Brownian Particles Research Articles

Exact time-dependent thermodynamic relations for a Brownian particle moving in a ratchet potential coupled with quadratically decreasing temperature

Exact time-dependent thermodynamic relations for a Brownian particle moving in a ratchet potential coupled with quadratically decreasing temperature

Size-polydispersity-induced effects on the structure of active Brownian pseudo-hard disks

Studies of the effects of particle-size polydispersity or of particle interactions on active matter have been limited to determine and analyze the system short-time dynamics in the high-density regime. On the other hand, the effects of polydispersity on the structural behavior of active systems are of relevance and have received much less attention. In this paper, we comprehensively analyze the effects of size dispersion of pseudo hard-disk active Brownian particles, on its structural behavior at different system densities and different self-propelling velocities, thus elucidating the interplay of these features with the polydispersity. This is introduced into our analysis by well-known particle size distributions in such a manner that the average size is fixed, but with a variance that accounts for different dispersion of the particle size according to: Gaussian, Weibull, uniform and “two point” distribution. Local and global structural properties of the system are determined under these considerations. We observe that activity and size polydisperse effects become relevantly conspicuous at densities above the motility induced phase separation critical point of the monodispersal fluid. We notice that, while the activity promotes a more defined local and global structural arrangement, the polydispersity decreases such structure, observing the greatest effect when the particle size is defined by a uniform distribution.

Entropy production of active Brownian particles going from liquid to hexatic and solid phases

Due to its inherent intertwinement with irreversibility, entropy production is a prime observable to monitor in systems of active particles. In this numerical study, entropy production in the liquid, hexatic and solid phases of a two-dimensional system of active Brownian particles is examined at both average and fluctuation level. The trends of averages as functions of density show no singularity and marked changes in their derivatives at the hexatic-solid transition. Distributions show instead peculiar tail structures interpreted by looking at microscopic configurations. Particles in regions of low local order generate tail values according to different dynamical mechanisms: they move towards empty regions or bounce back and forth into close neighbours. The tail structures are reproduced by a simple single-particle model including an intermittent harmonic potential.

Playing with active matter

In the past 20 years, active matter has been a very successful research field, bridging the fundamental physics of nonequilibrium thermodynamics with applications in robotics, biology, and medicine. Active particles, contrary to Brownian particles, can harness energy to generate complex motions and emerging behaviors. Most active-matter experiments are performed with microscopic particles and require advanced microfabrication and microscopy techniques. Here, we propose some macroscopic experiments with active matter employing commercially available toy robots (the Hexbugs). We show how they can be easily modified to perform regular and chiral active Brownian motion and demonstrate through experiments fundamental signatures of active systems such as how energy and momentum are harvested from an active bath, how obstacles can sort active particles by chirality, and how active fluctuations induce attraction between planar objects (a Casimir-like effect). These demonstrations enable hands-on experimentation with active matter and showcase widely used analysis methods.

Dispersionless Flat Mode and Vibrational Anomaly in Active Brownian Vibrators Induced by Stringlike Dynamical Defects.

In recent years, active Brownian particles have emerged as a prominent model system for comprehending the behaviors of active matter, wherein particles demonstrate self-propelled motion by harnessing energy from the surrounding environment. A fundamental objective of studying active matter is to elucidate the physical mechanisms underlying its collective behaviors. Drawing inspiration from advancements in molecular glasses, our study unveils a low-energy "flat mode" within the transverse spectrum of active Brownian vibrators-a nearly two-dimensional, bidisperse granular assembly. We demonstrate that this collective excitation induces an anomalous excess in the vibrational density of states (VDOS) beyond the phononic Debye contribution. We characterize the properties of this flat mode by exploring the parameter space of our experimental system and tuning the packing fraction, the vibrational frequency, the particle size ratio, and the mixture ratio. Additionally, we establish through empirical evidence that stringlike dynamical defects, discerned via the spatial distribution of each particle's contribution to the reduced transverse VDOS, serve as the microscopic origin of the flat mode and its associated anomalies.

Absolute negative mobility of an inertial Brownian particle in an oscillating potential

Absolute negative mobility of an inertial Brownian particle in an oscillating potential

Anomalous diffusion of active Brownian particles in responsive elastic gels: Nonergodicity, non-Gaussianity, and distributions of trapping times

Anomalous diffusion of active Brownian particles in responsive elastic gels: Nonergodicity, non-Gaussianity, and distributions of trapping times

System response time and optimal path

Abstract In this work we study, in general terms, the optimal path for an out-of-equilibrium process from a geometric perspective constructed from a probability density function belonging to the exponential family (PDFE). With this objective we have constructed the speed of entropy production for a system out of equilibrium. This speed of entropy production is not determined with respect to the clock time t but rather with respect to a dimensionless time ξ (t) associated with a characteristic response time of each system λ (t). In this context, we demonstrate that the constant entropy production speed condition leads to the system moving on a geodesic of the manifold constructed from the probability density function. In the last part of this work we apply our general results to study the Ornstein–Uhlenbeck process (OU), which is a well-known stochastic process that strictly speaking describes the velocity of a Brownian particle under the influence of friction. As the system evolves we find that dimensionless time ξ (t) passes slower than clock time t.

