Time asymmetry of the Kramers equation with nonlinear friction: fluctuation-dissipation relation and ratchet effect

Diffusion Properties of a Brownian Ratchet with Coulomb Friction

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external force, induced by the coupling of non-equilibrium conditions with the spatial asymmetry. Both the average motion and the fluctuations of the Brownian particle were analysed. The stationary velocity shows a non-monotonic behaviour as a function of both the temperature and the viscosity of the bath. The diffusion properties of the particle, which show several time regimes, were also investigated. To highlight the role of non-linear friction in the dynamics, a comparison is presented with a linear model of a Brownian particle driven by a constant external force, which allows for analytical treatment. In particular, the study unveils that the passage times between different temporal regimes are strongly affected by the presence of Coulomb friction.

Pulling a harmonically bound particle subjected to Coulombic friction: A nonequilibrium analysis

We address the effects of dry friction, which has emerged only recently to play an important role in some biological systems. In particular, we investigate the nonequilibrium dynamics of a mesoscopic particle, bound to a spring being pulled at a definite speed, moving on a surface with dry friction in a noisy environment. We model the dry friction phenomenologically with a term that is proportional to the sign of the velocity, and by means of numerical simulations of a Langevin equation we show that (a) the frictional force scales with the logarithm of the pulling velocity, (b) the probability distribution function of the spatial displacement away from the potential minimum is non-Gaussian, (c) the fluctuation-dissipation theorem is violated as expected, but (d) the work function obeys the stationary fluctuation theorem, with an effective temperature related to the noise of the system.

Handy fluctuation-dissipation relation to approach generic noisy systems and chaotic dynamics

We introduce a general formulation of the fluctuation-dissipation relations (FDRs) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require explicit knowledge of the stationary probability density function. Our formula applies to Markov stochastic systems with generic noise distributions: When the noise is additive and Gaussian, the relation reduces to those known in the literature; for multiplicative and non-Gaussian distributions (e.g., Cauchy noise) it provides exact results in agreement with numerical simulations. Our formula allows us to reproduce, in a suitable small-noise limit, the response functions of deterministic, strongly nonlinear dynamical models, even in the presence of chaotic behavior: This could have important practical applications in several contexts, including geophysics and climate. As a case of study, we consider the Lorenz '63 model, which is paradigmatic for the chaotic properties of deterministic dynamical systems.

Fluctuation–Dissipation Relations in Active Matter Systems

We investigate the non-equilibrium character of self-propelled particles through the study of the linear response of the active Ornstein–Uhlenbeck particle (AOUP) model. We express the linear response in terms of correlations computed in the absence of perturbations, proposing a particularly compact and readable fluctuation–dissipation relation (FDR): such an expression explicitly separates equilibrium and non-equilibrium contributions due to self-propulsion. As a case study, we consider non-interacting AOUP confined in single-well and double-well potentials. In the former case, we also unveil the effect of dimensionality, studying one-, two-, and three-dimensional dynamics. We show that information about the distance from equilibrium can be deduced from the FDR, putting in evidence the roles of position and velocity variables in the non-equilibrium relaxation.

Symmetry of deterministic ratchets

We consider the overdamped motion of a Brownian particle in an unbiased force field described by a periodic function of coordinate and time. A compact analytical representation has been obtained for the average particle velocity as a series in the inverse friction coefficient, from which follows a simple and clear proof of hidden symmetries of ratchets, reflecting the symmetry of summation indices of the applied force harmonics relative to their numbering from left to right and from right to left. We revealed the conditions under which (i) the ratchet effect is absent; (ii) the ratchet average velocity is an even or odd functional of the applied force, whose dependences on spatial and temporal variables are characterized by periodic functions of the main types of symmetries: shift, symmetric, and antisymmetric, and universal, which combines all three types. These conditions have been specified for forces with those dependences of a multiplicative (or additive-multiplicative) and additive structure describing two main ratchet types, pulsating and forced ratchets. We found the fundamental difference in dependences of the average velocity of pulsating and forced ratchets on parameters of spatial and temporal asymmetry of potential energy of a particle for systems in which the spatial and temporal dependence is described by a sawtooth potential and a deterministic dichotomous process, respectively. In particular, it is shown that a pulsating ratchet with a multiplicative structure of its potential energy cannot move directionally if the energy is of the universal symmetry type in time; this restriction is removed in the inertial regime, but only if the coordinate dependence of the energy does not belong to either symmetric or antisymmetric functions.

