Underdamped Brownian Particle Research Articles

Brownian fluctuations of kinetic energy under Lorentz force

In stochastic thermodynamics, significant attention has been given to studying the statistical behavior of thermodynamic quantities, such as heat and work. However, fluctuations in other quantities, such as kinetic energy and internal energy, can also exhibit intriguing statistical properties. In this study, we investigate the fluctuations of kinetic energy within an initially equilibrated underdamped Brownian particle subsequently exposed to a Lorentz force, comprising both electric and magnetic fields, and provide insights through the examination of the characteristic function, central moments, and kinetic energy distribution.

Mode-coupling theory for the dynamics of dense underdamped active Brownian particle system.

We present a theory to study the inertial effect on glassy dynamics of the underdamped active Brownian particle (UABP) system. Using the assumption of the nonequilibrium steady-state, we obtain an effective Fokker-Planck equation for the probability distribution function (PDF) as a function of positions and momentums. With this equation, we achieve the evolution equation of the intermediate scattering function through the Zwanzig-Mori projection operator method and the mode-coupling theory (MCT). Theoretical analysis shows that the inertia of the particle affects the memory function and corresponding glass transition by influencing the structure factor and a velocity correlation function. The theory provides theoretical support and guidance for subsequent simulation work.

Oscillating states of driven Langevin systems under large viscous drives.

We provide a perturbative scheme that is suitable to study oscillating states in driven Langevin systems in the large viscous regime. We explicitly determine the oscillating state distribution of an underdamped Brownian particle driven by a time-dependent periodic potential. Apart from the harmonic and anharmonic parameters of the potential, the noise strength and the viscous parameter (or equivalently their ratio referred to as the thermal parameter), which appear in the dynamics of the Brownian particle, are also driven periodically. We specify various nonequilibrium observables, relevant to characterize the oscillating states, and evaluate them to linear order in anharmonic perturbation. We find that the effect of viscous drives on oscillating states is measurable even at leading order and show that the thermodynamic properties of the system in these states are significantly distinct from those in equilibrium or even from those exhibited by oscillating states of overdamped driven systems.

Microscopic theory of the Curzon-Ahlborn heat engine based on a Brownian particle.

The Curzon-Ahlborn (CA) efficiency, as the efficiency at the maximum power (EMP) of the endoreversible Carnot engine, has significant impact on finite-time thermodynamics. However, the CA engine is based on many assumptions. In the past few decades, although a lot of efforts have been made, a microscopic theory of the CA engine is still lacking. By adopting the method of the stochastic differential equationof energy, we formulate a microscopic theory of the CA engine realized with a highly underdamped Brownian particle in a class of nonharmonic potentials. This theory gives microscopic interpretation of all assumptions made by Curzon and Ahlborn. In other words, we find a microscopic counterpart of the CA engine in stochastic thermodynamics. Also, based on this theory, we derive the explicit expression of the protocol associated with the maximum power for any given efficiency, and we obtain analytical results of the power and the efficiency statistics for the Brownian CA engine. Our research brings new perspectives to experimental studies of finite-time microscopic heat engines featured with fluctuations.

Minimal dissipation protocols of an instantaneous equilibrium Brownian particle under time-dependent temperature and potential variations

We consider the instantaneous equilibrium (ieq) transition of an underdamped Brownian particle under arbitrary time-dependent temperature and potential variations and derive analytic results for the temperature and potential protocols for minimal dissipative work. Explicit results for the time-dependent minimal dissipation protocols and the associated energetics are obtained for the cases of pure temperature variation, pure potential parameter (stiffness) variation, and isentropic ieq processes. The minimal dissipation condition enforces the forward and backward protocols to be time-reversal related, with the same minimal dissipative work. Remarkably, it is shown that the minimal dissipation path is also the isentropic ieq transition. The energetics in the mdieq transitions are analyzed in detail with emphasis on the conditions for maximizing the mean work and power that can be extracted. Furthermore, exact results for the overdamped limit are derived, indicating that there is great freedom to choose the minimal dissipation protocols, thus allowing the realization of mdieq transitions in Brownian colloidal systems with relative ease.

