Brownian Systems Research Articles

Universality and nonuniversality of mobility in heterogeneous single-file systems and Rouse chains

We study analytically the tracer particle mobility in single-file systems with distributed friction constants. Our system serves as a prototype for nonequilibrium, heterogeneous, strongly interacting Brownian systems. The long time dynamics for such a single-file setup belongs to the same universality class as the Rouse model with dissimilar beads. The friction constants are drawn from a density ϱ(ξ), and we derive an asymptotically exact solution for the mobility distribution P[μ0(s)], where μ0(s) is the Laplace-space mobility. If ϱ is light tailed (first moment exists), we find a self-averaging behavior: P[μ0(s)]=δ[μ0(s)-μ(s)], with μ(s)∝s1/2. When ϱ(ξ) is heavy tailed, ϱ(ξ)≃ξ-1-α(0<α<1) for large ξ, we obtain moments 〈[μs(0)]n〉∝sβn, where β=1/(1+α) and there is no self-averaging. The results are corroborated by simulations.

Dynamic correlations in Brownian many-body systems.

For classical Brownian systems driven out of equilibrium, we derive inhomogeneous two-time correlation functions from functional differentiation of the one-body density and current with respect to external fields. In order to allow for appropriate freedom upon building the derivatives, we formally supplement the Smoluchowski dynamics by a source term, which vanishes at the physical solution. These techniques are applied to obtain a complete set of dynamic Ornstein-Zernike equations, which serve for the development of approximation schemes. The rules of functional calculus lead naturally to non-Markovian equations of motion for the two-time correlators. Memory functions are identified as functional derivatives of a unique space- and time-nonlocal dissipation power functional.

Observer-based controller design for stochastic descriptor systems with Brownian motions

In the paper, a complete proof of the properness and mean-square exponential stability for stochastic Brownian systems is firstly addressed, which lays a solid foundation for system analysis and control synthesis for this kind of stochastic systems. Observer-based controller for the descriptor system with Brownian motions is then investigated. It is noticed that the system dynamics and observer dynamics are both subjected to state Brownian fluctuation, which makes it challenging either to design observer gain and controller gain simultaneously or design the observer and control gains by using a complete separation design technique. A sequential design technique is proposed to calculate the control and observer gains by solving linear matrix inequalities. The proposed design methods are readily extended to the case for stochastic descriptor systems with multiple Brownian motions. A numerical example is finally given to illustrate the design techniques, and simulated results have demonstrated the efficiency.

Robust unidirectional rotation in three-tooth Brownian rotary ratchet systems

We apply a simple Brownian ratchet model to an artificial molecular rotary system mounted in a biological membrane, in which the rotor always maintains unidirectional rotation in response to a linearly polarized weak ac field. Because the rotor and stator compose a ratchet system, we describe the motion of the rotor tip with the Langevin equation for a particle in a two-dimensional three-tooth ratchet potential of threefold symmetry. Unidirectional rotation can be induced under the field and optimized by stochastic resonance, wherein the mean angular momentum (MAM) of the rotor exhibits a bell-shaped curve for the noise strength. We obtain analytical expressions for the MAM and power loss from the corresponding Fokker-Planck equation, via a Markov transition model for coarse-grained states (six-state model). The MAM expression reveals a significant effect depending on the chirality of the ratchet potential: in achiral cases, the MAM approximately vanishes with respect to the polarization angle φ of the field; in chiral cases, the MAM does not crucially depend on φ, but depends on the direction of the ratchet; i.e., the parity of the unidirectional rotation is inherent in the ratchet structure. This feature is useful for artificial rotary systems to maintain robust unidirectional rotation independent of the mounting condition.

Analysis of molecular dynamics of colloidal particles in transported dilute samples by self-mixing laser Doppler velocimetry

Colloidal particles in a liquid medium are transported with constant velocity, and dynamic light scattering experiments are performed on the samples by self-mixing laser Doppler velocimetry. The power spectrum of the modulated wave induced by the motion of the colloidal particles cannot be described by the well-known formula for flowing Brownian motion systems, i.e., a combination of Doppler shift, diffusion, and translation. Rather, the power spectrum was found to be described by the q-Gaussian distribution function. The molecular mechanism resulting in this anomalous line shape of the power spectrum is attributed to the anomalous molecular dynamics of colloidal particles in transported dilute samples, which satisfy a nonlinear Langevin equation.

