Subordination scenario of the Cole-Davidson relaxation

The non-exponential relaxation is shown to result from the temporal subordination of an initial, exponentially decaying state by inverse tempered α-stable processes. In contrast to the ordinary α-stable processes the tempered α-stable ones are characterized by the finiteness of their moments. This approach establishes a direct link between the Cole-Cole and the Cole-Davidson relaxation laws.     

Fick's law and Fokker-Planck equation in inhomogeneous environments

In inhomogeneous environments, the correct expression of the diffusive flux is not always given by the Fick's law Γ=−D∇n. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck equation (FPE). The microscopic dynamics of each specific system may affect the form of the FPE, either establishing connections between the diffusion and the convection term, as well as providing supplementary terms. In particular, the Fick's form for the diffusion equation may arise only in consequence of a specific kind of microscopic dynamics. It is also shown how, in the presence of sharp inhomogeneities, even the hydrodynamic FPE limit may becomes inaccurate and mask some features of the true solution, as computed from the Master equation.     

Exact solutions for a diffusion equation with a nonlinear external force

This work is devoted to investigate the solutions of the one-dimensional diffusion equation by taking the nonlinear external force F(x,t;ρ)=−k(t)x+K/x+κx|x|^α−1η[ρ(x,t)] into account. Our investigation is first performed by considering the case α=0 and η=1, which results in a Burgers like equation with a spatial and time dependent external force. After, we consider the case α≠0 and η=α+1 and show that the solution found may be expressed in terms of the q-exponential functions present in the Tsallis formalism. In addition, we also discuss the stationary solution for α and η arbitraries.     

SQUID ratchets: basics and experiments

Superconducting quantum interference devices (SQUIDs) are very well suited for experimental investigations of ratchet effects. This is due to the periodicity of the Josephson coupling energy with respect to the phase difference δ of the superconducting macroscopic wave function across a Josephson junction. We show first that, within the resistively and capacitively shunted junction model, the equation of motion for δ is equivalent to the motion of a particle in the so-called tilted washboard potential, and we derive the conditions which have to be satisfied to build a ratchet potential based on asymmetric dc SQUIDs. We then present results from numerical simulations and experimental investigations of dc SQUID ratchets with critical-current asymmetry under harmonic excitation (periodically rocking ratchets). We discuss the impact of important properties like damping or thermal noise on the operation of SQUID ratchets in various regimes, such as adiabatically slow or fast nonadiabatic excitation. Received: 22 November 2001 / Accepted: 14 January 2002 / Published online: 22 April 2002     

Anomalous mobility and current reversals in inertial deterministic ratchets

We analyze the transport properties of inertial deterministic rocking ratchets in the presence of an external constant force. For small values of this load, we can obtain a positive current for a negative load, and vice versa. This phenomenon, in which the direction of the current is opposed to the sign of the external force, is a signature of anomalous negative mobility. We show that this anomalous mobility is possible in the deterministic case, and explain this phenomenon as current reversals associated to bifurcations in an inertial deterministic rocking ratchet in the presence of an external load.     

Investigation on a temporal asymmetric oscillating temperature ratchet

We study the directed motion of Brownian particles in a periodic potential due to a periodically oscillating temperature of the thermal environment. The steady average velocity of Brownian particles is evaluated by using the Langevin simulation. The features of current are discussed in detail. The results obtained here show that the periodically oscillating temperature produces a directed transport of the particles in a ratchet system and that through changing some parameters of this system, the magnitude and direction of transport can be controlled. Moreover, it is found that the temporal symmetric temperature oscillation may not be the best choice and the mode of temperature oscillation can be optimized.     

Transport in a ratchet with spatial disorder and time-delayed feedback

A Brownian motor with Gaussian short-range correlated spatial disorder and time-delayed feedback is investigated. The effects of disorder intensity, correlation strength and delay time on the transport properties of an overdamped periodic ratchet are discussed for different driving force. For small driving force, the disorder intensity can induce a peak in the drift motion and a linear increasing function in diffusion motion. For large driving force, the disorder intensity can suppress the drift motion but enhance the diffusion motion. For both small and large driving forces, the correlation strength of the spatial disorder can enhance the drift motion but suppress the diffusion motion. While the delay time can reduce the drift motion to a small value and enhance the diffusion motion to a large value. The drift motion increases as the driving force increases. However, the diffusion motion is either decreases or only increases slightly when the driving force increases.     

