Colossal Brownian yet non-Gaussian diffusion induced by nonequilibrium noise

Approach to nonequilibrium: From anomalous to Brownian diffusion via non-Gaussianity

Recent progress in experimental techniques, such as single particle tracking, allows one to analyze both nonequilibrium properties and an approach to equilibrium. There are examples showing that processes occurring at finite timescales are distinctly different than their equilibrium counterparts. In this work, we analyze a similar problem of an approach to nonequilibrium. We consider an archetypal model of a nonequilibrium system consisting of a Brownian particle dwelling in a spatially periodic potential and driven by an external time-periodic force. We focus on a diffusion process and monitor its development in time. In the presented parameter regime, the excess kurtosis measuring the Gaussianity of the particle displacement distribution evolves in a non-monotonic way: first, it is negative (platykurtic form), next, it becomes positive (leptokurtic form), and then decays to zero (mesokurtic form). Despite the latter fact, diffusion in the long time limit is Brownian, yet non-Gaussian. Moreover, we discover a correlation between non-Gaussianity of the particle displacement distribution and transient anomalous diffusion behavior emerging for finite timescales.

Revealing the Nonequilibrium Nature of a Granular Intruder: The Crucial Role of Non-Gaussian Behavior

The characterization of the distance from equilibrium is a debated problem in particular in the treatment of experimental signals. If the signal is a one-dimensional time series, such a goal becomes challenging. A paradigmatic example is the angular diffusion of a rotator immersed in a vibro-fluidized granular gas. Here, we experimentally observe that the rotator's angular velocity exhibits significant differences with respect to an equilibrium process. Exploiting the presence of two relevant timescales and non-Gaussian velocity increments, we quantify the breakdown of time-reversal asymmetry, which would vanish in the case of a 1D Gaussian process. We deduce a new model for the massive probe, with two linearly coupled variables, incorporating both Gaussian and Poissonian noise, the latter motivated by the rarefied collisions with the granular bath particles. Our model reproduces the experiment in a range of densities, from dilute to moderately dense, with a meaningful dependence of the parameters on the density. We believe the framework proposed here opens the way to a more consistent and meaningful treatment of out-of-equilibrium and dissipative systems.

Mechanism for giant enhancement of transport induced by active fluctuations

Understanding the role of active fluctuations in physics is a problem in statu nascendi appearing both as a hot topic and a major challenge. The reason for this is the fact that they are inherently nonequilibrium. This feature opens a landscape of phenomena yet to be explored that are absent in the presence of thermal fluctuations alone. Recently a paradoxical effect has been briefly communicated in which a free-particle transport induced by active fluctuations in the form white Poisson shot noise can be enormously boosted when the particle is additionally subjected to a periodic potential. In this work we considerably extend the original predictions and investigate the impact of statistics of active noise on the occurrence of this effect. We construct a toy model of the jump-relaxation process that allow us to identify different regimes of the free-particle transport boost and explain their corresponding mechanisms. Moreover, we formulate and interpret the conditions for statistics of active fluctuations that are necessary for the emergence of giant enhancement of the free-particle transport induced by the periodic potential. Our results are relevant not only for microscopic physical systems but also for biological ones such as, e.g., living cells where fluctuations generated by metabolic activities are active by default.

Brownian particles in periodic potentials: Coarse-graining versus fine structure

We study the motion of an overdamped particle connected to a thermal heat bath in the presence of an external periodic potential in one dimension. When we coarse-grain, i.e., bin the particle positions using bin sizes that are larger than the periodicity of the potential, the packet of spreading particles, all starting from a common origin, converges to a normal distribution centered at the origin with a mean-squared displacement that grows as 2D^{*}t, with an effective diffusion constant that is smaller than that of a freely diffusing particle. We examine the interplay between this coarse-grained description and the fine structure of the density, which is given by the Boltzmann-Gibbs (BG) factor e^{-V(x)/k_{B}T}, the latter being nonnormalizable. We explain this result and construct a theory of observables using the Fokker-Planck equation. These observables are classified as those that are related to the BG fine structure, like the energy or occupation times, while others, like the positional moments, for long times, converge to those of the large-scale description. Entropy falls into a special category as it has a coarse-grained and a fine structure description. The basic thermodynamic formula F=TS-E is extended to this far-from-equilibrium system. The ergodic properties are also studied using tools from infinite ergodic theory.

Periodic potential can enormously boost free-particle transport induced by active fluctuations

Active fluctuations are detected in a growing number of systems due to self-propulsion mechanisms or collisions with an active environment. They drive the system far from equilibrium and can induce phenomena that are forbidden at equilibrium states by, e.g., fluctuation-dissipation relations and detailed balance symmetry. Understanding their role in living matter is emerging as a challenge for physics. Here we demonstrate a paradoxical effect in which a free-particle transport induced by active fluctuations can be boosted by many orders of magnitude when the particle is additionally subjected to a periodic potential. In contrast, within the realm of only thermal fluctuations, the velocity of a free particle exposed to a bias is reduced when the periodic potential is switched on. The presented mechanism is significant for understanding nonequilibrium environments such as living cells, where it can explain from a fundamental point of view why spatially periodic structures known as microtubules are necessary to generate impressively effective intracellular transport. Our findings can be readily corroborated experimentally, e.g., in a setup comprising a colloidal particle in an optically generated periodic potential.