Shear-Driven Solidification of Dilute Colloidal Suspensions

We show that shear-induced solidification of dilute charge-stabilized colloids is due to the interplay between shear-induced formation and breakage of large non-Brownian clusters. While their size is limited by breakage, their number density increases with shearing time. Upon flow cessation, the dense packing of clusters interconnects into a rigid state by means of grainy bonds, each involving a large number of primary colloidal bonds. The emerging picture of shear-driven solidification in dilute colloidal suspensions combines the gelation of Brownian systems with the jamming of athermal systems.

Experimental measurement of efficiency and transport coherence of a cold-atom Brownian motor in optical lattices

The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of the performance far from straightforward. In this work, where the Brownian motor consists of atoms interacting with dissipative optical lattices, we adopt existing theory and present experimental measurements for both the efficiency and the transport coherence. We achieve up to 0.3% for the efficiency and 0.01 for the Péclet number.

One-dimensional Brownian particle systems with rank-dependent drifts

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long-range behavior of the spacings between the Brownian motions arranged in increasing order. For finitely many Brownian motions interacting in this manner, we characterize drifts for which the family of laws of the vector of spacings is tight and show its convergence to a unique stationary joint distribution given by independent exponential distributions with varying means. We also study one particular countably infinite system, where only the minimum Brownian particle gets a constant upward drift, and prove that independent and identically distributed exponential spacings remain stationary under the dynamics of such a process. Some related conjectures in this direction are also discussed.

Lower bounds on dissipation upon coarse graining

By different coarse-graining procedures, we derive lower bounds on the total mean work dissipated in Brownian systems driven out of equilibrium. With several analytically solvable examples, we illustrate how, when, and where the information on the dissipation is captured.

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We developed a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field of Brownian particles, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of density fluctuations decays exponentially rapidly, with the same rate as the one characterizing the damping of a perturbation governed by the deterministic mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point T = T c (or at the instability threshold k = k m ) implying that the mean field approximation breaks down close to the critical point, and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the deterministic mean field Keller–Segel model by taking into account fluctuations and memory effects.

Anomalous Diffusion in Folding Dynamics of Minimalist Protein Landscape

A novel method is proposed to quantify collectivity at different space and time scales in multiscale dynamics of proteins. This is based on the combination of the principal component (PC) and the concept recently developed for multiscale dynamical systems called the finite size Lyapunov exponent. The method can differentiate the well-known apparent correlation along the low-indexed PCs in multidimensional Brownian systems from the correlated motion inherent to the system. As an illustration, we apply the method to a model protein of 46 amino beads with three different types of residues. We show how the motion of the model protein changes depending on the space scales and the choices of degrees of freedom. In particular, anomalous superdiffusion is revealed along the low-indexed PC in the unfolded state. The implication of superdiffusion in the process of folding is also discussed.

Hamiltonian and Brownian systems with long-range interactions: IV. General kinetic equations from the quasilinear theory

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. This equation is valid at order 1 / N in a proper thermodynamic limit and it coincides with the kinetic equation obtained from the BBGKY hierarchy. For N → + ∞ , it reduces to the Vlasov equation governing collisionless systems. We describe the process of phase mixing and violent relaxation leading to the formation of a quasistationary state (QSS) on the coarse-grained scale. We interpret the physical nature of the QSS in relation to Lynden-Bell’s statistical theory and discuss the problem of incomplete relaxation. In the second part of the paper, we consider the relaxation of a test particle in a thermal bath. We derive a Fokker–Planck equation by directly calculating the diffusion tensor and the friction force from the Klimontovich equation. We give general expressions of these quantities that are valid for possibly spatially inhomogeneous systems with long correlation time. We show that the diffusion and friction terms have a very similar structure given by a sort of generalized Kubo formula. We also obtain non-Markovian kinetic equations that can be relevant when the auto-correlation function of the force decreases slowly with time. An interesting factor in our approach is the development of a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems.

