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Marchenko IG, Marchenko II, Łuczka J, Spiechowicz J. Approach to nonequilibrium: From anomalous to Brownian diffusion via non-Gaussianity. CHAOS (WOODBURY, N.Y.) 2025; 35:023124. [PMID: 39908557 DOI: 10.1063/5.0243203] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/09/2024] [Accepted: 01/22/2025] [Indexed: 02/07/2025]
Abstract
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.
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Affiliation(s)
- I G Marchenko
- NSC "Kharkiv Institute of Physics and Technology," Kharkiv 61108, Ukraine
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - I I Marchenko
- NTU "Kharkiv Polytechnic Institute," Kharkiv 61002, Ukraine
| | - J Łuczka
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - J Spiechowicz
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
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Marchenko IG, Aksenova V, Marchenko II, Łuczka J, Spiechowicz J. Temperature anomalies of oscillating diffusion in ac-driven periodic systems. Phys Rev E 2023; 107:064116. [PMID: 37464623 DOI: 10.1103/physreve.107.064116] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/21/2023] [Accepted: 06/02/2023] [Indexed: 07/20/2023]
Abstract
We analyze the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low-friction regime in which the diffusion coefficient shows giant damped quasiperiodic oscillations as a function of the amplitude of the time-periodic force [I. G. Marchenko et al., Chaos 32, 113106 (2022)1054-150010.1063/5.0117902]. We find out that when temperature grows the diffusion coefficient increases at its minima; however, it decreases at the maxima within a finite temperature window. This curious behavior is explained in terms of the deterministic dynamics perturbed by thermal fluctuations and mean residence time of the particle in the locked and running trajectories. We demonstrate that temperature dependence of the diffusion coefficient can be accurately reconstructed from the stationary probability to occupy the running trajectories.
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Affiliation(s)
- I G Marchenko
- NSC Kharkiv Institute of Physics and Technology, Kharkiv 61108, Ukraine
- Karazin Kharkiv National University, Kharkiv 61022, Ukraine
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - V Aksenova
- NSC Kharkiv Institute of Physics and Technology, Kharkiv 61108, Ukraine
- Karazin Kharkiv National University, Kharkiv 61022, Ukraine
| | - I I Marchenko
- NTU Kharkiv Polytechnic Institute, Kharkiv 61002, Ukraine
| | - J Łuczka
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - J Spiechowicz
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
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Spiechowicz J, Marchenko IG, Hänggi P, Łuczka J. Diffusion Coefficient of a Brownian Particle in Equilibrium and Nonequilibrium: Einstein Model and Beyond. ENTROPY (BASEL, SWITZERLAND) 2022; 25:42. [PMID: 36673183 PMCID: PMC9857877 DOI: 10.3390/e25010042] [Citation(s) in RCA: 10] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 11/24/2022] [Revised: 12/21/2022] [Accepted: 12/21/2022] [Indexed: 06/17/2023]
Abstract
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.
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Affiliation(s)
- Jakub Spiechowicz
- Institute of Physics, University of Silesia in Katowice, 41-500 Chorzów, Poland
| | - Ivan G. Marchenko
- Institute of Physics, University of Silesia in Katowice, 41-500 Chorzów, Poland
- Kharkiv Institute of Physics and Technology, 61108 Kharkiv, Ukraine
- Education and Research Institute of Computer Physics and Energy, Karazin Kharkiv National University, 61022 Kharkiv, Ukraine
| | - Peter Hänggi
- Institute of Physics, University of Augsburg, 86135 Augsburg, Germany
- Max-Planck Institute for Physics of Complex Systems, 01187 Dresden, Germany
| | - Jerzy Łuczka
- Institute of Physics, University of Silesia in Katowice, 41-500 Chorzów, Poland
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Marchenko IG, Zhiglo A, Aksenova V, Tkachenko V, Marchenko II, Łuczka J, Spiechowicz J. Giant oscillations of diffusion in ac-driven periodic systems. CHAOS (WOODBURY, N.Y.) 2022; 32:113106. [PMID: 36456332 DOI: 10.1063/5.0117902] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/17/2023]
Abstract
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.
