Coulomb Friction Driving Brownian Motors

We review a family of models recently introduced to describe Brownian motors under the influence of Coulomb friction, or more general non-linear friction laws. It is known that, if the heat bath is modeled as the usual Langevin equation (linear viscosity plus white noise), additional non-linear friction forces are not sufficient to break detailed balance, i.e. cannot produce a motor effect. We discuss two possibile mechanisms to elude this problem. A first possibility, exploited in several models inspired to recent experiments, is to replace the heat bath's white noise by a "collisional noise", that is the effect of random collisions with an external equilibrium gas of particles. A second possibility is enlarging the phase space, e.g. by adding an external potential which couples velocity to position, as in a Klein-Kramers equation. In both cases, non-linear friction becomes sufficient to achieve a non-equilibrium steady state and, in the presence of an even small spatial asymmetry, a motor effect is produced.     

Brownian motors: Joint effect of non-Gaussian noise and time asymmetric forcing

Previous works have shown that time asymmetric forcing on the one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian motor to both effects simultaneously. Our results have been compared with those obtained for the Gaussian white noise regime in the adiabatic limit. We find that, although the inclusion of the time asymmetry parameter increases the efficiency value up to a certain extent, for the present case this increase is much less appreciable than in the white noise case. We also present a comparative study of the transport coherence in the context of colored noise. Though the efficiency in some cases becomes higher for the non-Gaussian case, the Péclet number is always higher in the Gaussian colored noise case than in the white noise as well as non-Gaussian colored noise cases.     

Stokes' Drift: A Rocking Ratchet

We derive the explicit analytic expression for the Stokes' drift in one dimension in the presence of a dichotomic Markov forcing. For small amplitudes of the forcing, the drift is enhanced, but the enhancement is reduced with increasing frequency of the forcing. On the other hand, a reduction of the drift or even a flux reversal can be induced at larger amplitudes, while the flux is now found to be an increasing function of the perturbation frequency.     

Collective dynamics of two-dimensional coupled Brownian motors

The transport properties of coupled Brownian particles in a two-dimensional rocking ratchet are investigated via Langevin simulation. The results show that the average center-of-mass velocity is multi-peaks function of the frequency of the driving force. Furthermore, in the 2D coupled Brownian motor system there are the collective effect and ratchet behavior, which can switch depending on the frequency of driving force. It turns out that the cooperative effect between the interaction of coupled particles and external rocking driving force facilitates collective directional motion and energy conversion.     

Effects of diversity and coupling on transport properties of globally coupled active Brownian particles

Based on recent work [B. Lindner and E. M., Nicola, Phys. Rev. Lett. 101 (2008) 190603], the transport of N$N$ globally coupled Brownian motors with diversity is investigated. By applying the mean-field approximation, the effects of the diversity disturbance and the coupling strength on the transport of the coupled system are discussed both theoretically and numerically. It is found that the diversity reduces the diffusion dramatically for small bias and increases the diffusion gradually for large bias. The collective motion shows a resonant dependence on the coupling strength in a region of small bias.     

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.     

Feedback control of two-headed Brownian motors in flashing ratchet potential

We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control.By numerical simulations the direct current is obtained.The current is periodic in the initial length of spring.There is an optimal value of the spring constant.And the dependence of the current on the opposing force is reversed.Then we found that when the change of the temperature and the opposing force have optimal values,the Brownian motors can also obtain the optimal efficiency.     

Symmetric linear potential and imperfect Brownian ratchet in molecular motor function

Biomolecular motors are tiny engines that transport materials at the microscopic level within biological cells. In recent years, Elston and Peskin et al have investigated the effect of the elastic properties of the tether that connects the motor to its cargo at the speed of the motor. In this paper we extend their work and present a tether in the form of symmetric linear potential.Our results show that when the driving mechanism is an imperfect Brownian ratchet, the average speed decreases as the stiffness of the tether increases in the limit of large motor diffusion coefficient, which is similar to the results of Elston and Peskin.However, a threshold for the stiffness of the tether connecting the motor to its cargo is found in our model. Only when the tether is stiffer than the threshold can the motor and its cargo function co-operatively, otherwise, the motor and its cargo depart from each other. This result is more realistic than that of the spring model of Elston and Peskin.     

时间非对称外力驱动分数阶布朗马达的定向输运

本文研究了周期对称势中时间非对称外力驱动的布朗粒子输运现象, 建立了分数阶布朗马达输运模型. 其中外力是零均值的, 而分数阶阶数则刻画了客观环境的非均匀性程度. 通过将模型离散化进行数值模拟, 讨论了分数阶阶数、系统参量和外部参量与定向流之间的依赖关系. 研究表明, 即使没有倾斜势场的作用, 时间非对称外力也可以诱导系统产生定向输运; 输运速度随分数阶阶数的增大而单调递增; 当阶数固定时, 系统的输运速度会随着势垒高度、噪声强度非单调变化, 表现出广义随机共振现象. 分析指出, 分数阶郎之万方程所刻画的输运现象是在整数阶模型基础上的一个推广, 进而为输运现象提供了一个可能更为真实的模型.     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

