No Arabic abstract
Brownian motion is widely used as a paradigmatic model of diffusion in equilibrium media throughout the physical, chemical, and biological sciences. However, many real world systems, particularly biological ones, are intrinsically out-of-equilibrium due to the energy-dissipating active processes underlying their mechanical and dynamical features. The diffusion process followed by a passive tracer in prototypical active media such as suspensions of active colloids or swimming microorganisms indeed differs significantly from Brownian motion, manifest in a greatly enhanced diffusion coefficient, non-Gaussian tails of the displacement statistics, and crossover phenomena from non-Gaussian to Gaussian scaling. While such characteristic features have been extensively observed in experiments, there is so far no comprehensive theory explaining how they emerge from the microscopic active dynamics. Here we present a theoretical framework of the enhanced tracer diffusion in an active medium from its microscopic dynamics by coarse-graining the hydrodynamic interactions between the tracer and the active particles as a stochastic process. The tracer is shown to follow a non-Markovian coloured Poisson process that accounts quantitatively for all empirical observations. The theory predicts in particular a long-lived Levy flight regime of the tracer motion with a non-monotonic crossover between two different power-law exponents. The duration of this regime can be tuned by the swimmer density, thus suggesting that the optimal foraging strategy of swimming microorganisms might crucially depend on the density in order to exploit the Levy flights of nutrients. Our framework provides the first validation of the celebrated Levy flight model from a physical microscopic dynamics.
Anomalous diffusion, manifest as a nonlinear temporal evolution of the position mean square displacement, and/or non-Gaussian features of the position statistics, is prevalent in biological transport processes. Likewise, collective behavior is often observed to emerge spontaneously from the mutual interactions between constituent motile units in biological systems. Examples where these phenomena can be observed simultaneously have been identified in recent experiments on bird flocks, fish schools and bacterial swarms. These results pose an intriguing question, which cannot be resolved by existing theories of active matter: How is the collective motion of these systems affected by the anomalous diffusion of the constituent units? Here, we answer this question for a microscopic model of active Levy matter -- a collection of active particles that perform superdiffusion akin to a Levy flight and interact by promoting polar alignment of their orientations. We present in details the derivation of the hydrodynamic equations of motion of the model, obtain from these equations the criteria for a disordered or ordered state, and apply linear stability analysis on these states at the onset of collective motion. Our analysis reveals that the disorder-order phase transition in active Levy matter is critical, in contrast to ordinary active fluids where the phase transition is, instead, first-order. Correspondingly, we estimate the critical exponents of the transition by finite size scaling analysis and use these numerical estimates to relate our findings to known universality classes. These results highlight the novel physics exhibited by active matter integrating both anomalous diffusive single-particle motility and inter-particle interactions.
Collective motion is often modeled within the framework of active fluids, where the constituent active particles, when interactions with other particles are switched off, perform normal diffusion at long times. However, in biology, single-particle superdiffusion and fat-tailed displacement statistics are also widespread. The collective properties of interacting systems exhibiting such anomalous diffusive dynamics, which we call active Levy matter, cannot be captured by current active fluid theories. Here, we formulate a hydrodynamic theory of active Levy matter by coarse-graining a microscopic model of aligning polar active particles that perform superdiffusion akin to Levy flights. Applying a linear stability analysis on the hydrodynamic equations at the onset of collective motion, we find that, in contrast to its conventional counterpart, the order-disorder transition can become critical. We then estimate the corresponding critical exponents by finite size scaling analysis of numerical simulations. Our work highlights the novel physics in active matter that integrates both anomalous diffusive motility and inter-particle interactions.
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L{e}vy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for L{e}vy flights is derived and solved analytically in the steady state. It is shown that L{e}vy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.
Among Markovian processes, the hallmark of Levy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that Levy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that exhibit very slow diffusion, logarithmic in time. These processes are path-dependent and anomalous motion emerges from frequent relocations to already visited sites. We show how the Central Limit Theorem is modified in this context, keeping the usual distinction between analytic and non-analytic characteristic functions. A fluctuation-dissipation relation is also derived. Our results may have important applications in the study of animal and human displacements.
Let L(t) be a Levy flights process with a stability index alphain(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U(Z(t-))dt+sigma(t)dL(t) describes an evolution of a Levy particle of an `instant temperature sigma(t) in an external force field. The temperature is supposed to decrease polynomially fast, i.e. sigma(t)approx t^{-theta} for some theta>0. We discover two different cooling regimes. If theta<1/alpha (slow cooling), the jump diffusion Z(t) has a non-trivial limiting distribution as tto infty, which is concentrated at the potentials local minima. If theta>1/alpha (fast cooling) the Levy particle gets trapped in one of the potential wells.