Equilibrium stochastic delay processes

Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is available for linear models only. We introduce a class of stochastic delay processes with nonlinear time-local forces and linear time-delayed forces that obey fluctuation theorems and converge to a Boltzmann equilibrium at long times. From the point of view of control theory, such ‘equilibrium stochastic delay processes’ are stable and energetically passive, by construction. Computationally, they provide diverse exact constraints on general nonlinear stochastic delay problems and can, in various situations, serve as a starting point for their perturbative analysis. Physically, they admit an interpretation in terms of an underdamped Brownian particle that is either subjected to a time-local force in a non-Markovian thermal bath or to a delayed feedback force in a Markovian thermal bath. We illustrate these properties numerically for a setup familiar from feedback cooling and point out experimental implications.

Transport Regimes of Underdamped Brownian Particles in a Tilted Washboard Potential

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold reminiscent of a phase transition between anomalous and normal diffusive behaviors is located. In the low temperature regime, the system exhibits an apparent negative differential mobility due to persistent, long-time subdiffusion at low-bias; at high temperature (or critical bias,) the system rapidly approaches normal diffusion below an intermediate barrier height, U0 ? 6kBT. By comparison of the underdamped and overdamped response, it is demonstrated that the non-monotonic temperature dependence of the diffusivity can be traced to inertial effects. The velocity power spectra exhibit coupling between the \locked and \running states in the giant diffusion regime, with a characteristic frequency corresponding to the principal frequency of the limit cycles of a damped, driven plane pendulum near critical bias. Non-linear second harmonic generation, corresponding to oscillatory transient anomalous diffusivity, is observed with increasing bias and decreasing temperature, further emphasizing that the low-noise diffusion problem converges to noise-free dynamics, complementing analytic results for the average velocity [L. Cheng and N.K. Yip, Physica D, 2015].

Brownian systems perturbed by mild shear: comparing response relations

We present a comprehensive study of the linear response of interacting underdamped Brownian particles to simple shear flow. We collect six different routes for computing the response, two of which are based on the symmetry of the considered system and observable with respect to the shear axes. We include the extension of the Green–Kubo relation to underdamped cases, which shows two unexpected additional terms. These six computational methods are applied to investigate the relaxation of the response towards the steady state for different observables, where interesting effects due to interactions and a finite particle mass are observed. Moreover, we compare the different response relations in terms of their statistical efficiency, identifying their relative demand on experimental measurement time or computational resources in computer simulations. Finally, several measures of breakdown of linear response theory for larger shear rates are discussed.

Equilibrium free-energy differences from a linear nonequilibrium equality.

Extracting equilibrium information from nonequilibrium measurements is a challenge task of great importance in understanding the thermodynamic properties of physical, chemical, and biological systems. The discovery of the Jarzynski equality illumines the way to estimate the equilibrium free-energy difference from the work performed in nonequilibrium driving processes. However, the nonlinear (exponential) relation causes the poor convergence of the Jarzynski equality. Here, we propose a concise method to estimate the free-energy difference through a linear nonequilibrium equality which inherently converges faster than nonlinear nonequilibrium equalities. This linear nonequilibrium equality relies on an accelerated isothermal process which is realized by using a unified variational approach, named variational shortcuts to isothermality. We apply our method to an underdamped Brownian particle moving in a double-well potential. The simulations confirm that the method can be used to accurately estimate the free-energy difference with high efficiency. Especially during fast driving processes with high dissipation, the method can improve the accuracy by more than an order of magnitude compared with the estimator based on the nonlinear nonequilibrium equality.

Underdamped active Brownian heat engine.

Active Brownian engines rectify energy from reservoirs composed of self-propelling nonequilibrium molecules into work. We consider a class of such engines based on an underdamped Brownian particle trapped in a power-law potential. The energy they transform has thermodynamic properties of heat only if the nonequilibrium reservoir can be assigned a suitable effective temperature consistent with the second law and thus yielding an upper bound on the engine efficiency. The effective temperature exists if the total force exerted on the particle by the bath is not correlated with the particle position. In general, this occurs if the noise autocorrelation function and the friction kernel are proportional as in the fluctuation-dissipation theorem. But even if the proportionality is broken, the effective temperature can be defined in restricted, fine-tuned, parameter regimes, as we demonstrate on a specific example with harmonic potential.