周期性双势垒锯齿势中温差驱动的布朗热机

研究了周期性双势垒锯齿势中, 布朗粒子在外力作用下沿空间坐标方向交替地和高、低温热库接触构成的布朗热机的热力学性能. 考虑布朗粒子动能的变化以及高、 低温库之间热漏的存在, 通过数值计算分析势垒高度、势比、外力等参数对布朗热机效率的影响. 研究表明：当考虑热漏时, 布朗热机始终是不可逆的, 效率小于卡诺效率; 并且当热漏很小时, 势比的增大在一定程度上可提高布朗热机的效率; 其功率与效率之间的关系曲线为闭合线. 当不考虑热漏时, 其功率与效率之间的关系曲线为开型线, 但由于布朗粒子动能的变化引起的不可逆热流, 热机的效率依然小于卡诺效率. 关键词： 布朗热机 双势垒锯齿势 热漏 热力学性能     

Dynamics of a stochastically driven Brownian particle in one dimension

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses slowly toward the second particle, labeled M. The displacements of particle M exhibits a crossover from diffusion to drift at a characteristic time which depends on the rate constants. We show that the positional fluctuation of M exhibits an intermediate crossover regime of subdiffusion separating initial and asymptotic diffusive behavior; this is in agreement with the complete set of Master Equations that describe the stochastic evolution of the model. The intermediate crossover regime can be considerably large depending on the hopping probabilities of the two particles. This is in contrast to the known crossover from diffusive to subdiffusive behavior of a tagged particle that is in the interior of a large single-file system on an unbound real line. We discuss our model with respect to the biological phenomena of membrane protrusions, where polymerizing actin filaments (F) push the cell membrane (M).     

Brownian motion of a nonlinear oscillator

Starting with the Langevin equation for a nonlinear oscillator (the Duffing oscillator) undergoing ordinary Brownian motion, we derive linear transport laws for the motion of the average position and velocity of the oscillator. The resulting linear equations are valid for only small deviations of average values from thermal equilibrium. They contain a renormalized oscillator frequency and a renormalized and non-Markovian friction coefficient, both depending on the nonlinear part of the original equation of motion. Numerical computations of the position correlation function and its spectral density are presented. The spectral density compares favorably with experimental results obtained by Morton using an analog computer method.Technical Note BN-674. Research supported in part by NSF grant GP-12591, and in part by PHS Research Grant No. MG16426-02 from the National Institute of General Medical Sciences.     

Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture

We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski-reactive like equation; for the particle’s momentum density, a generalized Ohm’s-like equation; and for the particle’s energy density, a Maxwell-Cattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann’s entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles.     

Escape of Brownian particles in a bistable sawtooth potential driven by correlated white noises

An exact analytic expression of the relative escape rate (RER) for Brownian particles in a bistable sawtooth potential driven by correlated white noises is obtained. It is found that the RER vs. R (the multiplicative to the additive noise intensities ratio) exhibits a suppression platform for positive correlation, whereas the resonant activation and suppression platform appear successively for negative correlation. The mechanism of the present phenomena is explained. The effects of a nonlinear potential on the RER are studied. We have numerically calculated the RER of the system under a parabolic potential and a quartic potential and have compared the differences of the RER in the case of the linear potential and the one of the nonlinear potential. Received 16 September 2000 and Received in final form 15 January 2001     

带反馈的分数阶耦合布朗马达的定向输运

研究具有幂律记忆性的带反馈耦合布朗马达的定向输运现象, 引入分数阶理论, 建立了带反馈的分数阶耦合布朗马达模型, 利用分数阶差分法求得模型数值解并分析了模型参数对合作定向输运性质的影响. 仿真结果表明, 系统的记忆性通过影响带反馈的棘齿势的打开和闭合而影响粒子的定向输运, 即当系统的阶数在较小的范围内, 系统的记忆性会使带反馈的棘齿势的开关频率增加, 从而增大定向流速; 当系统其他参数(势垒高度、噪声强度等)固定时, 输运速度随着阶数的变化出现广义随机共振现象.     

A delta-kicked Brownian rotor

We study the evolution of a delta-kicked Fokker-Planck equation which is a certain limiting case of a driven Brownian rotor with large friction. The time evolution of the rotor is given by a Floquet map in which the effects of diffusion and of the kick are decoupled. For the case where absorbing boundaries are introduced, we show the mechanism causing an abrupt drop in the average survival time as the kick strength is increased.     

Quantum corrections to the entropy in a driven quantum Brownian motion model

The quantum Brownian motion model is a typical model in the study of nonequilibrium quantum thermodynamics. Entropy is one of the most fundamental physical concepts in thermodynamics.In this work, by solving the quantum Langevin equation, we study the von Neumann entropy of a particle undergoing quantum Brownian motion. We obtain the analytical expression of the time evolution of the Wigner function in terms of the initial Wigner function. The result is applied to the thermodynamic equilibrium initial state, which reproduces its classical counterpart in the high temperature limit. Based on these results, for those initial states having well-defined classical counterparts, we obtain the explicit expression of the quantum corrections to the entropy in the weak coupling limit. Moreover, we find that for the thermodynamic equilibrium initial state, all terms odd in h are exactly zero. Our results bring important insights to the understanding of entropy in open quantum systems.     

The application of fractional derivatives in stochastic models driven by fractional Brownian motion

In this paper, in order to establish connection between fractional derivative and fractional Brownian motion (FBM), we first prove the validity of the fractional Taylor formula proposed by Guy Jumarie. Then, by using the properties of this Taylor formula, we derive a fractional Itô formula for H∈[1/2,1), which coincides in form with the one proposed by Duncan for some special cases, whose formula is based on the Wick Product. Lastly, we apply this fractional Itô formula to the option pricing problem when the underlying of the option contract is supposed to be driven by a geometric fractional Brownian motion. The case that the drift, volatility and risk-free interest rate are all dependent on t is also discussed.