System Of Brownian Particles Research Articles

Emergence of Collective Motion in a Model of Interacting Brownian Particles.

By studying a system of Brownian particles that interact among themselves only through a local velocity-alignment force that does not affect their speed, we show that self-propulsion is not a necessary feature for the flocking transition to take place as long as underdamped particle dynamics can be guaranteed. Moreover, the system transits from stationary phases close to thermal equilibrium, with no net flux of particles, to far-from-equilibrium ones exhibiting collective motion, phase coexistence, long-range order, and giant number fluctuations, features typically associated with ordered phases of models where self-propelled particles with overdamped dynamics are considered.

Tagged Particle in Single-File Diffusion

Single-file diffusion is a one-dimensional interacting infinite-particle system in which the order of particles never changes. An intriguing feature of single-file diffusion is that the mean-square displacement of a tagged particle exhibits an anomalously slow sub-diffusive growth. We study the full statistics of the displacement using a macroscopic fluctuation theory. For the simplest single-file system of impenetrable Brownian particles we compute the large deviation function and provide an independent verification using an exact solution based on the microscopic dynamics. For an arbitrary single-file system, we apply perturbation techniques and derive an explicit formula for the variance in terms of the transport coefficients. The same method also allows us to compute the fourth cumulant of the tagged particle displacement for the symmetric exclusion process.

Generalized Stochastic Fokker-Planck Equations

We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account. We introduce a new class of stochastic Fokker-Planck equations associated with a generalized thermodynamical formalism. Generalized thermodynamics arises in the case of complex systems experiencing small-scale constraints. In the limit of short-range interactions, we obtain a generalized class of stochastic Cahn-Hilliard equations. Our formalism has application for several systems of physical interest including self-gravitating Brownian particles, colloid particles at a fluid interface, superconductors of type II, nucleation, the chemotaxis of bacterial populations, and two-dimensional turbulence. We also introduce a new type of generalized entropy taking into account anomalous diffusion and exclusion or inclusion constraints.

Pressure and phase equilibria in interacting active brownian spheres.

We derive a microscopic expression for the mechanical pressure P in a system of spherical active Brownian particles at density ρ. Our exact result relates P, defined as the force per unit area on a bounding wall, to bulk correlation functions evaluated far away from the wall. It shows that (i) P(ρ) is a state function, independent of the particle-wall interaction; (ii) interactions contribute two terms to P, one encoding the slow-down that drives motility-induced phase separation, and the other a direct contribution well known for passive systems; and (iii) P is equal in coexisting phases. We discuss the consequences of these results for the motility-induced phase separation of active Brownian particles and show that the densities at coexistence do not satisfy a Maxwell construction on P.

Virial pressure in systems of spherical active Brownian particles.

The pressure of suspensions of self-propelled objects is studied theoretically and by simulation of spherical active Brownian particles (ABPs). We show that for certain geometries, the mechanical pressure as force/area of confined systems can be equally expressed by bulk properties, which implies the existence of a nonequilibrium equation of state. Exploiting the virial theorem, we derive expressions for the pressure of ABPs confined by solid walls or exposed to periodic boundary conditions. In both cases, the pressure comprises three contributions: the ideal-gas pressure due to white-noise random forces, an activity-induced pressure ("swim pressure"), which can be expressed in terms of a product of the bare and a mean effective particle velocity, and the contribution by interparticle forces. We find that the pressure of spherical ABPs in confined systems explicitly depends on the presence of the confining walls and the particle-wall interactions, which has no correspondence in systems with periodic boundary conditions. Our simulations of three-dimensional ABPs in systems with periodic boundary conditions reveal a pressure-concentration dependence that becomes increasingly nonmonotonic with increasing activity. Above a critical activity and ABP concentration, a phase transition occurs, which is reflected in a rapid and steep change of the pressure. We present and discuss the pressure for various activities and analyse the contributions of the individual pressure components.

Synchronization and collective motion of globally coupled Brownian particles

In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that leads to the instability of the equilibrium phase relies on the competition between two time scales, namely, the mean collision time of the Brownian particles in a thermal bath and the time it takes for a particle to orient its direction of motion along the direction of motion of the group. Our results show a clear connection between collective motion and the Kuramoto model for synchronization, in our case, for the direction of motion of the particles.

Concentration of measure for Brownian particle systems interacting through their ranks

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using transportation cost inequalities for stochastic processes we provide uniform fluctuation bounds for the ordered particles, their local time of collisions and various associated statistics over intervals of time. For example, such processes, when exponentiated and rescaled, exhibit power law decay under stationarity; we derive concentration bounds for the empirical estimates of the index of the power law over large intervals of time. A key ingredient in our proofs is a novel upper bound on the Lipschitz constant of the Skorokhod map that transforms a multidimensional Brownian path to a path which is constrained not to leave the positive orthant.