Macrotransport of active particles in periodic channels and fields: Rectification and dispersion.

Transport and dispersion of active particles in structured environments, such as corrugated channels and porous media, are important for the understanding of both natural and engineered active systems. Owing to their continuous self-propulsion, active particles exhibit rectified transport under spatially asymmetric confinement. While progress has been made in experiments and particle-based simulations, a theoretical understanding of the effective long-time transport dynamics in spatially periodic geometries remains less developed. In this paper, we apply generalized Taylor dispersion theory to analyze the long-time effective transport dynamics of active Brownian particles (ABPs) in periodic channels and fields. We show that the long-time transport behavior is governed by an effective advection-diffusion equation. The derived macrotransport equations allow us to characterize the average drift and effective dispersion coefficient. For the case of ABPs subject to a no-flux boundary condition at the channel wall, we show that regardless of activity, the average drift is given by the net diffusive flux along the channel. For ABPs, their activity is the driving mechanism that sustains a density gradient, which ultimately leads to rectified motion along the channel. Our continuum theory is validated against direct Brownian dynamics simulations of the Langevin equations governing the motion of each ABP.

Fast and Accurate Numerical Integration of the Langevin Equation with Multiplicative Gaussian White Noise.

A univariate stochastic system driven by multiplicative Gaussian white noise is considered. The standard method for simulating its Langevin equation of motion involves incrementing the system's state variable by a biased Gaussian random number at each time step. It is shown that the efficiency of such simulations can be significantly enhanced by incorporating the skewness of the distribution of the updated state variable. A new algorithm based on this principle is introduced, and its superior performance is demonstrated using a model of free diffusion of a Brownian particle with a friction coefficient that decreases exponentially with the kinetic energy. The proposed simulation technique proves to be accurate over time steps that are an order of magnitude longer than those required by standard algorithms. The model used to test the new numerical technique is known to exhibit a transition from normal diffusion to superdiffusion as the environmental temperature rises above a certain critical value. A simple empirical formula for the time-dependent diffusion coefficient, which covers both diffusion regimes, is introduced, and its accuracy is confirmed through comparison with the simulation results.

Quasi-two-dimensional dispersions of Brownian particles with competitive interactions: phase behavior and structural properties.

Competing short-range attractive (SA) and long range repulsive (LR) particle interactions can be used to describe three-dimensional charge-stabilized colloid or protein dispersions at low added salt concentrations, as well as membrane proteins with interaction contributions mediated by lipid molecules. Using Langevin dynamics (LD) simulations, we determine the generalized phase diagram, cluster shapes and size distributions of a generic quasi-two-dimensional (Q2D) dispersion of spherical SALR particles confined to in-plane motion inside a bulk fluid. The SA and LR interaction parts are modelled by a generalized Lennard-Jones potential and a screened Coulomb potential, respectively. The microstructures of the detected equilibrium and non-equilibrium Q2D phases are distinctly different from those observed in three-dimensional (3D) SALR systems, by exhibiting different levels of hexagonal ordering. We discuss a thermodynamic perturbation theory prediction for the metastable binodal line of a reference system of particles with SA interactions only, which in the explored Q2D-SALR phase diagram region separates cluster from non-clustered phases. The transition from the high-temperature (small SA) dispersed fluid (DF) phase to the lower-temperature equilibrium cluster (EC) fluid phase is characterised by a low-wavenumber peak height of the static structure factor (corresponding to a thermal correlation length of about twice the particle diameter) featuring a distinctly smaller value (≈1.4) than in 3D SALR systems. With decreasing temperature (increasing SA), the cluster morphology changes from disk-like shapes in the equilibrium cluster phase, to double-stranded anisotropic hexagonal cluster segments formed in a cluster-percolated (CP) gel-like phase. This transition can be quantified by a hexagonal order parameter distribution function. The mean cluster size and coordination number of particles in the CP phase are insensitive to changes in the attraction strength.