Stochastic resonance in a bistable system with time-delayed feedback and non-Gaussian noise

The phenomenon of stochastic resonance in a bistable system with time-delayed feedback driven by non-Gaussian noise is investigated. Combining the small time delay approximation, the path-integral approach and the unified colored noise approximation, a general approximate Fokker–Planck equation of a stochastic system is obtained. The effects of the parameter q indicating the departure from the Gaussian noise, the delay time τ  , and the correlation time τ₀${\tau }_0$ of the non-Gaussian noise on the quasi-steady-state probability distribution function (SPD) and the signal-to-noise ratio (SNR) are discussed. It is found that the number of peaks in SPD and the reentrant transition between one peak and two peaks and then to one peak again in the curve of SNR depends on the parameter q, the delay time τ  , and the noise correlation time τ₀${\tau }_0$.     

Stochastic resonance and heat fluctuations in a driven double-well system

We study a periodically driven (symmetric as well as asymmetric) double-well potential system at finite temperature. We show that mean heat loss by the system to the environment (bath) per period of the applied field is a good quantifier of stochastic resonance. It is found that the heat fluctuations over a single period are always larger than the work fluctuations. The observed distributions of work and heat exhibit pronounced asymmetry near resonance. The heat loss over a large number of periods satisfies the conventional steady-state fluctuation theorem.     

Dumbbell transport and deflection in a spatially periodic potential

We present theoretical results on the deterministic and stochastic motion of a dumbbell carried by a uniform flow through a three-dimensional spatially periodic potential. Depending on parameters like the flow velocity, there are two different kinds of movement: transport along a potential valley and a stair-like motion oblique to the potential trenches. The crossover between these two regimes, as well as the deflection angle, depend on the size of the dumbbell. Moreover, thermal fluctuations cause a resonance-like variation in the deflection angle as a function of the dumbbell extension.     

Results for a fractional diffusion equation with a nonlocal term in spherical symmetry

We obtain time dependent solutions for a fractional diffusion equation containing a nonlocal term by considering the spherical symmetry and using the Green function approach. The nonlocal term incorporated in the diffusion equation may also be related to the spatial and time fractional derivative and introduces different regimes of spreading of the solution with the time evolution. In addition, a rich class of anomalous diffusion processes may be described from the results obtained here.     

Performance characteristics of an irreversible thermally driven Brownian microscopic heat engine

Brownian particles moving in a spatially asymmetric but periodic potential (ratchet), with an external load force and connected to an alternating hot and cold reservoir, are modeled as a microscopic heat engine, referred to as the Brownian heat engine. The heat flow via both the potential energy and the kinetic energy of the particles are considered simultaneously. The forward and backward particle currents are determined using an Arrhenius' factor. Expressions for the power output and efficiency are derived analytically. The maximum power output and efficiency are calculated. It is expounded that the Brownian heat engine is always irreversible and its efficiency cannot approach the efficiency η_C of the Carnot heat engine even in quasistatic limit. The influence of the main parameters such as the load, the barrier height of the potential, the asymmetry of the potential and the temperature ratio of the heat reservoirs on the performance of the Brownian heat engine is discussed in detail. It is found that the Brownian heat engines may be controlled to operate in different regions through variation of some parameters.     

Thermal convection in a rotating layer of a magnetic fluid

We consider Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion. Provided a supercritical supply of energy, these particles are able to move in a “high velocity” or active mode, which allows them to move also against the gradient of an external potential. We investigate the critical energetic conditions of this self-driven motion for the case of a linear potential and a ratchet potential. In the latter case, we are able to find two different critical conversion rates for the internal energy, which describe the onset of a directed net current into the two different directions. The results of computer simulations are confirmed by analytical expressions for the critical parameters and the average velocity of the net current. Further, we investigate the influence of the asymmetry of the ratchet potential on the net current and estimate a critical value for the asymmetry in order to obtain a positive or negative net current. Received 20 September 1999     

Stretched-Gaussian asymptotics of the truncated Lévy flights for the diffusion in nonhomogeneous media

The Lévy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable diffusion coefficient, is solved in the diffusion limit. That solution resolves itself to the stretched Gaussian when the order parameter μ→2. The truncation of the Lévy flights, in the exponential and power-law form, is introduced and the corresponding random walk process is simulated by the Monte Carlo method. The stretched Gaussian tails are found in both cases. The time which is needed to reach the limiting distribution strongly depends on the jumping rate parameter. When the cutoff function falls slowly, the tail of the distribution appears to be algebraic.     