Optimal protocol for a collective flashing ratchet

We study a system of independent Brownian particles in a flashing ratchet potential that can be turned on or off depending on the position of the particles, with the aim of maximising the speed of the center of mass in the long run. First, an explanation of how to find the optimal protocol using Bellman's principle of optimality for any number of particles is given. Then the problem is numerically solved for a system of 2 particles. Simulations show that the optimal protocol performs better than the maximisation of instantaneous center-of-mass speed, a protocol known to give better results for 2 particles than any open-loop protocol.

Coupling motion of colloidal particles in quasi-two-dimensional confinement

The Brownian motion of colloidal particles in quasi-two-dimensional (q2D) confinement displays a distinct kinetic character from that in bulk. Here we experimentally report dynamic coupling motion of Brownian particles in a relatively long process (∼100 h), which displays a quasi-equilibrium state in the q2D system. In the quasi-equilibrium state, the q2D confinement results in the coupling of particle motions, which slowly damps the motion and interaction of particles until the final equilibrium state is reached. The process of approaching the equilibrium is a random relaxation of a many-body interaction system of Brownian particles. As the relaxation proceeds for ∼100 h, the system reaches the equilibrium state in which the energy gained by the particles from the stochastic collision in the whole system is counteracted by the dissipative energy resulting from the collision. The relaxation time of this stochastic q2D system is 17.7 h. The theory is developed to explain coupling motions of Brownian particles in q2D confinement.

The small noise limit of order-based diffusion processes

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional to the identity. These processes describe the evolution of a system of Brownian particles moving on the real line with piecewise constant drifts, and are the natural generalization of the rank-based diffusion processes introduced in stochastic portfolio theory or in the probabilistic interpretation of nonlinear evolution equations. Owing to the discontinuity of the drift coefficient, the corresponding ordinary differential equations are ill-posed. Therefore, the small noise limit of order-based diffusion processes is not covered by the classical Freidlin-Wentzell theory. The description of this limit is the purpose of this article. We first give a complete analysis of the two-particle case. Despite its apparent simplicity, the small noise limit of such a system already exhibits various behaviours. In particular, depending on the drift coefficient, the particles can either stick into a cluster, the velocity of which is determined by elementary computations, or drift away from each other at constant velocity, in a random ordering. The persistence of randomness in the zero noise limit is of the very same nature as in the pioneering works by Veretennikov (Mat. Zametki, 1983) and Bafico and Baldi (Stochastics, 1981) concerning the so-called Peano phenomenon. In the case of rank-based processes, we use a simple convexity argument to prove that the small noise limit is described by the sticky particle dynamics introduced by Brenier and Grenier (SIAM J. Numer. Anal., 1998), where particles travel at constant velocity between collisions, at which they stick together. In the general case of order-based processes, we give a sufficient condition on the drift for all the particles to aggregate into a single cluster, and compute the velocity of this cluster. Our argument consists in turning the study of the small noise limit into the study of the long time behaviour of a suitably rescaled process, and then exhibiting a Lyapunov functional for this rescaled process.

Analytical calculation of four-point correlations for a simple model of cages involving numerous particles

Dynamics of a one-dimensional system of Brownian particles with short-range repulsive interaction (diameter σ) is studied with a liquid-theoretical approach. The mean square displacement, the two-particle displacement correlation, and the overlap-density-based generalized susceptibility are calculated analytically by way of the Lagrangian correlation of the interparticulate space, instead of the Eulerian correlation of density that is commonly used in the standard mode-coupling theory. In regard to the mean square displacement, the linear analysis reproduces the established result on the asymptotic subdiffusive behavior of the system. A finite-time correction is given by incorporating the effect of entropic nonlinearity with a Lagrangian version of mode-coupling theory. The notorious difficulty in derivation of the mode-coupling theory concerning violation of the fluctuation-dissipation theorem is found to disappear by virtue of the Lagrangian description. The Lagrangian description also facilitates analytical calculation of four-point correlations in the space-time, such as the two-particle displacement correlation. The two-particle displacement correlation, which is asymptotically self-similar in the space-time, illustrates how the cage effect confines each particle within a short radius on one hand and creates collective motion of numerous particles on the other hand. As the time elapses, the correlation length grows unlimitedly, and the generalized susceptibility based on the overlap density converges to a finite value which is an increasing function of the density. The distribution function behind these dynamical four-point correlations and its extension to three-dimensional cases, respecting the tensorial character of the two-particle displacement correlation, are also discussed.

Collective dynamics in systems of active Brownian particles with dissipative interactions

We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with an internal energy depot and interactions inspired by the dissipative particle dynamics method, imposing pairwise friction force on the nearest neighbors. We study orientational ordering in a 2D system as a function of energy influx rate and particle density. The model demonstrates a transition into the ordered state on increasing the particle density and increasing the input power. Although both the alignment mechanism and the character of individual motion in our model differ from those in the well-studied Vicsek model, it demonstrates identical statistical properties and phase behavior.