Generalized Itô’s lemma and the stochastic thermodynamics of diffusion with resetting

Abstract Methods from the theory of stochastic processes are increasingly being used to extend classical thermodynamics to mesoscopic non-equilibrium systems. One characteristic feature of these systems is that averaging the stochastic entropy with respect to an ensemble of stochastic trajectories leads to a second law of thermodynamics that quantifies the degree of departure from thermodynamic equilibrium. A well known mechanism for maintaining a diffusing particle out of thermodynamic equilibrium is stochastic resetting. In its simplest form, the position of the particle instantaneously resets to a fixed position x 0 at a sequence of times generated from a Poisson process of constant rate r. Within the context of stochastic thermodynamics, instantaneous resetting to a single point is a unidirectional process that has no time-reversed equivalent. Hence, the average rate of entropy production calculated using the Gibbs–Shannon entropy cannot be related to the degree of time-reversal symmetry breaking. The problem of unidirectionality can be avoided by considering resetting to a random position or diffusion in an intermittent confining potential. In this paper we show how stochastic entropy production along sample paths of diffusion processes with resetting can be analyzed in terms of extensions of Itô’s formula for stochastic differential equations (SDEs) that include both continuous and discrete processes. First, we use the stochastic calculus of jump-diffusion processes to calculate the rate of stochastic entropy production for instantaneous resetting, and show how previous results are recovered upon averaging over sample trajectories. Second, we formulate single-particle diffusion in a switching potential as a hybrid SDE and develop a hybrid extension of Itô’s stochastic calculus to derive a general expression for the rate of stochastic entropy production. We illustrate the theory by considering overdamped Brownian motion in an intermittent harmonic potential. Finally, we calculate the average rate of entropy production for a population of non-interacting Brownian particles moving in a common switching potential. In particular, we show that the latter induces statistical correlations between the particles, which means that the total entropy is not given by the sum of the 1-particle entropies.

Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations

Abstract At long times, a fractional Brownian particle in a confining external potential reaches a non-equilibrium (non-Boltzmann)
steady state. Here we consider scale-invariant power-law potentials $V(x)\sim |x|^m$, where $m>0$, and employ the optimal fluctuation method (OFM) to determine the large-$|x|$ tails of the steady-state probability distribution $\mathcal{P}(x)$ of the particle position. The calculations involve finding the optimal (that is, the most likely) path of the particle, which determines these tails, via a minimization of the exact action functional for this system, which has recently become available. Exploiting dynamical scale invariance of the model in conjunction with the OFM ansatz, we establish the large-$|x|$ tails of $\ln \mathcal{P}(x)$ up to a dimensionless factor $\alpha(H,m)$, where $0<H<1$ is the Hurst exponent. We determine $\alpha(H,m)$ analytically (i) in the limits of $H\to 0$ and $H\to 1$, and (ii) for $m=2$ and arbitrary $H$, corresponding to the fractional Ornstein-Uhlenbeck (fOU) process. Our results for the fOU process are in agreement with the previously known exact $\mathcal{P}(x)$ and autocovariance. The form of the tails of $\mathcal{P}(x)$ yields exact conditions, in terms of $H$ and $m$, for the particle confinement in the potential.
For $H\neq 1/2$, the tails encode the non-equilibrium character of the steady state distribution, and we observe violation of time reversibility of the system except for $m=2$. To compute the optimal paths and the factor $\alpha(H,m)$ for arbitrary permissible $H$ and $m$, one needs to solve an (in general nonlinear) integro-differential equation. To this end we develop a specialized numerical iteration algorithm which
accounts analytically for an intrinsic cusp singularity of the optimal paths for $H<1/2$.


Active Brownian information engine: Self-propulsion induced colossal performance.

The information engine is a feedback mechanism that extorts work from a single heat bath using the mutual information earned during the measurement. We consider an overdamped active Ornstein-Uhlenbeck particle trapped in a 1D harmonic oscillator. The particle experiences fluctuations from an inherent thermal bath with a diffusion coefficient (D) and an active reservoir, with characteristic correlation time (τa) and strength (Da). We design a feedback-driven active Brownian information engine (ABIE) and analyze its best performance criteria. The optimal functioning criteria, the information gained during measurement, and the excess output work are reliant on the dispersion of the steady-state distribution of the particle's position. The extent of enhanced performance of such ABIE depends on the relative values of two underlying time scales of the process, namely, thermal relaxation time (τr) and the characteristic correlation time (τa). In the limit of τa/τr → 0, one can achieve the upper bound on colossal work extraction as ∼0.202γ(D+Da) (γ is the friction coefficient). The excess amount of extracted work reduces and converges to its passive counterpart (∼0.202γD) in the limit of τa/τr → high. Interestingly, when τa/τr = 1, half the upper bound of excess work is achieved irrespective of the strength of either reservoirs, thermal or active. Finally, we look into the average displacement of active Brownian particles in each feedback cycle, which surpasses its thermal analog due to the broader marginal probability distribution.