Diffusion Coefficient of a Brownian Particle in Equilibrium and Nonequilibrium: Einstein Model and Beyond

The diffusion of small particles is omnipresent in many processes occurring in nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject of exploration that we opt here to narrow our survey to the case of the diffusion coefficient for a Brownian particle that can be modeled in the framework of Langevin dynamics. Our main focus centers on the temperature dependence of the diffusion coefficient for several fundamental models of diverse physical systems. Starting out with diffusion in equilibrium for which the Einstein theory holds, we consider a number of physical situations outside of free Brownian motion and end by surveying nonequilibrium diffusion for a time-periodically driven Brownian particle dwelling randomly in a periodic potential. For this latter situation the diffusion coefficient exhibits an intriguingly non-monotonic dependence on temperature.

Giant oscillations of diffusion in ac-driven periodic systems

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is normal in the long time limit and exhibits intriguing giant damped quasiperiodic oscillations as a function of the external driving amplitude. As the mechanism behind this effect, we identify the corresponding oscillations of difference in the number of locked and running trajectories that carry the leading contribution to the diffusion coefficient. Our findings can be verified experimentally in a multitude of physical systems, including colloidal particles, Josephson junction, or cold atoms dwelling in optical lattices, to name only a few.

A Novel Physical Mechanism to Model Brownian Yet Non-Gaussian Diffusion: Theory and Application

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported "normal diffusion" with a Laplacian probability distribution in the particle's displacements (i.e., Brownian yet non-Gaussian diffusion). To model this behavior, different stochastic and microscopic models have been proposed, with the former introducing new random elements that incorporate our lack of information about the media and the latter describing a limited number of interesting physical scenarios. This incentivizes the search of a more thorough understanding of how the media interacts with itself and with the particle being diffused in Brownian yet non-Gaussian diffusion. For this reason, a comprehensive mathematical model to explain Brownian yet non-Gaussian diffusion that includes weak molecular interactions is proposed in this paper. Based on the theory of interfaces by De Gennes and Langevin dynamics, it is shown that long-range interactions in a weakly interacting fluid at shorter time scales leads to a Laplacian probability distribution in the radial particle's displacements. Further, it is shown that a phase separation can explain a high diffusivity and causes this Laplacian distribution to evolve towards a Gaussian via a transition probability in the interval of time as it was observed in experiments. To verify these model predictions, the experimental data of the Brownian motion of colloidal beads on phospholipid bilayer by Wang et al. are used and compared with the results of the theory. This comparison suggests that the proposed model is able to explain qualitatively and quantitatively the Brownian yet non-Gaussian diffusion.

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.

Particle dynamics in viscoelastic media: Effects of non-thermal white noise on barrier crossing rates

The growing interest in the dynamics of self-driven particle motion has brought increased attention to the effects of non-thermal noise on condensed phase diffusion. Thanks to data recently collected by Ferrer et al. on activated dynamics in the presence of memory [Phys. Rev. Lett. 126, 108001 (2021)], some of these effects can now be characterized quantitatively. In the present paper, the data collected by Ferrer et al. are used to calculate the extent to which non-thermal white noise alters the time taken by single micron-sized silica particles in a viscoelastic medium to cross the barrier separating the two wells of an optically created bistable potential. The calculation-based on a generalized version of Kramers's flux-over-population approach-indicates that the added noise causes the barrier crossing rate (compared to the noise-free case) to first increase as a function of the noise strength and then to plateau to a constant value. The precise degree of rate enhancement may depend on how the data from the experiments conducted by Ferrer et al. are used in the flux-over-population approach. As claimed by Ferrer et al., this approach predicts barrier crossing times for the original silica-fluid system that agree almost perfectly with their experimental counterparts. However, this near-perfect agreement between theory and experiment is only achieved if the theoretical crossing times are obtained from the most probable values of a crossing time distribution constructed from the distributions of various parameters in Kramers's rate expression. If the mean values of these parameters are used in the expression instead, as would be commonly done, the theoretical crossing times are found to be as much as 1.5 times higher than the experimental values. However, these times turn out to be consistent with an alternative model of viscoelastic barrier crossing based on a mean first passage time formalism, which also uses mean parameter values in its rate expression. The rate enhancements predicted for barrier crossing under non-thermal noise are based on these mean parameter values and are open to experimental verification.

