On the Time Transition Between Short- and Long-Time Regimes of Colloidal Particles in External Periodic Potentials

2021 ◽  
Vol 9 ◽  
Author(s):  
Daniela Pérez-Guerrero ◽  
José Luis Arauz-Lara ◽  
Erick Sarmiento-Gómez ◽  
Guillermo Iván Guerrero-García

The dynamics of colloidal particles at infinite dilution, under the influence of periodic external potentials, is studied here via experiments and numerical simulations for two representative potentials. From the experimental side, we analyzed the motion of a colloidal tracer in a one-dimensional array of fringes produced by the interference of two coherent laser beams, providing in this way an harmonic potential. The numerical analysis has been performed via Brownian dynamics (BD) simulations. The BD simulations correctly reproduced the experimental position- and time-dependent density of probability of the colloidal tracer in the short-times regime. The long-time diffusion coefficient has been obtained from the corresponding numerical mean square displacement (MSD). Similarly, a simulation of a random walker in a one dimensional array of adjacent cages with a probability of escaping from one cage to the next cage is one of the most simple models of a periodic potential, displaying two diffusive regimes separated by a dynamical caging period. The main result of this study is the observation that, in both potentials, it is seen that the critical time t*, defined as the specific time at which a change of curvature in the MSD is observed, remains approximately constant as a function of the height barrier U0 of the harmonic potential or the associated escape probability of the random walker. In order to understand this behavior, histograms of the first passage time of the tracer have been calculated for several height barriers U0 or escape probabilities. These histograms display a maximum at the most likely first passage time t′, which is approximately independent of the height barrier U0, or the associated escape probability, and it is located very close to the critical time t*. This behavior suggests that the critical time t*, defining the crossover between short- and long-time regimes, can be identified as the most likely first passage time t′ as a first approximation.

Fractals ◽  
2006 ◽  
Vol 14 (02) ◽  
pp. 119-123 ◽  
Author(s):  
K. H. CHANG ◽  
B. C. CHOI ◽  
SEONG-MIN YOON ◽  
KYUNGSIK KIM

We investigate the multifractals of the first passage time on a one-dimensional small-world network with reflecting and absorbing barriers. The multifractals can be obtained from the distribution of the first passage time at which the random walker arrives for the first time at an absorbing barrier after starting from an arbitrary initial site. Our simulation is found to estimate the fractal dimension D0 = 0.920 ~ 0.930 for the different network sizes and random rewiring fractions. In particular, the multifractal structure breaks down into a small-world network, when the rewiring fraction p is larger than the critical value pc = 0.3. Our simulation results are compared with the numerical computations for regular networks.


2007 ◽  
Vol 21 (23n24) ◽  
pp. 4059-4063
Author(s):  
KYUNGSIK KIM ◽  
K. H. CHANG ◽  
DEOCK-HO HA

We investigate the multifractals of the first passage time on a one-dimensional small-world network with reflecting and absorbing barriers. We analyze numerically the distribution of the first passage time at which the random walker arrives for the first time at an absorbing barrier after starting from an arbitrary initial site. Our simulation is found to estimate the fractal dimension D0 = 0.920 ∼ 0.930 for the different network sizes and random rewiring fractions. In particular, our simulation results are compared with the numerical computations for regular networks.


1997 ◽  
Vol 34 (3) ◽  
pp. 623-631 ◽  
Author(s):  
R. Gutiérrez ◽  
L. M. Ricciardi ◽  
P. Román ◽  
F. Torres

In this paper we study a Volterra integral equation of the second kind, including two arbitrary continuous functions, in order to determine first-passage-time probability density functions through time-dependent boundaries for time-non-homogeneous one-dimensional diffusion processes with natural boundaries. These results generalize those which were obtained for time-homogeneous diffusion processes by Giorno et al. [3], and for some particular classes of time-non-homogeneous diffusion processes by Gutiérrez et al. [4], [5].


2010 ◽  
Vol 2010 (09) ◽  
pp. P09005 ◽  
Author(s):  
Michael Sheinman ◽  
Olivier Bénichou ◽  
Raphaël Voituriez ◽  
Yariv Kafri

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Chuancun Yin ◽  
Huiqing Wang

We consider the general one-dimensional time-homogeneous regular diffusion process between two reflecting barriers. An approach based on the Itô formula with corresponding boundary conditions allows us to derive the differential equations with boundary conditions for the Laplace transform of the first passage time and the value function. As examples, the explicit solutions of them for several popular diffusions are obtained. In addition, some applications to risk theory are considered.


2011 ◽  
Vol 2011 ◽  
pp. 1-3 ◽  
Author(s):  
Mario Lefebvre

LetX(t)be a controlled one-dimensional diffusion process having constant infinitesimal variance. We consider the problem of optimally controllingX(t)until timeT(x)=min{T1(x),t1}, whereT1(x)is the first-passage time of the process to a given boundary andt1is a fixed constant. The optimal control is obtained explicitly in the particular case whenX(t)is a controlled Wiener process.


1995 ◽  
Vol 32 (4) ◽  
pp. 1007-1013 ◽  
Author(s):  
Marco Dominé

The first-passage problem for the one-dimensional Wiener process with drift in the presence of elastic boundaries is considered. We use the Kolmogorov backward equation with corresponding boundary conditions to derive explicit closed-form expressions for the expected value and the variance of the first-passage time. Special cases with pure absorbing and/or reflecting barriers arise for a certain choice of a parameter constellation.


1978 ◽  
Vol 45 (1) ◽  
pp. 175-180 ◽  
Author(s):  
J. B. Roberts

A simple numerical scheme is proposed for computing the probability of first passage failure, P(T), in an interval O-T, for oscillators with nonlinear damping. The method depends on the fact that, when the damping is light, the amplitude envelope, A(t), can be accurately approximated as a one-dimensional Markov process. Hence, estimates of P(T) are found, for both single and double-sided barriers, by solving the Fokker-Planck equation for A(t) with an appropriate absorbing barrier. The numerical solution of the Fokker-Planck equation is greatly simplified by using a discrete time random walk analog of A(t), with appropriate statistical properties. Results obtained by this method are compared with corresponding digital simulation estimates, in typical cases.


1989 ◽  
Vol 26 (4) ◽  
pp. 707-721 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi

Special symmetry conditions on the transition p.d.f. of one-dimensional time-homogeneous diffusion processes with natural boundaries are investigated and exploited to derive closed-form results concerning the transition p.d.f.'s in the presence of absorbing and reflecting boundaries and the first-passage-time p.d.f. through time-dependent boundaries.


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