Hamiltonian and Brownian systems with long-range interactions: III. The BBGKY hierarchy for spatially inhomogeneous systems

We study the growth of correlations in systems with weak long-range interactions. Starting from the BBGKY hierarchy, we determine the evolution of the two-body correlation function by using an expansion of the solutions of the hierarchy in powers of 1 / N in a proper thermodynamic limit N → + ∞ , where N is the number of particles. These correlations are responsible for the “collisional” evolution of the system beyond the Vlasov regime due to finite N effects. We obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. These peculiarities are specific to systems with unshielded long-range interactions. For spatially homogeneous systems with short memory time like plasmas, we recover the classical Landau (or Lenard–Balescu) equations. An interest of our approach is to develop a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems. This enlightens the basic physics and provides novel kinetic equations with a clear physical interpretation. However, unless we restrict ourselves to spatially homogeneous systems, closed kinetic equations can be obtained only if we ignore some collective effects between particles. General exact coupled equations taking into account collective effects are also given. We use this kinetic theory to discuss the processes of violent collisionless relaxation and slow collisional relaxation in systems with weak long-range interactions. In particular, we investigate the dependence of the relaxation time with the system size N and try to provide a coherent discussion of all the numerical results obtained for these systems.

Dynamics of interacting Brownian particles: A diagrammatic formulation

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion, we introduce a basis that consists of orthogonalized many-particle density fluctuations. We obtain an exact hierarchy of equations of motion for time-dependent correlations of orthogonalized density fluctuations. To simplify this hierarchy we neglect contributions to the vertices from higher-order cluster expansion terms. An iterative solution of the resulting equations can be represented by diagrams with three- and four-leg vertices. We analyze the structure of the diagrammatic series for the time-dependent density correlation function and obtain a diagrammatic interpretation of reducible and irreducible memory functions. The one-loop self-consistent approximation for the latter function coincides with mode-coupling approximation for Brownian systems that was derived previously using a projection operator approach.

The influence of quencher concentration on the excess in the rate of quenching reaction:molecular dynamics study

Molecular dynamics simulations of the reaction for identical soft spheres in three dimensions have been performed to studythe influence of the concentration of B (quencher) on the reaction rate. Manyinteresting results have been found. For the deterministic systems (liquid and gas), anincrease in the quencher concentration decreased the reaction rate coefficient,k(t), in the long-timelimit but it increased k(t) at short times. For the Brownian systems the excess ink(t) was positive and, except for very short times, constant. Both for the liquids and the Brownian systemsthe excess in relative spatial correlations between reagents was strongly correlated with the excess ink(t). The long-timebehaviour of the excess in k(t) for the gas was qualitatively similar to that for liquids but the originof the phenomenon was not the same. For the gas, the excess ink(t) was mainly caused by the excess in the mean radial velocity between A and B, which wascompletely negligible for the dense liquid and the Brownian system.

PHASE TRANSITIONS IN SELF-GRAVITATING SYSTEMS

We discuss the nature of phase transitions in self-gravitating systems. We show the connection between the binary star model of Padmanabhan, the thermodynamics of stellar systems and the thermodynamics of self-gravitating fermions. We stress the inequivalence of statistical ensembles for systems with long-range interactions, like gravity. In particular, we contrast the microcanonical evolution of stellar systems from the canonical evolution of self-gravitating Brownian particles. At low energies, self-gravitating Hamiltonian systems experience a gravothermal catastrophe in the microcanonical ensemble. At low temperatures, self-gravitating Brownian systems experience an isothermal collapse in the canonical ensemble. For classical particles, the gravothermal catastrophe leads to a binary star surrounded by a hot halo while the isothermal collapse leads to a Dirac peak containing all the mass. For self-gravitating fermions, the collapse stops when quantum degeneracy comes into play through the Pauli exclusion principle. The end-product of the collapse is a fermion ball, resembling a cold white dwarf star, surrounded by a halo. We can thus describe a phase transition from a gaseous phase to a condensed phase. At high energies or high temperatures, the condensate can experience an explosion, reverse to the collapse, and return to the gaseous phase. Due to the existence of long-lived metastable states, the points of collapse and explosion differ. This leads to a notion of hysteretic cycle in microcanonical and canonical ensembles.

