Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: Noncharacteristic case

We consider the dynamics of a Brownian particle given by the Langevin equation in a strip, under the effects of a deterministic force. The trajectories of particles originate at a source whose spatial location in the phase space coincides with the location of adsorbing boundaries. This leads to singular behavior of trajectories in the high-friction limit. We use the half-range expansion technique and systematic asymptotics to solve a boundary value problem for the Fokker-Planck operator and to calculate the steady-state transition probability density, the mean time to absorption, and the distribution of exit points. We do not make assumptions about other parameters in the problem except that they areO(1) relative to the friction coefficient. We calculate explicitly the correct location of the Milne-type extrapolation for absorbing boundary conditions for the Smoluchowski approximation to the Langevin equation.     

A Fleming–Viot Particle Representation¶of the Dirichlet Laplacian

We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domain D is killed; at the same time, a different particle splits into two particles. For large N, the particle distribution density converges to the normalized heat equation solution in D with Dirichlet boundary conditions. The stationary distributions converge as N→∞ to the first eigenfunction of the Laplacian in D with the same boundary conditions. Received: 11 November 1999 / Accepted: 19 May 2000     

Simultaneous Brownian motion of N particles in a temperature gradient

A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system with internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of nonequilibrium thermodynamics, one then easily obtains the Fokker-Planck equation for simultaneous Brownian motion of N particles in a temperature gradient. This equation accounts for couplings in the motion as a result of hydrodynamic interactions between particles.     

温库边界对布朗热机性能的影响

研究了单势垒锯齿势中,布朗粒子在外力和空间周期温度场作用下构成的布朗热机的热力学性能.考虑布朗粒子动能变化以及高、低温库之间热漏引起的热流.用Smoluchowski方程描述粒子在黏性介质中的动力学特性,推导出高、低温库的热流以及热机功率和效率的解析表达式.通过数值计算分析势垒高度、外力和温库边界对热机性能的影响.研究表明:由于动能变化和热漏引起的不可逆热流的存在,布朗热机为不可逆热机,热机的功率效率特性为一闭合的关系曲线;势垒边界与温库边界重合时,热机的功率达到最大值;通过改变温库边界的位置,可以在一定范围内提高热机的效率,但同时减小了热机的输出功率.     

Transport as a consequence of state-dependent diffusion

Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term [M. Büttiker,Z. Phys. B 68:161 (1987)]. A specific example of this behavior [N. G. van Kampen,IBM J. Res. Dev. 32:107 (1988); R. Landauer,J. Stat. Phys. 53:233 (1988).] is the motion of overdamped particles in a ring subject to a nonuniform temperature field. When the drift and the temperature, which are periodic with a period equal to the ring circumference, are not in phase a noise-induced circulating current results.This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

Non-Equilibrium Dynamics of Dyson’s Model with an Infinite Number of Particles

Dyson’s model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant β/2. We give sufficient conditions for initial configurations so that Dyson’s model with β = 2 and an infinite number of particles is well defined in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The class of infinite-dimensional configurations satisfying our conditions is large enough to study non-equilibrium dynamics. For example, we obtain the relaxation process starting from a configuration, in which every point of \mathbbZ{\mathbb{Z}} is occupied by one particle, to the stationary state, which is the determinantal point process with the sine kernel.     

Navier–Stokes Limit for a Thermal Stochastic Lattice Gas

We study a stochastic particle system on the lattice whose particles move freely according to a simple exclusion process and change velocities during collisions preserving energy and momentum. In the hydrodynamic limit, under diffusive space-time scaling, the local velocity field u satisfies the incompressible Navier–Stokes equation, while the temperature field solves the heat equation with drift u. The results are also extended to include a suitably resealed external force.     

Near-surface Brownian motor with synchronously fluctuating symmetric potential and applied force

A model is suggested which accounts for the unidirectional surface-parallel motion of a Brownian particle under the action of fluctuating surface-inclined unbiased external force. The surface-normal force component induces amplitude fluctuations of the symmetric periodic near-surface potential, whereas the surface-parallel component makes the particle move along the surface. The combined effect of synchronous fluctuations of the symmetric potential and the applied force leads to the longitudinal drift of the particle. It is shown that the temperature dependence of the motor velocity is nonmonotonic, with the maximum governed by the range of the near-surface potential.     

