Two-dimensional Brownian motion of anisotropic dimers

Two-dimensional Brownian motion with dependent components: Turning angle analysis

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different dimensions as independent components. In this article, we investigate a model of correlated Brownian motion in R2, where the individual components are not necessarily independent. We explore various statistical properties of the process under consideration, going beyond the conventional analysis of the second moment. Our particular focus lies on investigating the distribution of turning angles. This distribution reveals particularly interesting characteristics for processes with dependent components that are relevant to applications in diverse physical systems. Theoretical considerations are supported by numerical simulations and analysis of two real-world datasets: the financial data of the Dow Jones Industrial Average and the Standard and Poor's 500, and trajectories of polystyrene beads in water. Finally, we show that the model can be readily extended to trajectories with correlations that change over time.

Dynamics of a single anisotropic particle under various resetting protocols

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at short times, while the late-time transport is isotropic due to rotational diffusion. We show that the presence of orientational resetting promotes the anisotropy to late times. When the spatial and orientational degrees of freedom are reset, we find that a non-trivial spatial probability distribution emerges in the steady state that is determined by the initial orientation, particle asymmetry and the resetting rate. When only spatial degrees of freedom are reset while the orientational degree of freedom is allowed to evolve freely, the steady state is independent of the particle asymmetry. When only particle orientation is reset, the late-time probability density is given by a Gaussian with an effective diffusion tensor, including off-diagonal terms, determined by the resetting rate. Generally, the coupling between the translational and rotational degrees of freedom, when combined with stochastic resetting, gives rise to unique behavior at late times not present in the case of symmetric particles. Considering recent developments in experimental implementations of resetting, our results can be useful for the control of asymmetric colloids, for example in self-assembly processes.

Intermediate scattering function of a gravitactic circle swimmer

We analyze gravitaxis of a Brownian circle swimmer by deriving and analytically characterizing the experimentally measurable intermediate scattering function (ISF). To solve the associated Fokker-Planck equation, we use a spectral-theory approach, finding formal expressions in terms of eigenfunctions and eigenvalues of the overdamped-noisy-driven pendulum problem. We further perform a Taylor series of the ISF in the wavevector to extract the cumulants up to the fourth order. We focus on the skewness and kurtosis analyzed for four observation directions in the 2D plane. Validating our findings involves conducting Langevin-dynamics simulations and interpreting the results using a harmonic approximation. The skewness and kurtosis are amplified as the orienting torque approaches the intrinsic angular drift of the circle swimmer from above, highlighting deviations from Gaussian behavior. Transforming the ISF to the comoving frame, a measurable quantity, reveals gravitactic effects and diverse behaviors spanning from diffusive motion at low wavenumbers to circular motion at intermediate wavenumbers and directed motion at higher wavenumbers.

Brownian motion of droplets induced by thermal noise

Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at submicro scales, where intermolecular diffusion and surface tension both are significant. To address BM of microscopic droplets, we develop two stochastic multiphase-field models coupled with the full Navier-Stokes equation, namely, Allen-Cahn-Navier-Stokes and Cahn-Hilliard-Navier-Stokes. Both models are validated against capillary-wave theory; the Einstein's relation for the Brownian coefficient D^{*}∼k_{B}T/r at thermodynamic equilibrium is recovered. Moreover, by adjusting the co-action of the diffusion, Marangoni effect, and viscous friction, two nonequilibrium phenomena are observed. (I) The droplet motion transits from the Brownian to Ballistic with increasing Marangoni effect which is emanated from the energy dissipation mechanism distinct from the conventional fluctuation-dissipation theorem. (II) The deterministic droplet motion is triggered by the noise induced nonuniform velocity field which leads to a novel droplet coalescence mechanism associated with the thermal noise.

Self-propulsion with speed and orientation fluctuation: Exact computation of moments and dynamical bistabilities in displacement

We consider the influence of active speed fluctuations on the dynamics of a d-dimensional active Brownian particle performing a persistent stochastic motion. The speed fluctuation brings about a dynamical anisotropy even in the absence of shape anisotropy. We use the Laplace transform of the Fokker-Planck equation to obtain exact expressions for time-dependent dynamical moments. Our results agree with direct numerical simulations and show several dynamical crossovers determined by the activity, persistence, and speed fluctuation. The dynamical anisotropy leads to a subdiffusive scaling in the parallel component of displacement fluctuation at intermediate times. The kurtosis remains positive at short times determined by the speed fluctuation, crossing over to a negative minimum at intermediate times governed by the persistence before vanishing asymptotically. The probability distribution of particle displacement obtained from numerical simulations in two dimensions shows two crossovers between compact and extended trajectories via two bimodal distributions at intervening times. While the speed fluctuation dominates the first crossover, the second crossover is controlled by persistence like in the wormlike chain model of semiflexible polymers.

Non-Gaussian, transiently anomalous, and ergodic self-diffusion of flexible dumbbells in crowded two-dimensional environments: Coupled translational and rotational motions

We employ Langevin-dynamics simulations to unveil non-Brownian and non-Gaussian center-of-mass self-diffusion of massive flexible dumbbell-shaped particles in crowded two-dimensional solutions. We study the intradumbbell dynamics of the relative motion of the two constituent elastically coupled disks. Our main focus is on effects of the crowding fraction ϕ and of the particle structure on the diffusion characteristics. We evaluate the time-averaged mean-squared displacement (TAMSD), the displacement probability-density function (PDF), and the displacement autocorrelation function (ACF) of the dimers. For the TAMSD at highly crowded conditions of dumbbells, e.g., we observe a transition from the short-time ballistic behavior, via an intermediate subdiffusive regime, to long-time Brownian-like spreading dynamics. The crowded system of dimers exhibits two distinct diffusion regimes distinguished by the scaling exponent of the TAMSD, the dependence of the diffusivity on ϕ, and the features of the displacement-ACF. We attribute these regimes to a crowding-induced transition from viscous to viscoelastic diffusion upon growing ϕ. We also analyze the relative motion in the dimers, finding that larger ϕ suppress their vibrations and yield strongly non-Gaussian PDFs of rotational displacements. For the diffusion coefficients D(ϕ) of translational and rotational motion of the dumbbells an exponential decay with ϕ for weak and a power-law variation D(ϕ)∝(ϕ-ϕ^{★})^{2.4} for strong crowding is found. A comparison of simulation results with theoretical predictions for D(ϕ) is discussed and some relevant experimental systems are overviewed.