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.

Velocity Multistability vs. Ergodicity Breaking in a Biased Periodic Potential

Multistability, i.e., the coexistence of several attractors for a given set of system parameters, is one of the most important phenomena occurring in dynamical systems. We consider it in the velocity dynamics of a Brownian particle, driven by thermal fluctuations and moving in a biased periodic potential. In doing so, we focus on the impact of ergodicity—A concept which lies at the core of statistical mechanics. The latter implies that a single trajectory of the system is representative for the whole ensemble and, as a consequence, the initial conditions of the dynamics are fully forgotten. The ergodicity of the deterministic counterpart is strongly broken, and we discuss how the velocity multistability depends on the starting position and velocity of the particle. While for non-zero temperatures the ergodicity is, in principle, restored, in the low temperature regime the velocity dynamics is still affected by initial conditions due to weak ergodicity breaking. For moderate and high temperatures, the multistability is robust with respect to the choice of the starting position and velocity of the particle.

Active Brownian motion with speed fluctuations in arbitrary dimensions: exact calculation of moments and dynamical crossovers

We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein–Uhlenbeck process for active speed generation. Using a Laplace transform approach, we describe and use a Fokker–Planck equation-based method to evaluate the exact time dependence of all relevant dynamical moments. We present explicit calculations of several such moments and compare our analytical predictions against numerical simulations to demonstrate and analyze the dynamical crossovers, determined by the orientational persistence of activity, speed fluctuation and relaxation. The kurtosis of displacement shows positive and negative deviations from a Gaussian behavior at intermediate times depending on the dominance of speed and orientational fluctuations, respectively.

A perfect probe: Resonance of underdamped scaled Brownian motion

We numerically investigate the resonance of the underdamped scaled Brownian motion in a bistable system for both cases of a single particle and interacting particles. Through the velocity autocorrelation function (VACF) and mean squared displacement (MSD) of a single particle, we find that for the steady state, diffusions are ballistic at short times and then become normal for most of parameter regimes. However, for certain parameter regimes, both VACF and MSD suggest that the transition between superdiffusion and subdiffusion takes place at intermediate times, and diffusion becomes normal at long times. Via the power spectrum density corresponding to the transitions, we find that there exists a nontrivial resonance. For interacting particles, we find that the interaction between the probe particle and other particles can lead to the resonance, too. Thus we theoretically propose the system with the Brownian particle as a probe, which can detect the temperature of the system and identify the number of the particles or the types of different coupling strengths in the system. The probe is potentially useful for detecting microscopic and nanometer-scale particles and for identifying cancer cells or healthy ones.

Spectral density of individual trajectories of an active Brownian particle

We study analytically the single-trajectory spectral density (STSD) of an active Brownian motion as exhibited, for example, by the dynamics of a chemically-active Janus colloid. We evaluate the standardly-defined spectral density, {\it i.e.} the STSD averaged over a statistical ensemble of trajectories in the limit of an infinitely long observation time $T$, and also go beyond the standard analysis by considering the coefficient of variation $\gamma$ of the distribution of the STSD. Moreover, we analyse the finite-$T$ behaviour of the STSD and $\gamma$, determine the cross-correlations between spatial components of the STSD, and address the effects of translational diffusion on the functional forms of spectral densities. The exact expressions that we obtain unveil many distinctive features of active Brownian motion compared to its passive counterpart, which allow to distinguish between these two classes based solely on the spectral content of individual trajectories.

Steady state of overdamped particles in the non-conservative force field of a simple non-linear model of optical trap

Optically trapped particles are often subject to a non-conservative scattering force arising from radiation pressure. In this paper, we present an exact solution for the steady state statistics of an overdamped Brownian particle subjected to a commonly used force field model for an optical trap. The model is the simplest of its kind that takes into account non-conservative forces. In particular, we present the exact results for certain marginals of the full three-dimensional steady state probability distribution, in addition to results for the toroidal probability currents that are present in the steady state, as well as for the circulation of these currents. Our analytical results are confirmed by numerical solution of the steady state Fokker–Planck equation.

Optimal mean first-passage time of a Brownian searcher with resetting in one and two dimensions: experiments, theory and numerical tests

We experimentally, numerically and theoretically study the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius R tol, a target at a distance L from an initial position in the presence of resetting. The reset position is Gaussian distributed with width σ. We derived and tested two resetting protocols, one with a periodic and one with random (Poissonian) resetting times. We computed and measured the full first-passage probability distribution that displays spectacular spikes immediately after each resetting time for close targets. We study the optimal mean first-passage time as a function of the resetting period/rate for different target distances (values of the ratios b = L/σ) and target size (a = R tol/L). We find an interesting phase transition at a critical value of b, both in one and two dimensions. The details of the calculations as well as the experimental setup and limitations are discussed.