Interacting particles on the line and Dunkl intertwining operator of type A: application to the freezing regime

We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson’s Brownian motion model, has an interaction coupling constant determined by the parameter β > 0. When β = 1, 2 and 4, this model can be regarded as a stochastic realization of the eigenvalue statistics of Gaussian random matrices. The second system comes from Dunkl processes, which are defined using differential-difference operators (Dunkl operators) associated with finite abstract vector sets called root systems. When the type-A root system is specified, Dunkl processes constitute a one-parameter system similar to Dyson’s model, with the difference that its particles interchange positions spontaneously. We prove that the type-A Dunkl processes with parameter k > 0 starting from any symmetric initial configuration are equivalent to Dyson’s model with the parameter β = 2k. We focus on the intertwining operators, since they play a central role in the mathematical theory of Dunkl operators, but their general closed form is not yet known. Using the equivalence between symmetric Dunkl processes and Dyson’s model, we extract the effect of the intertwining operator of type A on symmetric polynomials from these processes’ transition probability densities. In the strong coupling limit, the intertwining operator maps all symmetric polynomials onto a function of the sum of their variables. In this limit, Dyson’s model freezes, and it becomes a deterministic process with a final configuration proportional to the roots of the Hermite polynomials multiplied by the square root of the process time, while being independent of the initial configuration.

Controlling activated processes of nonadiabatically, periodically driven dynamical systems: A multiple scale perturbation approach

We arrive at the escape rate from a metastable state for a system of Brownian particles driven periodically by a space dependent, rapidly oscillating external perturbation (with frequency ω) in one dimension (one of the most important class of nonequilibrium system). Though the problem may seem to be time-dependent, and is poised on the extreme opposite side of adiabaticity, there exists a multiple scale perturbation theory ("Kapitza window") by means of which the dynamics can be treated in terms of an effective time-independent potential that is derived as an expansion in orders of 1/ω to the order ω(-3). The resulting time-independent equation is then used to calculate the escape rate of physical systems from a metastable state induced by external monochromatic field in the moderate-to-large damping limit and to investigate the effect of ω on the resulting rate in conjunction with the thermal energy. With large value of ω, we find that the environment with moderate-to-large damping impedes the escape process of the particle while high amplitude of the periodic driving force allows the particle to cross the barrier with a large escape rate. A comparison of our theoretical expression with numerical simulation gives a satisfactory agreement.

Shape fluctuation-induced dynamic hysteresis

We consider a system of Brownian particles confined in a two-dimensional bilobal enclosure whose walls are driven in time periodically by an external perturbation. The response of the particles under shape modulation is characterized by a relaxational delay which results in a non-vanishing area of the response function-field loop, response function being the integrated probability of residence of the particles in any of the lobes. This phenomenon is an entropic analogue of dynamical hysteresis, which vanishes in the quasi-static limit. The hysteresis loop area depends on temperature, strength of modulating field, and the geometrical parameters of the enclosure and exhibits a turnover as a function of frequency of the field.

Local chiral symmetry breaking in triatic liquid crystals

Understanding the behaviour of thermally excited many-particle systems, composed of a single particle type having a well-defined shape and size, is important in condensed matter, notably protein crystallization. Here we observe and explain the origin of local chiral symmetry breaking in a surprisingly simple system of hard Brownian particles: achiral regular triangles confined to two dimensions. Using enhanced optical video particle-tracking microscopy, we show that microscale lithographic triangular platelets form two different triatic liquid crystal phases. Above a particle area fraction φ(A)≈0.55, the simple triatic phase is spatially disordered, yet has molecular orientational characteristics that distinguish it from a hexatic liquid crystal. At higher φ(A)≥0.61, we find a second triatic phase exhibiting local chiral symmetry breaking; rotational entropy favours laterally offsetting the positions of nearest-neighbouring triangles. By contributing to spatial disordering, local chiral symmetry breaking can limit the range of shapes that can be entropically crystallized.

O’Connell's process as a vicious Brownian motion

Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.

From a Large-Deviations Principle to the Wasserstein Gradient Flow: A New Micro-Macro Passage

We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step h > 0, a large-deviations rate functional J h characterizes the behaviour of the particle system at t = h in terms of the initial distribution at t = 0. For the diffusion equation, a single step in the time-discretized entropy-Wasserstein gradient flow is characterized by the minimization of a functional K h . We establish a new connection between these systems by proving that J h and K h are equal up to second order in h as h → 0. This result gives a microscopic explanation of the origin of the entropy-Wasserstein gradient flow formulation of the diffusion equation. Simultaneously, the limit passage presented here gives a physically natural description of the underlying particle system by describing it as an entropic gradient flow.

Pfaffian Formulae for One Dimensional Coalescing and Annihilating Systems

The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian point processes closely related to the Pfaffian point process describing one dimensional distribution of real eigenvalues in the real Ginibre ensemble of random matrices. As an application, an exact large time asymptotic for the $n$-point density function for coalescing particles is derived.

Entropic noise-induced nonequilibrium transition

We consider a system of Brownian particles confined in a two-dimensional bilobal enclosure. Varying cross-section of the confinement results in an effective entropic potential in reduced dimension. We show that the system may undergo an entropic noise-induced transition when the shape of the stationary probability density changes qualitatively from bimodal to trimodal type under the influence of a multiplicative noise.