No Arabic abstract
We consider an overdamped Brownian particle, exposed to a two-dimensional, square lattice potential and a rectangular ac-drive. Depending on the driving amplitude, the linear response to a weak dc-force along a lattice symmetry axis consist in a mobility in basically any direction. In particular, motion exactly opposite to the applied dc-force may arise. Upon changing the angle of the dc-force relatively to the square lattice, the particle motion remains predominantly opposite to the dc-force. The basic physical mechanism consists in a spontaneous symmetry breaking of the unbiased deterministic particle dynamics.
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation time the power-law correlations between the increments of fractional Brownian motion. Here, we investigate such tempered fractional Brownian motion confined to a finite interval by reflecting walls. Specifically, we explore how the tempering of the long-time correlations affects the strong accumulation and depletion of particles near reflecting boundaries recently discovered for untempered fractional Brownian motion. We find that exponential tempering introduces a characteristic size for the accumulation and depletion zones but does not affect the functional form of the probability density close to the wall. In contrast, power-law tempering leads to more complex behavior that differs between the superdiffusive and subdiffusive cases.
At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation fast and precise enough to capture this motion. With a newly developed detector, we have been able to observe the Brownian motion of a single particle in an optical trap with 75 MHz bandwidth and sub-{AA}ngstrom spatial precision. We report the first measurements of ballistic Brownian motion as well as the first determination of the velocity autocorrelation function of a Brownian particle. The data are in excellent agreement with theoretical predictions taking into account the inertia of the particle and the surrounding fluid as well as hydrodynamic memory effects.
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for nonnegative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behaviour in the asymptotic long time limit.
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type. In addition we find the winding number distribution of fractal time process, i.e., time fractional Fokker-Planck equation, in the presence of finite size winding center.