Guided active particles

To account for the possibility of an externally driven taxis in active systems, we develop a model of a guided active drift which relies on the presence of an external guiding field and a vectorial coupling between the mechanical degrees of freedom and a chemical reaction. To characterize the ability of guided active particles to carry cargo, we generalize the notion of Stokes efficiency extending it to the case of stall conditions. To show the generality of the proposed mechanism, we discuss guided electric circuits capable of turning fluctuations into a directed current without a source of voltage.

On the fluctuation-dissipation relation in non-equilibrium and non-Hamiltonian systems

We review generalized fluctuation-dissipation relations, which are valid under general conditions even in "nonstandard systems," e.g., out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in terms of suitable correlation functions computed in the unperturbed dynamics. In these relations, typically, one has nontrivial contributions due to the form of the stationary probability distribution; such terms take into account the interaction among the relevant degrees of freedom in the system. We illustrate the general formalism with some examples in nonstandard cases, including driven granular media, systems with a multiscale structure, active matter, and systems showing anomalous diffusion.

High-temperature ratchets driven by deterministic and stochastic fluctuations

We consider the overdamped dynamics of a Brownian particle in an arbitrary spatial periodic and time-dependent potential on the basis of an exact solution for the probability density in the form of a power series in the inverse friction coefficient. The expression for the average velocity of a Brownian ratchet is simplified in the high-temperature consideration when only the first terms of the series can be used. For the potential of an additive-multiplicative form (a sum of a time-independent contribution and a time-dependent multiplicative perturbation), general explicit expressions are obtained which allow comparative analysis of frequency dependencies of the average velocity, implying deterministic and stochastic potential energy fluctuations. For qualitative and quantitative analysis of these dependences, we choose illustrative examples for spatial harmonic fluctuations: with deterministic time dependences of a relaxation type and stochastic time dependences describing Markovian dichotomous and harmonic noise processes. We explore the influence of fluctuation types on the ratchet effect and demonstrate its enhancement in the case of harmonic noise.

Entropic bounds on currents in Langevin systems

We derive a bound on generalized currents for Langevin systems in terms of the total entropy production in the system and its environment. For overdamped dynamics, any generalized current is bounded by the total rate of entropy production. We show that this entropic bound on the magnitude of generalized currents imposes power-efficiency tradeoff relations for ratchets in contact with a heat bath: Maximum efficiency-Carnot efficiency for a Smoluchowski-Feynman ratchet and unity for a flashing or rocking ratchet-can only be reached at vanishing power output. For underdamped dynamics, while there may be reversible currents that are not bounded by the entropy production rate, we show that the output power and heat absorption rate are irreversible currents and thus obey the same bound. As a consequence, a power-efficiency tradeoff relation holds not only for underdamped ratchets but also for periodically driven heat engines. For weak driving, the bound results in additional constraints on the Onsager matrix beyond those imposed by the second law. Finally, we discuss the connection between heat and entropy in a nonthermal situation where the friction and noise intensity are state dependent.

Thermal gas rectification using a sawtooth channel

We study the rectification of a two-dimensional thermal gas in a channel of asymmetric dissipative walls. For an ensemble of smooth Lennard-Jones particles, our numerical simulations reveal a nonmonotonic dependence of the flux on the thermostat temperature, channel asymmetry, and particle density, with three distinct regimes. Theoretical arguments are developed to shed light on the functional dependence of the flux on the model parameters.