Drift velocity in the necklace model for reptation in a two-dimensional square lattice

We report the chain dynamics in the necklace model that mimics the reptation of a chain of N particles in a two-dimensional square lattice. We focus on the drift velocity under an applied static field. The characteristics of the model allow us to determine the effects of the forces on the chains and the resulting mechanisms that affect the drift velocity. Results obtained through Monte Carlo simulations were analyzed and discussed and distinct regimes as a function of the force strength and N were identified. We found that for small total applied forces, the drift velocity scales as 1/N. When the applied force to every particle is small but the total applied force is not, the tube deforms in such a way that the drift velocity does not depend on N. Large forces, applied to every particle, can straight chains such that the distance between the chain ends increases faster than the number of particles. Also, large forces can deform the chain within the tube what is directly related to a decrease of the drift velocity.     

双稳系统的随机能量共振和作功效率

分析了处于双稳系统中的布朗粒子与外界的周期性外力和热随机力的功、热交互作用,建立了基于Langevin方程的随机能量平衡方程.围绕着受周期力、随机力和阻尼力共同作用的Langevin方程,采用动力学和非平衡热力学相结合的方法,从以"力"为立足点转到以"能量"为研究核心,深入分析了布朗粒子沿单一轨线运动时系统与环境之间的能量交换和作功效率,揭示了双稳系统的随机能量共振现象. 关键词： 双稳系统 随机能量共振 作功效率     

A Counter Example to Cercignani’s Conjecture for the <Emphasis Type="Italic">d</Emphasis> Dimensional Kac Model

Kac’s d dimensional model gives a linear, many particle, binary collision model from which, under suitable conditions, the celebrated Boltzmann equation, in its spatially homogeneous form, arise as a mean field limit. The ergodicity of the evolution equation leads to questions about the relaxation rate, in hope that such a rate would pass on the Boltzmann equation as the number of particles goes to infinity. This program, starting with Kac and his one dimensional ‘Spectral Gap Conjecture’ at 1956, finally reached its conclusion in the Maxwellian case in a series of papers by authors such as Janvresse, Maslen, Carlen, Carvalho, Loss and Geronimo, but the hope to get a limiting relaxation rate for the Boltzmann equation with this linear method was already shown to be unrealistic (although the problem is still important and interesting due to its connection with the linearized Boltzmann operator). A less linear approach, via a many particle version of Cercignani’s conjecture, is the grounds for this paper. In our paper, we extend recent results by the author from the one dimensional Kac model to the d dimensional one, showing that the entropy-entropy production ratio, Γ _N , still yields a very strong dependency in the number of particles of the problem when we consider the general case.     

Lattice Boltzmann simulation of the dispersion of aggregated Brownian particles under shear flows

The deformation and breakup processes of a particle-cluster aggregate under shear flows are investigated by the two-phase lattice Boltzmann method. In the simulation the particle is modeled by a hard droplet with large viscosity and strong surface tension. The van der Waals attraction force is taken into account for the interaction between the particles. Also, the Brownian motion is considered for nano-particles. Two important dimensionless parameters are introduced in order to classify calculated results. One is the ratio of fluid force to the maximum inter-particle force, Y, and the other is the Péclet number which is the ratio of the rate of diffusion by a shear flow to the rate of diffusion by Brownian motion. It is found that Y is the key factor in dispersion and that the Brownian motion retards the dispersion.     

Fokker–Planck Equation,Molecular Friction,and Molecular Dynamics for Brownian Particle Transport near External Solid Surfaces

The Fokker–Planck (FP) equation describing the dynamics of a single Brownian particle near a fixed external surface is derived using the multiple-time-scales perturbation method, previously used by Cukier and Deutch and Nienhuis in the absence of any external surfaces, and Piasecki et al. for two Brownian spheres in a hard fluid. The FP equation includes an explicit expression for the (time-independent) particle friction tensor in terms of the force autocorrelation function and equilibrium average force on the particle by the surrounding fluid and in the presence of a fixed external surface, such as an adsorbate. The scaling and perturbation analysis given here also shows that the force autocorrelation function must decay rapidly on the zeroth-order time scale ₀, which physically requires N _Kn1, where N _Kn is the Knudsen number (ratio of the length scale for fluid intermolecular interactions to the Brownian particle length scale). This restricts the theory given here to liquid systems where N _Kn1. For a specified particle configuration with respect to the external surface, equilibrium canonical molecular dynamics (MD) calculations are conducted, as shown here, in order to obtain numerical values of the friction tensor from the force autocorrelation expression. Molecular dynamics computations of the friction tensor for a single spherical particle in the absence of a fixed external surface are shown to recover Stokes' law for various types of fluid molecule–particle interaction potentials. Analytical studies of the static force correlation function also demonstrate the remarkable principle of force-time parity whereby the particle friction coefficient is nearly independent of the fluid molecule–particle interaction potential. Molecular dynamics computations of the friction tensor for a single spherical particle near a fixed external spherical surface (adsorbate) demonstrate a breakdown in continuum hydrodynamic results at close particle–surface separation distances on the order of several molecular diameters.     