Mobility in a one-dimensional disorder potential

In this article the one-dimensional, overdamped motion of a classical particle is considered, which is coupled to a thermal bath and is drifting in a quenched disorder potential. The mobility of the particle is examined as a function of temperature and driving force acting on the particle. A framework is presented, which reveals the dependence of mobility on spatial correlations of the disorder potential. Mobility is then calculated explicitly for new models of disorder, in particular with spatial correlations. It exhibits interesting dynamical phenomena. Most markedly, the temperature dependence of mobility may deviate qualitatively from Arrhenius formula and a localization transition from zero to finite mobility may occur at finite temperature. Examples show a suppression of this transition by disorder correlations.Dedicated to Professor H. Wagner on the occasion of his 60th birthday     

Derivation of diffusion coefficient of a Brownian particle in tilted periodic potential from the coordinate moments

In this research, diffusion of an overdamped Brownian particle in the tilted periodic potential is investigated. Using the one-dimensional hopping model, the formulations of the mean velocity VN and effective diffusion coefficient DN of the Brownian particle have been obtained [B. Derrida, J. Stat. Phys. 31 (1983) 433]. Based on the relation between the effective diffusion coefficient and the moments of the mean first passage time, the formulation of effective diffusion coefficient Deff of the Brownian particle also has been obtained [P. Reimann, et al., Phys. Rev. E 65 (2002) 031104]. In this research, we'll give another analytical expression of the effective diffusion coefficient Deff from the moments of the particle's coordinate.     

Stochastic resonance, reverse-resonance, and resonant activation induced by a multi-state noise

In this paper, we investigate the periodic response for a linear system driven by a multiplicative multi-state noise (which is composed of the multiplication of two dichotomous noises) to an input temporal oscillatory signal, and the escape of Brownian particles over the fluctuating potential barrier for a system with a piece-wise linear potential and driven by an additive multi-state noise (which is also composed of the multiplication of two dichotomous noises). For the first system, we get the stochastic resonance phenomenon for the amplitude of the periodic response vs. the two dichotomous noise strengths, and the phenomenon of reverse-resonance for the amplitude of the periodic response vs. k, which represents the asymmetry degree of the dichotomous noises. For the second system, we obtain the resonant activation phenomenon, for which the mean first passage time of the Brownian particles over the fluctuating potential barrier shows a minimum as the function of the transition rates of the multi-state noise.     

Deterministic escape of a dimer over an anharmonic potential barrier

In the present paper we consider the deterministic escape dynamics of a dimer from a metastable state over an anharmonic potential barrier. The underlying dynamics is conservative and noiseless and thus, the allocated energy has to suffice for barrier crossing. The two particles comprising the dimer are coupled through a spring. Their motion takes place in a two-dimensional plane. Each of the two constituents for itself is unable to escape, but as the outcome of strongly chaotic coupled dynamics the two particles exchange energy in such a way that eventually exit from the domain of attraction may be promoted. We calculate the corresponding critical dimer configuration as the transition state and its associated activation energy vital for barrier crossing. It is found that there exists a bounded region in the parameter space where a fast escape entailed by chaotic dynamics is observed. Interestingly, outside this region the system can show Fermi resonance which, however turns out to impede fast escape.     

Pulsed-field separation of particles in a microfluidic device

We demonstrate the proof-of-principle of a new separation concept for micrometer-sized particles in a structured microfluidic device. Under the action of externally applied, periodic voltage-pulses two different species of like-charged polystyrene beads are observed to simultaneously migrate into opposite directions. Based on a theoretical model of the particle motion in the microdevice that shows good agreement with the experimental measurements, the underlying separation mechanism is identified and explained. Potential biophysical applications, such as cell sorting, are briefly addressed.