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Register a new userOn large deviation properties of Brownian motion with dry friction
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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.
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We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositions on the one hand and on the backward Kolmogorov equation on the other. For the simple case containing only dry friction, a phase transition phenomenon in the spectrum is found which relates to the position of the exit point, and which affects the tail of the FPT distribution. For the model containing as well a driving force and viscous friction the impact of the corresponding stick-slip transition and of the transition to ballistic exit is evaluated quantitatively. The proposed model is one of the very few cases where FPT properties are accessible by analytical means.
The interplay between Coulomb friction and random excitations is studied experimentally by means of a rotating probe in contact with a stationary granular gas. The granular material is independently fluidized by a vertical shaker, acting as a heat bath for the Brownian-like motion of the probe. Two ball bearings supporting the probe exert nonlinear Coulomb friction upon it. The experimental velocity distribution of the probe, autocorrelation function, and power spectra are compared with the predictions of a linear Boltzmann equation with friction, which is known to simplify in two opposite limits: at high collision frequency, it is mapped to a Fokker-Planck equation with nonlinear friction, whereas at low collision frequency, it is described by a sequence of independent random kicks followed by friction-induced relaxations. Comparison between theory and experiment in these two limits shows good agreement. Deviations are observed at very small velocities, where the real bearings are not well modeled by Coulomb friction.
The motion of an adiabatic piston under dry friction is investigated to clarify the roles of dry friction in non-equilibrium steady states. We clarify that dry friction can reverse the direction of the piston motion and causes a discontinuity or a cusp-like singularity for velocity distribution functions of the piston. We also show that the heat fluctuation relation is modified under dry friction.
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.
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