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.     

Transport and dynamical properties of inertial ratchets

In this paper we discuss the dynamics and transport properties of a massive particle in a ratchet type potential immersed in a dissipative environment. The directional currents and characteristics of the motion are studied as the specific frictional coefficient varies, finding that the stationary regime is strongly dependent on this parameter. The maximal Lyapunov exponent and the current show large fluctuations and inversions, therefore for some range of the control parameter, this inertial ratchet could originate a mass separation device. Also an exploration of the effect of a random force on the system is performed.     

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.     

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.     

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.     

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.     

Directional motion, current reversals and mass separation in a symmetrical periodic potential

The transport of a symmetric periodic potential driven by a static bias and correlated noises is investigated for both the over-damped case and the under-damped case. By both theoretical approximation and numerical simulations, we study steady current of an over-damped Brownian particle moving in the potential. It is shown that the symmetric periodic potential driven by a static bias and the correlated noises is simultaneously able to exhibit directional transport, a single current reversal, as well as a double current reversal. For the under-damped case, we examine the dynamic at various inertial strengths by direct simulations of the stochastic differential equations. We specially focus on the influence of inertial term in the particle dynamics for the noise induced, directed current. Different directions of the steady current is found for different masses of the particles, thus an efficient scheme to separate the Brownian particles according to their mass is suggested.     

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     

Long-Time Dynamic Response and Stochastic Resonance of Subdiffusive Overdamped Bistable Fractional Fokker--Planck Systems

To explore the influence of anomalous diffusion on stochastic resonance （SR） more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor （SAF） of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of subdiffusion exponent inhibits the stochastic resonance （S.R）, while for larger driving frequency＂ the decrease of subdiffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics.     

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.     

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.     

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.     

Optimal transport in a ratchet coupled to a modulated environment: The role of Levy walks

We consider a Brownian particle in a ratchet potential coupled to a modulated environment and subjected to an external oscillating force. The modulated environment is modelled by a finite number N of uncoupled harmonic oscillators. Superdiffusive motion and Levy walks (anomalous random walks) are observed for any N and for low values of the external amplitude F. The coexistence of left and right running states enhances the power α from the time dependence of the mean square displacement (MSD). It is shown that α is twice the average of the power of the separated left and right MSDs. Normal random walks are obtained by increasing F. We show that the maximal mobility of particles along the periodic structure occurs just before superdiffusive motion disappears and Levy walks are transformed into normal random walks.     

A random walker on a ratchet potential: effect of a non Gaussian noise

We analyze the effect of a colored non Gaussian noise on a model of a random walker moving along a ratchet potential. Such a model was motivated by the transport properties of motor proteins, like kinesin and myosin. Previous studies have been realized assuming white noises. However, for real situations, in general we could expect that those noises be correlated and non Gaussian. Among other aspects, in addition to a maximum in the current as the noise intensity is varied, we have also found another optimal value of the current when departing from Gaussian behavior. We show the relevant effects that arise when departing from Gaussian behavior, particularly related to current's enhancement, and discuss its relevance for both biological and technological situations.     

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.     

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     

Transverse diffusion induced phase transition in asymmetric exclusion process on a surface

We extend one-dimensional asymmetric simple exclusion process (ASEP) to a surface and show that the effect of transverse diffusion is to induce a continuous phase transition from a constant density phase to a maximal current phase as the forward transition probability p is tuned. The signature of the non-equilibrium transition is evident in the finite size effects near the transition. The results are compared with similar couplings operative only at the boundary. It is argued that the nature of the phases can be interpreted in terms of the modifications of boundary layers.     

Accumulating particles at the boundaries of a laminar flow

The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a Fokker-Planck equation for the particle density. It is shown that for extended spherical particles the shape of the fluid domain gives rise to inhomogeneous particle densities, thereby leading to particle accumulation and corresponding depletion. For extended spherical particles, conditions are specified that lead to inhomogeneous densities and consequently to regions with particle accumulation and depletion.     

A general two-cycle network model of molecular motors

Molecular motors are single macromolecules that generate forces at the piconewton range and nanometer scale. They convert chemical energy into mechanical work by moving along filamentous structures. In this paper, we study the velocity of two-head molecular motors in the framework of a mechanochemical network theory. The network model, a generalization of the recently work of Liepelt and Lipowsky [Steffen Liepelt, Reinhard Lipowsky, Kinesins network of chemomechanical motor cycles, Physical Review Letters 98 (25) (2007) 258102], is based on the discrete mechanochemical states of a molecular motor with multiple cycles. By generalizing the mathematical method developed by Fisher and Kolomeisky for a single cycle motor [Michael E. Fisher, Anatoly B. Kolomeisky, Simple mechanochemistry describes the dynamics of kinesin molecules, Proceedings of the National Academy of Sciences 98 (14) (2001) 7748-7753], we are able to obtain an explicit formula for the velocity of a molecular motor.     

A continuous variant for Grünwald-Letnikov fractional derivatives

The names of Grünwald and Letnikov are associated with discrete convolutions of mesh h, multiplied by h^−α. When h tends to zero, the result tends to a Marchaud’s derivative (of the order of α) of the function to which the convolution is applied. The weights of such discrete convolutions form well-defined sequences, proportional to k^−α−1 near infinity, and all moments of integer order r<α are equal to zero, provided α is not an integer. We present a continuous variant of Grünwald-Letnikov formulas, with integrals instead of series. It involves a convolution kernel which mimics the above-mentioned features of Grünwald-Letnikov weights. A first application consists in computing the flux of particles spreading according to random walks with heavy-tailed jump distributions, possibly involving boundary conditions.