Special solutions of the Fokker-Planck transport equation for arbitrary band structures; Mobility and diffusivity in a uniform field of force

A Fokker-Planck equation can be derived from a transition-type transport equation if the transition rates are nearly local in momentum space compared with the inhomogeneity length of the distribution. It is a second-order differential equation, whose coefficients depend on the band structureE(k), the viscosity tensor (k), and the temperatureT. Classical solutions of the Fokker-Planck equation deal with the parabolic band structure of free Brownian particles in a field of force. Mobility and diffusivity are then independent of the applied field. Here the explicit solution for the stationary state and the time-integrated conditional probability will be given in one dimension. This suffices to determine mobility and diffusivity. Assuming = 1, these quantities become independent of the field and the band structure, if the latter is nonperiodic, though the distribution still depends on it. This property even holds in three dimensions fork-independent viscosity tensors. Field-dependent mobility and diffusivity are obtained for ak-dependent viscosity or = 1 and periodic band structures. The latter is demonstrated for the caseE-cosk, which is also related to the noise problem in Josephson junctions.     

Collective Transport of Coupled Brownian Motors with Low Randomness

The transport properties of coupled Brownian motors in rocking ratchet are investigated via solving Langevin equation. By means of velocity, diffusion coefficient, and their ratio （Peclet number）, different features from a single particle have been found. In the regime of low-to-moderate D, the average velocity of elastically coupled Brownian motors is larger than that of a single Brownian particles; the Peclet number of elastically coupled Brownian motors is peaked functions of intensity of noise D but the Peclet number of a single Brownian motor decreases monotonously with the increase of a single Brownian motor. The results exhibit an interesting cooperative behavior between coupled particles subjected to a rocking force, which can generate directed transport with low randomness or high transport coherence in symmetrical periodic potential.     

Kinetic Limit for a System of Coagulating Planar Brownian Particles

We study a model of mass-bearing coagulating planar Brownian particles. The coagulation occurs when two particles are within a distance of order ε. We assume that the initial number of particles N is of order |logε|. Under suitable assumptions of the initial distribution of particles and the microscopic coagulation propensities, we show that the macroscopic particle densities satisfy a Smoluchowski-type equation.     

Hydrodynamics of Brownian particles

When considering the hydrodynamics of Brownian particles, one is confronted to a difficult closure problem. One possibility to close the hierarchy of hydrodynamic equations is to consider a strong friction limit. This leads to the Smoluchowski equation that reduces to the ordinary diffusion equation in the absence of external forces. Unfortunately, this equation has infinite propagation speed leading to some difficulties. Another possibility is to make a Local Thermodynamic Equilibrium (L.T.E) assumption. This leads to the damped Euler equation with an isothermal equation of state. However, this approach is purely phenomenological. In this paper, we provide a preliminary discussion of the validity of the L.T.E assumption. To that purpose, we consider the case of free Brownian particles and harmonically bound Brownian particles for which exact analytical results can be obtained [S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943)]. For these systems, we find that the L.T.E. assumption is not unreasonable and that it can be improved by introducing a time dependent kinetic temperature T_kin(t)=γ(t)T instead of the bath temperature T. We also compare hydrodynamic equations and generalized diffusion equations with time dependent diffusion coefficients.     

外力作用下反馈耦合布朗棘轮的定向输运

本文研究了处于外力作用下双阱棘轮势中两个反馈耦合布朗粒子的定向输运性能. 通过对过阻尼朗之万方程的数值求解, 详细讨论了外力、热噪声与势阱的不对称参数等对耦合布朗粒子的平均速度、 有效扩散系数及Pe数的影响. 研究发现, 平均速度随外力呈周期性的变化规律. 同时耦合系统存在最优噪声强度会使定向输运达到最强. 值得指出的是棘轮系统可通过改变双阱势的结构来获得较强的定向流. 关键词： 耦合布朗棘轮 外力 双阱棘轮势 平均速度     

Diffusive Behavior for Randomly Kicked Newtonian Particles in a Spatially Periodic Medium

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the phase space density, where the average energy of the particle grows linearly in time. Rescaling time, the momentum converges to a Brownian motion, and the position is its time-integral showing superdiffusive scaling with time t ^3/2. The analysis has two parts: (1) to show that the particle spends most of its time at high energy, where the spatial environment is practically invisible; (2) to treat the low energy incursions where the motion is dominated by the deterministic force, with potential drift but where symmetry arguments cancel the ballistic behavior.