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.     

Retainability of canonical distributions for a Brownian particle controlled by a time-dependent harmonic potential

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 Brownian particle is controlled by a timedependent harmonic potential and embedded in a medium whose temperature is tuned together with the potential stiffness to keep a constant effective temperature of the Brownian particle. We find that the canonical distributions are usually retainable for both the overdamped and underdamped situations in the former case. However, the canonical distributions are retainable merely for the overdamped situation in the latter case. We also investigate general time-dependent potentials beyond the harmonic form and find that the retainability of canonical distributions depends sensitively on the specific form of potentials.     

A simple and effective Verlet-type algorithm for simulating Langevin dynamics

We present a revision to the well known Störmer–Verlet algorithm for simulating second order differential equations. The revision addresses the inclusion of linear friction with associated stochastic noise, and we analytically demonstrate that the new algorithm correctly reproduces diffusive behaviour of a particle in a flat potential. For a harmonic oscillator, our algorithm provides the exact Boltzmann distribution for any value of damping, frequency and time step for both underdamped and overdamped behaviour within the usual stability limit of the Verlet algorithm. Given the structure and simplicity of the method, we conclude that this approach can trivially be adapted for contemporary applications, including molecular dynamics with extensions such as molecular constraints.     

Approach to the quantum evolution for underdamped, critically damped, and overdamped driven harmonic oscillators using unitary transformation

Exact solution of the Schrödinger equation is derived for underdamped, critically damped, and overdamped harmonic oscillators with a driving force. A unitary operator transforming Hamiltonian into a simple form is introduced. The transformed Hamiltonian, represented in terms of a modified frequency ω, is identical with the Hamiltonian of the standard harmonic oscillator for the underdamped oscillator, with the Hamiltonian of a free particle for the critically damped oscillator, and with the Hamiltonian of a system with a harmonic parabolic potential for the overdamped oscillator. The eigenvalues of underdamped oscillator are discrete while those of the critically damped and the overdamped oscillators are continuous.     

Intrawell relaxation of overdamped Brownian particles

We consider an overdamped Brownian particle in a well. When the particle escapes, it does so as an instanton, i.e., in one run and without dwelling anywhere on the way from the bottom of the well to the top of the barrier. For a sufficiently steep slope the instanton time equals the time it takes the particle to deterministically slide down the same slope. We show that the instanton time is also the relaxation time for the escape rate after the barrier changes shape.     

Disorder induced diffusive transport in ratchets

The effects of quenched disorder on the overdamped motion of a driven particle on a periodic, asymmetric potential are studied. While for the unperturbed potential the transport is due to a regular drift, the quenched disorder induces a significant additional chaotic "diffusive" motion. Possible applications to experiments in nanoscale surfaces and particle separation are discussed.     

Rotation in an asymmetric multidimensional periodic potential due to colored noise

We analyze the motion of an overdamped classical particle in a multidimensional periodic potential, driven by an external noise. We demonstrate that in the steady state the presence of temporal correlations in the noise and spatial asymmetry within a period of the potential could lead to particle rotation. The rotation is a direct consequence of a change in the sign of the noise-induced drift motion in each dimension. By choosing different potentials, we can generate a variety of flow patterns from laminar drifts to rotations.     

Continuum limit of single-electron tunneling

We consider the continuum limit of the standard model for treating single-electron tunneling (SET) of electrons through a one-dimensional array of tunnel junctions. We show that the formalism reduces to the computation of the motion of overdamped particles undergoing potential gradient flow, with the potential being given by the full interacting free energy of the electrons in the system. We show that the tunneling coefficients in the SET model can be re-interpreted in terms of a diffusion coefficient and a temperature and that therefore the SET problem reduces to a fully self-consistent treatment of overdamped particle diffusion.     

Particle transport in space-periodic potentials in underdamped systems

We consider the motion of an underdamped Brownian particle in a tilted periodic potentialin a wide temperature range. Based on the previous data and the new simulation results weshow that the underdamped motion of particles in space-periodic potentials can beconsidered as overdamped motion in the velocity space in the effective double-wellpotential. Simple analytic expressions for the particle mobility and diffusion coefficientare derived with the use of the presented model. These accurately match numericalsimulation results.     

Gaussian models for the distribution of Brownian particles in tilted periodic potentials The limit of high barriers

We present two Gaussian approximations for the time-dependent probability density function (PDF) of an overdamped Brownian particle moving in a tilted periodic potential. We assume high potential barriers in comparison with the noise intensity. The accuracy of the proposed approximated expressions for the time-dependent PDF is checked with numerical simulations of the Langevin dynamics. We found a quite good agreement between theoretical and numerical results at all times.     