Newtonian gravity in d dimensions

We study the influence of the dimension of space on the thermodynamics of the classical and quantum self-gravitating gas. We consider Hamiltonian systems of self-gravitating particles described by the microcanonical ensemble and self-gravitating Brownian particles described by the canonical ensemble. We present a gallery of caloric curves in different dimensions of space and discuss the nature of phase transitions as a function of the dimension d. We also provide the general form of the Virial theorem in d dimensions and discuss the particularity of the dimension d = 4 for Hamiltonian systems and the dimension d = 2 for Brownian systems. To cite this article: P.-H. Chavanis, C. R. Physique 7 (2006).

Hamiltonian and Brownian systems with long-range interactions: II. Kinetic equations and stability analysis

We discuss the kinetic theory of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system described by the Liouville equation from the canonical description of a stochastically forced Brownian system described by the Fokker–Planck equation. We show that the mean-field approximation is exact in a proper thermodynamic limit. For N → + ∞ , a Hamiltonian system is described by the Vlasov equation. In this collisionless regime, coherent structures can emerge from a process of violent relaxation. These metaequilibrium states, or quasi-stationary states (QSS), are stable stationary solutions of the Vlasov equation. To order 1 / N , the collision term of a homogeneous system has the form of the Lenard–Balescu operator. It reduces to the Landau operator when collective effects are neglected. The statistical equilibrium state (Boltzmann) is obtained on a collisional timescale of order N or larger (when the Lenard–Balescu operator cancels out). We also consider the stochastic motion of a test particle in a bath of field particles and derive the general form of the Fokker–Planck equation describing the evolution of the velocity distribution of the test particle. The diffusion coefficient is anisotropic and depends on the velocity of the test particle. For Brownian systems, in the N → + ∞ limit, the kinetic equation is a non-local Kramers equation. In the strong friction limit ξ → + ∞ , or for large times t ⪢ ξ - 1 , it reduces to a non-local Smoluchowski equation. We give explicit results for self-gravitating systems, 2D vortices and for the HMF model. We also introduce a generalized class of stochastic processes and derive the corresponding generalized Fokker–Planck equations. We discuss how a notion of generalized thermodynamics can emerge in complex systems displaying anomalous diffusion.

Hamiltonian and Brownian systems with long-range interactions: I Statistical equilibrium states and correlation functions

We discuss the equilibrium statistical mechanics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system from the canonical description of a stochastically forced Brownian system. We show that the mean-field approximation is exact in a proper thermodynamic limit N → + ∞ . The one-point equilibrium distribution function is solution of an integrodifferential equation obtained from a static BBGKY-like hierarchy. It also optimizes a thermodynamical potential (entropy or free energy) under appropriate constraints. In the case of attractive potentials of interaction, we show the existence of a critical temperature T c separating a homogeneous phase ( T ⩾ T c ) from a clustered phase ( T ⩽ T c ). The homogeneous phase becomes unstable for T < T c and this instability is a generalization of the Jeans gravitational instability in astrophysics. We derive an expression of the two-body correlation function in the homogeneous phase and show that it diverges close to the critical point. One interest of our study is to provide general expressions valid for a wide class of potentials of interaction in various dimensions of space. Explicit results are given for self-gravitating systems, 2D vortices and for the HMF model.

Self-gravitating Brownian systems and bacterial populations with two or more types of particles

We study the thermodynamical properties of a self-gravitating gas with two or more types of particles. Using the method of linear series of equilibria, we determine the structure and stability of statistical equilibrium states in both microcanonical and canonical ensembles. We show how the critical temperature (Jeans instability) and the critical energy (Antonov instability) depend on the relative mass of the particles and on the dimension of space. We then study the dynamical evolution of a multicomponent gas of self-gravitating Brownian particles in the canonical ensemble. Self-similar solutions describing the collapse below the critical temperature are obtained analytically. We find particle segregation, with the scaling profile of the slowest collapsing particles decaying with a nonuniversal exponent that we compute perturbatively in different limits. These results are compared with numerical simulations of the two-species Smoluchowski-Poisson system. Our model of self-attracting Brownian particles also describes the chemotactic aggregation of a multi-species system of bacteria in biology.