case of anisotropic friction, approaching asymptotically zero in the stationary limit. If magnetic field is smaller compared to the critical value, determined by frictional anisotropy, the relaxation of the correlation is non-oscillating in time. However, in a larger magnetic field this relaxation becomes oscillating. The phenomenon is related to the statistical dependence of the components of transformed random force caused by the simultaneous influence of magnetic field and anisotropic dissipation.     

Brownian Ratchet Driven by a Rocking Forcing with Broken Temporal Symmetry

The ratchet motion of a Brownian particle in a symmetric periodic potential under a rocking force thatbreaks the temporal symmetry is studied. As long as the relaxation time in the thermal background is much shorter thanthe forcing period, the unidirectional transport can be analytically treated. By solving the Fokker-Planck equations, weget an analytical expression of the current. This result indicates that with an appropriate match between the potentialfield, the asymmetric ac force and the thermal noise, a net current can be achieved. The current versus thermal noiseexhibits a stochastic-resonance-like behavior.