The equation of motion for the trajectory of a circling particle with an overdamped circle center

Inspired by biological microorganisms swimming in circles in liquid with low Reynolds number, I developed the dynamic theory for computing the helical trajectory of a circling particle with an overdamped circle center. The equation of motion for the circling particle is a hybrid equation of deterministic terms and stochastic terms. Observing the motion of a swimming microorganism, I found the strength of stochastic fluctuations should be much smaller than that governs deterministic dynamics. This dynamic theory predicts a nonlinear transverse motion perpendicular to the direction of external force. Both the living microorganism and artificial circling particle are applicable for an experimental check of this prediction. For the convenience of easy theoretical research, I further derived the probability conservation equations based on this dynamic theory both in two-dimensional and three-dimensional space.     

Thermodynamics of a colloidal particle in a time-dependent nonharmonic potential

We study the motion of an overdamped colloidal particle in a time-dependent nonharmonic potential. We demonstrate the first lawlike balance between applied work, exchanged heat, and internal energy on the level of a single trajectory. The observed distribution of applied work is distinctly non-Gaussian in good agreement with numerical calculations. Both the Jarzynski relation and a detailed fluctuation theorem are verified with good accuracy.     

Weak disorder strongly improves the selective enhancement of diffusion in a tilted periodic potential

The diffusion of an overdamped Brownian particle in a tilted periodic potential is known to exhibit a pronounced enhancement over the free thermal diffusion within a small interval of tilt values. Here we show that weak disorder in the form of small, time-independent deviations from a strictly spatially periodic potential may further boost this diffusion peak by orders of magnitude. Our general theoretical predictions are in excellent agreement with experimental observations.     

Mobility in a periodic potential: A simple derivation

A simple derivation is given for the mobility of Brownian particles in a periodic potential in the overdamped regime. The method makes use of the fact that the steady state current density, in response to a uniform external force, is uniform in space and can be expressed as a product of the particle density and mean velocity field. To lowest order in the external force, the particle density is given by the equilibrium density in the absence of the external force.     

Dynamical properties of an asymmetric bistable system with quantum fluctuations in the strong-friction limit

The dynamical properties of an overdamped Brownian particle moving in an asymmetric bistable system with quantum fluctuations are investigated. Within the strong-friction limit (the quantum Smoluchowski regime), the analytic expression for the relaxation time of the system is derived by means of the projection-operator method, in which the effects of the memory kernels are taken into account. Based on the relaxation time, we consider both the overdamped quantum case and its classical counterpart.In these contexts, the effects of the quantum fluctuations and the asymmetry of the potential are discussed. It is found that: (i) The quantum effects in an asymmetric bistable system on time scales of the relaxation process are more prominent for lower temperatures and smaller asymmetries of the potential. (ii) The quantum effects speed up the rate of fluctuation decay of the state-space variable for lower temperatures. (iii) The asymmetry of the potential first slows down the rate of fluctuation decay of the state-space variable and then increases it.     

Effect of Asymmetry in a Bistable System Subject to Multiplicative Colored Noise

By the method of the stochastic energetics, we investigate the stochastic resonance (SR) phenomenon of an overdamped Brown particle in an asymmetric bistable potential, driven by external periodical signal and multiplicative noise. The expressions have been obtained for the quasi-steady-state probability distribution function. It is found that the input energy (IE) pumped into the system by the external driving shows an SR-like behavior as a function of the noise strength, whereas the IE turns to be a monotonic function of the correlation time of the noise. The effect of potential asymmetry is also studied on SR and IE.     

过阻尼谐振子的随机共振

研究了由交叉相关高斯白噪声驱动的过阻尼谐振子的随机共振,其中加法噪声被周期信号所调制,运用平稳关联函数的傅里叶变换,导出了过阻尼谐振子随机模型信噪比的精确表达式.结果揭示:在过阻尼谐振子的随机模型中存在二类随机共振.一类随机共振表现为信噪比随乘法噪声强度Q变化的曲线存在共振峰,另一类随机共振表现为信噪比随振子频率ω变化的曲线存在共振峰.大幅度改变信号频率Ω值的大小,信噪比随乘法噪声强度Q变化的曲线有单峰,一峰一谷和单调变化三种不同的形式.     

Activated escape of periodically driven systems

We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the activation energy of escape depends linearly on the force amplitude. This dependence is described by the logarithmic susceptibility, which is analyzed theoretically and through analog and digital simulations. A closed-form explicit expression for the escape rate of an overdamped Brownian particle is presented and shown to be in quantitative agreement with the simulations. We also describe experiments on a Brownian particle optically trapped in a double-well potential. A suitable periodic modulation of the optical intensity breaks the spatio-temporal symmetry of an otherwise spatially symmetric system. This has allowed us to localize a particle in one of the symmetric wells. (c) 2001 American Institute of Physics.