Heat, temperature and Clausius inequality in a model for active Brownian particles

Methods of stochastic thermodynamics and hydrodynamics are applied to a recently introduced model of active particles. The model consists of an overdamped particle subject to Gaussian coloured noise. Inspired by stochastic thermodynamics, we derive from the system’s Fokker-Planck equation the average exchanges of heat and work with the active bath and the associated entropy production. We show that a Clausius inequality holds, with the local (non-uniform) temperature of the active bath replacing the uniform temperature usually encountered in equilibrium systems. Furthermore, by restricting the dynamical space to the first velocity moments of the local distribution function we derive a hydrodynamic description where local pressure, kinetic temperature and internal heat fluxes appear and are consistent with the previous thermodynamic analysis. The procedure also shows under which conditions one obtains the unified coloured noise approximation (UCNA): such an approximation neglects the fast relaxation to the active bath and therefore yields detailed balance and zero entropy production. In the last part, by using multiple time-scale analysis, we provide a constructive method (alternative to UCNA) to determine the solution of the Kramers equation and go beyond the detailed balance condition determining negative entropy production.

Gaussian white noise as a resource for work extraction

We show that uncorrelated Gaussian noise can drive a system out of equilibrium and can serve as a resource from which work can be extracted. We consider an overdamped particle in a periodic potential with an internal degree of freedom and a state-dependent friction, coupled to an equilibrium bath. Applying additional Gaussian white noise drives the system into a nonequilibrium steady state and causes a finite current if the potential is spatially asymmetric. The model thus operates as a Brownian ratchet, whose current we calculate explicitly in three complementary limits. Since the particle current is driven solely by additive Gaussian white noise, this shows that the latter can potentially perform work against an external load. By comparing the extracted power to the energy injection due to the noise, we discuss the efficiency of such a ratchet.

Entropy production by active particles: Coupling of odd and even functions of velocity

Nonequilibrium stochastic dynamics of several active Brownian systems are modeled in terms of nonlinear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for total entropy production in such systems using the Fokker-Planck equation. The result is consistent with the expression for stochastic entropy production in the reservoir that we obtain from probabilities of time-forward and time-reversed trajectories, leading to fluctuation theorems. Numerical simulation is used to find probability distribution of entropy production, which shows good agreement with the detailed fluctuation theorem.

Heavy-tailed phase-space distributions beyond Boltzmann-Gibbs: Confined laser-cooled atoms in a nonthermal state

The Boltzmann-Gibbs density, a central result of equilibrium statistical mechanics, relates the energy of a system in contact with a thermal bath to its equilibrium statistics. This relation is lost for nonthermal systems such as cold atoms in optical lattices, where the heat bath is replaced with the laser beams of the lattice. We investigate in detail the stationary phase-space probability for Sisyphus cooling under harmonic confinement. In particular, we elucidate whether the total energy of the system still describes its stationary state statistics. We find that this is true for the center part of the phase-space density for deep lattices, where the Boltzmann-Gibbs density provides an approximate description. The relation between energy and statistics also persists for strong confinement and in the limit of high energies, where the system becomes underdamped. However, the phase-space density now exhibits heavy power-law tails. In all three cases we find expressions for the leading-order phase-space density and corrections which break the equivalence of probability and energy and violate energy equipartition. The nonequilibrium nature of the steady state is corroborated by explicit violations of detailed balance. We complement these analytical results with numerical simulations to map out the intricate structure of the phase-space density.

Active Brownian particles: entropy production and fluctuation response

Within the Rayleigh-Helmholtz model of active Brownian particles, activity is due to a nonlinear velocity-dependent force. In the presence of external trapping potential or constant force, the steady state of the system breaks detailed balance producing a net entropy. Using molecular dynamics simulations, we obtain the probability distributions of entropy production in these steady states. The distribution functions obey fluctuation theorems for entropy production. Using the simulation, we further show that the steady-state response function obeys a modified fluctuation-dissipation relation.