Absolute negative mobility induced by fractional Gaussian noise

Transport of underdamped Brownian particles driven by fractional Gaussian noise in a periodic potential is numerically investigated in the presence of a dc force and an ac force. Within particular parameter regimes, this system exhibits absolute negative mobility, which means that the particles can travel in the direction opposite to the constant force. We demonstrate that fractional Gaussian noise can strongly affect the appearance of the absolute negative mobility. It is found that fraction Gaussian noise in the persistent case can induce the appearance of double absolute negative mobility in two different parameter ranges, while the absolute negative mobility occurs in only one parameter interval in the antipersistent case. As the Hurst exponent increases, the negative mobility strengthens monotonously for the persistent case, whereas the change in Hurst exponent hardly affects the transport behavior for the antipersistent case.

Effective thermodynamics of two interacting underdamped Brownian particles.

Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the two particles: marginalization over one particle, bipartite structure with information flows, and the Hamiltonian of mean force formalism. In the limit of time-scale separation where the second particle with a fast relaxation time scale locally equilibrates with respect to the coordinates of the first slowly relaxing particle, the effective thermodynamics resulting from the first and third approach are shown to capture the full thermodynamics and to coincide with each other. In the bipartite approach, the slow part does not, in general, allow for an exact thermodynamic description as the entropic exchange between the particles is ignored. Physically, the second particle effectively becomes part of the heat reservoir. In the limit where the second particle becomes heavy and thus deterministic, the effective thermodynamics of the first two coarse-graining methods coincide with the full one. The Hamiltonian of mean force formalism, however, is shown to be incompatible with that limit. Physically, the second particle becomes a work source. These theoretical results are illustrated using an exactly solvable harmonic model.

Response of active Brownian particles to boundary driving.

We computationally study the behavior of underdamped active Brownian particles in a sheared channel geometry. Due to their underdamped dynamics, the particles carry momentum a characteristic distance away from the boundary before it is dissipated into the substrate. We correlate this distance with the persistence of particle trajectories, determined jointly by their friction and self-propulsion. Within this characteristic length, we observe counterintuitive phenomena stemming from the interplay of activity, interparticle interactions, and the boundary driving. Depending on the values of friction and self-propulsion, interparticle interactions can either aid or hinder momentum transport. More dramatically, in certain cases we observe a flow reversal near the wall, which we correlate with an induced polarization of the particle self-propulsion directions. We rationalize these results in terms of a simple kinetic picture of particle trajectories.

Brownian motors in variable-shape medium: Overdamped versus underdamped cases

In this paper, we investigate the statistical behavior of Brownian particles in a deformable traveling-wave potential in the absence of external load. We model the deformation of the system by the modified Remoissenet-Peyrard on-site potential, which is distinguished by its sine-Gordon shape. We examine numerically the effect of the deformed on-site potential with traveling speeds on the transport properties in overdamped as well as underdamped Brownian particles. Using the Langevin Monte Carlo method, we show that the average velocity of Brownian particles is an increasing function of the shape parameter in the overdamped case, and a decreasing function of the shape parameter in the underdamped case. It is found that, in the overdamped case, the numerical behavior of the average velocity of Brownian particles validates its analytical results. In the presence of the deformable traveling-wave potential, for negative as well as positive values of the shape parameter, the underdamped case favors the transport properties in the medium. The average velocity needed to cross the potential barriers is lowest in the underdamped case. Moreover, the effective diffusion coefficient in both cases exhibits peaks, and the diffusion process enhancement is discussed for some values of the shape parameter. Finally, in the underdamped case, by using the Smoluchowski equation and the finite-element methods, we analyze the distribution of Brownian particles in the deformed system.

Engineered swift equilibration for Brownian objects: from underdamped to overdamped dynamics

We propose an enlarged framework to study transformations that drive an underdamped Brownian particle in contact with a thermal bath from an equilibrium state to a new one in an arbitrarily short time. To this end, we make use of a time and space-dependent potential, that plays a dual role: confine the particle, and manipulate the system. In the special case of an isothermal compression or decompression of a harmonically trapped particle, we derive explicit protocols that perform this quick transformation, following an inverse engineering method. We focus on the properties of these protocols, which crucially depend on two key dimensionless numbers that characterize the relative values of the three timescales of the problem, associated with friction, oscillations in the confinement and duration of the protocol. In particular, we show that our protocols encompass the known overdamped version of this problem and extend it to any friction for decompression and to a large range of frictions for compression.