Simulation and time series analysis of responsive active Brownian particles (rABPs) with memory

To realise the goals of active matter at the micro- and nano-scale, the next generation of microrobots must be capable of autonomously sensing and responding to their environment to carry out pre-programmed tasks. Memory effects are proposed to have a significant effect on the dynamics of responsive robotic systems, drawing parallels to strategies used in nature across all length-scales. Inspired by the integral feedback control mechanism by which Escherichia coli (E. coli) are proposed to sense their environment, we develop a numerical model for responsive active Brownian particles (rABP) in which the rABPs continuously react to changes in the physical parameters dictated by their local environment. The resulting time series, extracted from their dynamic diffusion coefficients, velocity or from their fluctuating position with time, are then used to classify and characterise their response, leading to the identification of conditional heteroscedasticity in their physics. We then train recurrent neural networks (RNNs) capable of quantitatively describing the responsiveness of rABPs using their 2D trajectories. We believe that our proposed strategy to determine the parameters governing the dynamics of rABPs can be applied to guide the design of microrobots with physical intelligence encoded during their fabrication.

Nonlinear Langevin functionals for a driven probe.

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series for these nonlinear functionals by applying nonlinear response theory in a path integral formalism, where the emerging kernels are shown to be expressed in terms of connected equilibrium correlation functions. The first cumulant is the mean force, the second cumulant characterizes the non-equilibrium force fluctuations (noise), and higher order cumulants quantify non-Gaussian fluctuations. We discuss the interpretation of this formalism in relation to Langevin dynamics. We highlight two example scenarios of this formalism. (i) For a particle driven with the prescribed trajectory, the formalism yields the non-equilibrium statistics of the interaction force with the fluid. (ii) For a particle confined in a moving trapping potential, the formalism yields the non-equilibrium statistics of the trapping force. In simulations of a model of nonlinearly interacting Brownian particles, we find that nonlinear phenomena, such as shear-thinning and oscillating noise covariance, appear in third- or second-order response, respectively.

The OU$^2$ process: Characterising dissipative confinement in noisy traps

Abstract The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread applicability, this model falls short when describing physical systems where the confining potential is itself subjected to stochastic fluctuations. However, such stochastic fluctuations generically emerge in numerous situations, including in the context of colloidal manipulation by optical tweezers, leading to inherently out-of-equilibrium trapped dynamics. To explore the consequences of stochasticity at this level, we introduce a natural extension of the OU process, in which the stiffness of the harmonic potential is itself subjected to OU-like fluctuations. We call this model the OU$^2$ process. We examine its statistical, dynamic, and thermodynamic properties through a combination of analytical and numerical methods. Importantly, we show that the probability density for the particle position presents power-law tails, in contrast to the Gaussian decay of the standard OU process. In turn, this causes the trapping behavior, extreme value statistics, first passage statistics, and entropy production of the OU$^2$ process to differ qualitatively from their standard OU counterpart. Due to the wide applicability of the standard OU process and of the proposed OU$^2$ generalisation, our study sheds light on the peculiar properties of stochastic dynamics in random potentials and lays the foundation for the refined analysis of the dynamics and thermodynamics of numerous experimental systems.

Escape of an active ring from an attractive surface: Behaving like a self-propelled Brownian particle.

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this paper, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive surface using Brownian dynamics simulations. To systematically explore the effects of activity, persistence time, and the shape of attractive potentials, we calculate escape time τ_{e} and effective temperature T_{eff}. We observe two distinct escape mechanisms: Kramers-like thermal activation at small persistence times, where ln(τ_{e})∼1/(k_{B}T_{eff}), and the maximal force problem at large persistence time, where τ_{e} is determined by persistence time. The escape time explicitly depends on the shape of the potential barrier at high activity and large persistence time. Moreover, when the propulsion force is biased along the ring's contour, escape becomes more difficult and is primarily driven by thermal noise. Our findings highlight that, despite its intricate configuration, the active ring can be effectively modeled as a self-propelled Brownian particle when studying its escape from a smooth surface.

About the structure of water

It is shown that during 10–10–10–11s, only clusters consisting of 4 or 3 water molecules can statistically form in water. It is shown that Brownian motion in water occurs as a result of collision of ice nanocrystals with Brownian particles. Brownian motion is an experimental confirmation of the nanocrystalline structure of water. It is shown that water consists of 13 % molecules and 87 % ice nanocrystals. Such a two‑phase structure provides water with structural properties, high fluidity and elasticity of steam.

Wasserstein speed limits for Langevin systems

Physical systems transition between states with finite speed that is limited by energetic costs. In this work, we derive bounds on transition times for general Langevin systems that admit a decomposition into reversible and irreversible dynamics, in terms of the Wasserstein distance between states and the energetic costs associated with respective reversible and irreversible currents. For illustration we discuss Brownian particles subject to arbitrary forcing and an RLC circuit with time-varying inductor. Published by the American Physical Society 2024