Colossal Brownian yet non-Gaussian diffusion in a periodic potential: Impact of nonequilibrium noise amplitude statistics

Last year, Białas et al. [Phys. Rev. E 102, 042121 (2020)] studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian diffusion. The mean square displacement of the particle grows linearly with time and the probability density for the particle position is Gaussian; however, the corresponding distribution for the increments is non-Gaussian. The latter property induces the colossal enhancement of diffusion, significantly exceeding the well known effect of giant diffusion. Here, we considerably extend the above predictions by investigating the influence of nonequilibrium noise amplitude statistics on the colossal Brownian, yet non-Gaussian diffusion. The tail of amplitude distribution crucially impacts both the magnitude of diffusion amplification and the Gaussianity of the position and increments statistics. Our results carry profound consequences for diffusive behavior in nonequilibrium settings such as living cells in which diffusion is a central transport mechanism.

Transport and Diffusion Enhancement in Experimentally Realized Non-Gaussian Correlated Ratchets

Living cells are known to generate non-Gaussian active fluctuations significantly larger than thermal fluctuations owing to various active processes. Understanding the effect of these active fluctuations on various physicochemical processes, such as the transport of molecular motors, is a fundamental problem in nonequilibrium physics. Therefore, we experimentally and numerically studied an active Brownian ratchet comprising a colloidal particle in an optically generated asymmetric periodic potential driven by non-Gaussian noise having finite-amplitude active bursts, each arriving at random and decaying exponentially. We find that the particle velocity is maximum for relatively sparse bursts with finite correlation time and non-Gaussian distribution. These occasional kicks, which produce Brownian yet non-Gaussian diffusion, are more efficient for transport and diffusion enhancement of the particle than the incessant kicks of active Ornstein-Uhlenbeck noise.

Conundrum of weak-noise limit for diffusion in a tilted periodic potential

The weak-noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity, frequently hidden in deterministic systems, to give rise to phenomena that are absent for both noiseless and strong fluctuations regimes. Unfortunately, this limit is also notoriously hard to approach analytically or numerically. We reinvestigate in this context the paradigmatic model of nonequilibrium statistical physics consisting of inertial Brownian particles diffusing in a tilted periodic potential by exploiting state-of-the-art computer simulations of an extremely long timescale. In contrast to previous results on this longstanding problem, we draw an inference that in the parameter regime for which the particle velocity is bistable the lifetime of ballistic diffusion diverges to infinity when the thermal noise intensity tends to zero, i.e., an everlasting ballistic diffusion emerges. As a consequence, the diffusion coefficient does not reach its stationary constant value.

Arcsine law and multistable Brownian dynamics in a tilted periodic potential

Multistability is one of the most important phenomena in dynamical systems, e.g., bistability enables the implementation of logic gates and therefore computation. Recently multistability has attracted a greatly renewed interest related to memristors and graphene structures, to name only a few. We investigate tristability in velocity dynamics of a Brownian particle subjected to a tilted periodic potential. It is demonstrated that the origin of this effect is attributed to the arcsine law for the velocity dynamics at the zero temperature limit. We analyze the impact of thermal fluctuations and construct the phase diagram for the stability of the velocity dynamics. It suggests an efficient strategy to control the multistability by changing solely the force acting on the particle or temperature of the system. Our findings for the paradigmatic model of nonequilibrium statistical physics apply to, inter alia, Brownian motors, Josephson junctions, cold atoms dwelling in optical lattices, and colloidal systems.

Solution to the Kramers barrier crossing problem caused by two noises: Thermal noise and Poisson white noise

We consider the escape of a particle trapped in a metastable potential well and acted upon by two noises. One of the noises is thermal and the other is Poisson white noise, which is non-Gaussian. Using path integral techniques, we find an analytic solution to this generalization of the classic Kramers barrier crossing problem. Using the "barrier climbing" path, we calculate the activation exponent. We also derive an approximate expression for the prefactor. The calculated results are compared with the simulations, and a good agreement between the two is found. Our results show that, unlike in the case of thermal noise, the rate depends not just on the barrier height but also on the shape of the whole barrier. A comparison between the simulations and the theory also shows that a better approximation for the prefactor is needed for agreement for all values of the parameters.

Active noise-driven particles under space-dependent friction in one dimension

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate x, which is simultaneously exposed to a space-dependent friction coefficient γ(x), a confining potential U(x) and nonequilibrium (i.e., active) noise. Specifically, we consider frictions γ(x)=γ_{0}+γ_{1}|x|^{p} and potentials U(x)∝|x|^{n} with exponents p=1,2 and n=0,1,2. We provide analytical and numerical results for the particle dynamics for short times and the stationary probability density functions (PDFs) for long times. The short-time behavior displays diffusive and ballistic regimes while the stationary PDFs display unique characteristic features depending on the exponent values (p,n). The PDFs interpolate between Laplacian, Gaussian, and bimodal distributions, whereby a change between these different behaviors can be achieved by a tuning of the friction strengths ratio γ_{0}/γ_{1}. Our model is relevant for molecular motors moving on a one-dimensional track and can also be realized for confined self-propelled colloidal particles.