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Affiliation(s)
- I G Marchenko
- NSC "Kharkiv Institute of Physics and Technology," Kharkiv 61108, Ukraine
| | - A Zhiglo
- NSC "Kharkiv Institute of Physics and Technology," Kharkiv 61108, Ukraine
| | - V Aksenova
- NSC "Kharkiv Institute of Physics and Technology," Kharkiv 61108, Ukraine
| | - V Tkachenko
- NSC "Kharkiv Institute of Physics and Technology," Kharkiv 61108, Ukraine
| | - I I Marchenko
- NTU "Kharkiv Polytechnic Institute," Kharkiv 61145, Ukraine
| | - J Łuczka
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - J Spiechowicz
- NTU "Kharkiv Polytechnic Institute," Kharkiv 61145, Ukraine
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G R A, Barik D. Roughness in the periodic potential enhances transport in a driven inertial ratchet. Phys Rev E 2021; 104:024103. [PMID: 34525624 DOI: 10.1103/physreve.104.024103] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/03/2021] [Accepted: 07/14/2021] [Indexed: 11/07/2022]
Abstract
We study the effects of roughness in the asymmetric periodic potential on the transport and diffusion of an inertial Brownian particle driven by a time-periodic force in a Gaussian environment. We find that moderate roughness leads to the loss of transient anomalous diffusion, and it helps to establish normal diffusion in the weak noise limit. We uncover a contrasting effect of roughness on the transport of particles in the weak and moderate to large noise limit. In the weak noise limit, small amplitude roughness results in the increase of directed transport, whereas in the moderate to large noise limit, roughness hinders transport. The deterministic dynamics of the system reveals that the purely periodic system under smooth potential transits into a chaotic system due to the moderate roughness in the potential. Therefore our calculations demonstrate the constructive role of roughness in the transport of particles in the inertial regime.
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Affiliation(s)
- Archana G R
- School of Chemistry, University of Hyderabad, Gachibowli, 500046, Hyderabad, India
| | - Debashis Barik
- School of Chemistry, University of Hyderabad, Gachibowli, 500046, Hyderabad, India
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Spiechowicz J, Łuczka J. Diffusion in a biased washboard potential revisited. Phys Rev E 2020; 101:032123. [PMID: 32289947 DOI: 10.1103/physreve.101.032123] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/24/2019] [Accepted: 03/03/2020] [Indexed: 06/11/2023]
Abstract
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize the diffusion of underdamped Brownian motion in a biased periodic potential and analyze regimes in which a diffusion coefficient decreases with increasing temperature within a finite temperature window. Comprehensive numerical simulations of the corresponding Langevin equation performed with unprecedented resolution allow us to construct a phase diagram for the occurrence of the nonmonotonic temperature dependence of the diffusion coefficient. We discuss the relation of the later effect with the phenomenon of giant diffusion.
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Affiliation(s)
- J Spiechowicz
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
| | - J Łuczka
- Institute of Physics, University of Silesia, 41-500 Chorzów, Poland
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Salgado-García R. Noise-induced rectification in out-of-equilibrium structures. Phys Rev E 2019; 99:012128. [PMID: 30780318 DOI: 10.1103/physreve.99.012128] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/16/2018] [Indexed: 06/09/2023]
Abstract
We consider the motion of overdamped particles over random potentials subjected to a Gaussian white noise and a time-dependent periodic external forcing. The random potential is modeled as the potential resulting from the interaction of a point particle with a random polymer. The random polymer is made up, by means of some stochastic process, from a finite set of possible monomer types. The process is assumed to reach a nonequilibrium stationary state, which means that every realization of a random polymer can be considered as an out-of-equilibrium structure. We show that the net flux of particles over this random medium is nonvanishing when the potential profile on every monomer is symmetric. We prove that this ratchetlike phenomenon is a consequence of the irreversibility of the stochastic process generating the polymer. On the contrary, when the process generating the polymer is at equilibrium (thus fulfilling the detailed balance condition) the system is unable to rectify the motion. We calculate the net flux of the particles in the adiabatic limit for a simple model and we test our theoretical predictions by means of Langevin dynamics simulations. We also show that, out of the adiabatic limit, the system also exhibits current reversals as well as nonmonotonic dependence of the diffusion coefficient as a function of forcing amplitude.
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Affiliation(s)
- R Salgado-García
- Centro de Investigación en Ciencias-IICBA, Universidad Autónoma del Estado de Morelos, Avenida Universidad 1001, Colonia Chamilpa, 62209, Cuernavaca Morelos, Mexico
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