Discrete Velocity Fields with Explicitly Computable Lagrangian Law

We introduce a class of random velocity fields on the periodic lattice and in discrete time having a certain hidden Markov structure. The generalized Lagrangian velocity (the velocity field as viewed from the location of a single moving particle) has similar hidden Markov structure, and its law is found explicitly. Its rate of convergence to equilibrium is studied in small numerical examples and in rigorous results giving absolute and relative bounds on the size of the second–largest eigenvalue modulus. The effect of molecular diffusion on the rate of convergence is also investigated; in some cases it slows convergence to equilibrium. After repeating the velocity field periodically throughout the integer lattice, it is shown that, with the usual diffusive rescaling, the single–particle motion converges to Brownian motion in both compressible and incompressible cases. An exact formula for the effective diffusivity is given and numerical examples are shown.     

Initial condition effects for a Brownian particle in a harmonic chain

The influence of initial deviations from bath equilibrium on the motion of a Brownian particle in a harmonic chain is investigated by exact calculation. These initial condition effects, which are excluded by convention in standard projection operator treatments of relaxation processes, are found to be relatively long-lived, contrary to usual assumption. For weak, localized initial deviations from bath equilibrium these effects on the motion are small in magnitude and may be accounted for by a modified initial condition on the particle velocity. For initial deviations involving many bath particles these effects are more substantial and retention of their time dependence in the particle equation of motion is generally required.For a correction to Ref. 2a see Ref. 3.     

New Type of Brownian Motion

We consider an oscillator with a random mass for which the particles of the surrounding medium adhere to the oscillator for some random time after the collision (Brownian motion with adhesion for a harmonically bound particle). This is another form of a stochastic oscillator, different from oscillator usually studied that is subject to a random force or having random frequency or random damping. Calculation of the first two stationary moments shows that for white multiplicative noise of week strength the second moment coincides with that of usual Brownian motion, but for symmetric dichotomous noise, the second moment may appear the same type of the “energetic” instability, which exists for white noise random frequency or damping coefficient.     

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.     

Brownian Motion of a Charged Particle in Electromagnetic Fluctuations at Finite Temperature

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its dissipative behavior. This can be illuminated in particular by an example of Brownian motion in an ohmic environment where the dissipative effect can be accounted for by the first-order time derivative of the position. Here we explore the dynamics of the Brownian particle coupled to a supraohmic environment by considering the motion of a charged particle interacting with the electromagnetic fluctuations at finite temperature. We also derive particle’s equation of motion, the Langevin equation, by minimizing the corresponding stochastic effective action, which is obtained with the method of Feynman-Vernon influence functional. The fluctuation-dissipation theorem is established from first principles. The backreaction on the charge is known in terms of electromagnetic self-force given by a third-order time derivative of the position, leading to the supraohmic dynamics. This self-force can be argued to be insignificant throughout the evolution when the charge barely moves. The stochastic force arising from the supraohmic environment is found to have both positive and negative correlations, and it drives the charge into a fluctuating motion. Although positive force correlations give rise to the growth of the velocity dispersion initially, its growth slows down when correlation turns negative, and finally halts, thus leading to the saturation of the velocity dispersion. The saturation mechanism in a supraohmic environment is found to be distinctly different from that in an ohmic environment. The comparison is discussed.     

A gas of Brownian particles in statistical dynamics

We consider a large number of particles on a one-dimensional latticel Z in interaction with a heat particle; the latter is located on the bond linking the position of the particle to the point to which it jumps. The energy of a single particle is given by a potentialV(x), x∈Z. In the continuum limit, the classical version leads to Brownian motion with drift. A quantum version leads to a local drift velocity which is independent of the applied force. Both these models obey Einstein's relation between drift, diffusion, and applied force. The system obeys the first and second laws of thermodynamics, with the time evolution given by a pair of coupled non linear heat equations, one for the density of the Brownian particles and one for the heat occupation number; the equation for a tagged Brownian particle can be written as a stochastic differential equation.     

具有质量及频率涨落的欠阻尼线性谐振子的随机共振

以往的研究大多考虑线性谐振子模型受频率涨落噪声的影响, 而当布朗粒子处于具有吸附能力的复杂环境时, 粒子质量也存在随机涨落. 因此, 本文研究具有质量及频率涨落两项噪声的二阶欠阻尼线性谐振子模型的随机共振现象. 利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应一阶稳态矩及稳态响应振幅的解析表达式. 并根据稳态响应振幅的解析表达式, 建立了稳态响应振幅关于质量涨落噪声及频率涨落噪声各自的噪声强度能够诱导随机共振现象产生的充分必要条件. 仿真实验表明, 当系统参数满足本文所给出的充分必要条件要求时, 系统稳态响应振幅关于噪声强度的变化曲线具有明显的共振峰, 即此选定参数组合能够诱导系统产生随机共振现象.     

The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Fluctuations and dissipations in stochastic energetic resonance

By analyzing the fluctuations and dissipations of a Brownian particle colliding with the molecules in a fluid, the work exchanged between the Brownian particle constrained in a bistable potential well and an external periodic force is investigated. Characters of the stochastic energetic resonance are found and studied at different intensities of fluctuations and dissipations. The microscopic mechanism of energy exchange between the Brownian particle and the external force is revealed. The method used in this study provides a novel way of controlling the stochastic energetic resonance.     

Theory of slightly fluctuating ratchets

We consider a Brownian particle moving in a slightly fluctuating potential. Using the perturbation theory on small potential fluctuations, we derive a general analytical expression for the average particle velocity valid for both flashing and rocking ratchets with arbitrary, stochastic or deterministic, time dependence of potential energy fluctuations. The result is determined by the Green’s function for diffusion in the time-independent part of the potential and by the features of correlations in the fluctuating part of the potential. The generality of the result allows describing complex ratchet systems with competing characteristic times; these systems are exemplified by the model of a Brownian photomotor with relaxation processes of finite duration.     

Entropic stochastic resonance of a self-propelled Janus particle

Entropic stochastic resonance is investigated when a self-propelled Janus particle moves in a double-cavity container. Numerical simulation results indicate the entropic stochastic resonance can survive even if there is no symmetry breaking in any direction. This is the essential distinction between the property of a self-propelled Janus particle and that of a passive Brownian particle, for the symmetry breaking is necessary for the entropic stochastic resonance of a passive Brownian particle. With the rotational noise intensity growing at small fixed noise intensity of translational motion, the signal power amplification increases monotonically towards saturation which also can be regarded as a kind of stochastic resonance effect. Besides, the increase in the natural frequency of the periodic driving depresses the degree of the stochastic resonance, whereas the rise in its amplitude enhances and then suppresses the behavior.