Current Reversals of an Underdamped Brownian Particle in an Asymmetric Deformable Potential**Supported in part by the National Natural Science Foundation of China under Grant Nos. 11575064 and 11175067, and the Natural Science Foundation of Guangdong Province under Grant No. 2016A030313433

Transport of an underdamped Brownian particle in a one-dimensional asymmetric deformable potential is investigated in the presence of both an ac force and a static force, respectively. From numerical simulations, we obtain the current average velocity. The current reversals and the absolute negative mobility are presented. The increasing of the deformation of the potential can cause the absolute negative mobility to be suppressed and even disappear. When the static force is small, the increase of the potential deformation suppresses the absolute negative mobility. When the force is large, the absolute negative mobility disappears. In particular, when the potential deformation is equal to 0.015, the two current reversals present with the increasing of the force. Remarkably, when the potential deformation is small, there are three current reversals with the increasing of the friction coefficient and the average velocity presents a oscillation behavior.

Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder

The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.

Enhanced diffusion with abnormal temperature dependence in underdamped space-periodic systems subject to time-periodic driving.

We present a study of the diffusion enhancement of underdamped Brownian particles in a one-dimensional symmetric space-periodic potential due to external symmetric time-periodic driving with zero mean. We show that the diffusivity can be enhanced by many orders of magnitude at an appropriate choice of the driving amplitude and frequency. The diffusivity demonstrates abnormal (decreasing) temperature dependence at the driving amplitudes exceeding a certain value. At any fixed driving frequency Ω normal temperature dependence of the diffusivity is restored at low enough temperatures, T<T_{TAD}(Ω)-in contrast with the problem with constant external driving. At fixed temperature at small driving frequency the diffusivity either slowly decreases with Ω, or (at stronger driving) goes through a maximum near Ω_{2}, the reciprocal superdiffusion regime termination time. At high frequencies, between Ω_{2} and a fraction of the oscillation frequency at the potential minimum, the diffusivity is shown to decrease with Ω according to a power law, with the exponent related to the transient superdiffusion exponent. This behavior is found similar for the cases of sinusoidal in time and piecewise constant periodic ("square") driving.

Stochastic thermodynamics in the strong coupling regime: An unambiguous approach based on coarse graining.

We consider a classical and possibly driven composite system X⊗Y weakly coupled to a Markovian thermal reservoir R so that an unambiguous stochastic thermodynamics ensues for X⊗Y. This setup can be equivalently seen as a system X strongly coupled to a non-Markovian reservoir Y⊗R. We demonstrate that only in the limit where the dynamics of Y is much faster than X, our unambiguous expressions for thermodynamic quantities, such as heat, entropy, or internal energy, are equivalent to the strong coupling expressions recently obtained in the literature using the Hamiltonian of mean force. By doing so, we also significantly extend these results by formulating them at the level of instantaneous rates and by allowing for time-dependent couplings between X and its environment. Away from the limit where Y evolves much faster than X, previous approaches fail to reproduce the correct results from the original unambiguous formulation, as we illustrate numerically for an underdamped Brownian particle coupled strongly to a non-Markovian reservoir.

A numerical approach to study the Kramers equation for finite geometries: boundary conditions and potential fields

The Kramers equation for the phase-space function, which models the dynamics of an underdamped Brownian particle, is the subject of our study. Numerical solutions of this equation for natural boundaries (unconfined geometries) have been well reported in the literature. But not much has been done on the Kramers equation for finite (confining) geometries which require a set of additional constraints imposed on the phase-space function at physical boundaries. In this paper we present numerical solutions for the Kramers equation with a variety of potential fields—namely constant, linear, harmonic and periodic—in the presence of fully absorbing and fully reflecting boundary conditions (BCs). The choice of the numerical method and its implementation take into consideration the type of BCs, in order to avoid the use of ghost points or artificial conditions. We study and assess the conditions under which the numerical method converges. Various aspects of the solutions for the phase-space function are presented with figures and discussed in detail.