Theory of single file diffusion in a force field

Controlling colloidal flow through a microfluidic Y-junction

Microscopic particles flowing through narrow channels may accumulate near bifurcation points provoking flow reduction, clogging and ultimately chip breakage in a microfluidic device. Here we show that the full flow behavior of colloidal particles through a microfluidic Y-junction can be controlled by tuning the pair interactions and the degree of confinement. By combining experiments with numerical simulations, we investigate the dynamic states emerging when magnetizable colloids flow through a symmetric Y-junction such that a single particle can pass through both gates with the same probability. We show that clogging, induced by the inevitable presence of a stagnation point, can be avoided by repulsive interactions. Moreover we tune the pair interactions to steer branching into the two channels: attractive particles are flowing through the same gate, while repulsive colloids alternate between the two gates. Even details of the particle assembly such as buckling at the exit gate are tunable by the interactions and the channel geometry.

Current fluctuations in the symmetric zero-range process below and at critical density

Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase transition or are far from criticality. Here we consider a symmetric zero-range process on a ring that is known to show a phase transition in the steady state. We analytically calculate two density-dependent transport coefficients, namely, the bulk-diffusion coefficient and the particle mobility, that characterize the first two cumulants of the time-integrated current. We show that on the hydrodynamic scale, away from the critical point, the variance of the time-integrated current in the steady state grows with time t as sqrt[t] and t at short and long times, respectively. Moreover, we find an expression of the full scaling function for the variance of the time-integrated current and thereby the amplitude of the temporal growth of the current fluctuations. At the critical point, using a scaling theory, we find that, while the above-mentioned long-time scaling of the variance of the cumulative current continues to hold, the short-time behavior is anomalous in that the growth exponent is larger than one-half and varies continuously with the model parameters.

Uphill Drift in the Absence of Current in Single-File Diffusion

Single-file diffusion is a paradigmatic model for the transport of Brownian colloidal particles in narrow one-dimensional channels, such as those found in certain porous media, where the particles cannot cross each other. We consider a system where a different external uniform potential is present to the right and left of an origin. For example, this is the case when two channels meeting at the origin have different radii. In equilibrium, the chemical potential of the particles are equal, the density is thus lower in the region with the higher potential, and by definition there is no net current in the system. Remarkably, a single-file tracer particle initially located at the origin, with position denoted by Y(t), exhibits an average uphill drift toward the region of highest potential. This drift has the late time behavior ⟨Y(t)⟩=Ct^{1/4}, where the prefactor C depends on the initial particle arrangement. This surprising result is shown analytically by computing the first two moments of Y(t) through a simple and physically illuminating method, and also via extensive numerical simulations.

Milestoning estimators of dissipation in systems observed at a coarse resolution

Many nonequilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases, the irreversible character of the underlying microscopic dynamics becomes blurred, e.g., when the projection hides dissipative cycles. As a result, the observations appear less irreversible, and it is very challenging to infer the degree of broken time-reversal symmetry. Here we show, contrary to intuition, that by ignoring parts of the already coarse-grained state space we may-via a process called milestoning-improve entropy-production estimates. We present diverse examples where milestoning systematically renders observations "closer to underlying microscopic dynamics" and thereby improves thermodynamic inference from lumped data assuming a given range of memory, and we hypothesize that this effect is quite general. Moreover, whereas the correct general physical definition of time reversal in the presence of memory remains unknown, we here show by means of physically relevant examples that at least for semi-Markov processes of first and second order, waiting-time contributions arising from adopting a naive Markovian definition of time reversal generally must be discarded.

Exact fluctuation and long-range correlations in a single-file model under resetting

Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behavior of a system as exemplified by the emergence of nonequilibrium properties and expedition of search processes. Herein we explore the ramifications of stochastic resetting in the context of a single-file system called random average process (RAP) in one dimension. In particular, we focus on the dynamics of tracer particles and analytically compute the variance, equal time correlation, autocorrelation, and unequal time correlation between the positions of different tracer particles. Our study unveils that resetting gives rise to rather different behaviors depending on whether the particles move symmetrically or asymmetrically. For the asymmetric case, the system for instance exhibits a long-range correlation which is not seen in absence of the resetting. Similarly, in contrast to the reset-free RAP, the variance shows distinct scalings for symmetric and asymmetric cases. While for the symmetric case, it decays (towards its steady value) as ∼e^{-rt}/sqrt[t], we find ∼te^{-rt} decay for the asymmetric case (r being the resetting rate). Finally, we examine the autocorrelation and unequal time correlation in the steady state and demonstrate that they obey interesting scaling forms at late times. All our analytical results are substantiated by extensive numerical simulations.

Dynamical fluctuations in the Riesz gas

We consider an infinite system of particles on a line performing identical Brownian motions and interacting through the |x-y|^{-s} Riesz potential, causing the overdamped motion of particles. We investigate fluctuations of the integrated current and the position of a tagged particle. We show that for 0<s<1, the standard deviations of both quantities grow as t^{s/2(1+s)}. When s>1, the interactions are effectively short-ranged, and the universal subdiffusive t^{1/4} growth emerges with only amplitude depending on the exponent s. We also show that the two-time correlations of the tagged-particle position have the same form as for fractional Brownian motion.

Large deviations of a tracer position in the dense and the dilute limits of single-file diffusion

We apply the macroscopic fluctuation theory to analyze the long-time statistics of the position of a tracer in the dense and the dilute limits of diffusive single-file systems. Our explicit results are about the corresponding large deviation functions for an initial step density profile with the fluctuating (annealed) and the fixed (quenched) initial conditions. These hydrodynamic results are applicable for a general single-file system and they agree with recent exact results obtained by microscopic solutions for specific model systems.

Role of initial conditions in one-dimensional diffusive systems: Compressibility, hyperuniformity, and long-term memory

We analyze the long-lasting effects of initial conditions on dynamical fluctuations in one-dimensional diffusive systems. We consider the mean-squared displacement of tracers in homogeneous systems with single-file diffusion, and current fluctuations for noninteracting diffusive particles. In each case we show analytically that the long-term memory of initial conditions is mediated by a single static quantity: a generalized compressibility that quantifies the density fluctuations of the initial state. We thereby identify a universality class of hyperuniform initial states whose dynamical variances coincide with the quenched cases studied previously, alongside a continuous family of other classes among which equilibrated (or annealed) initial conditions are but one member. We verify our predictions through extensive Monte Carlo simulations.

Fock-space methods for diffusion: Capturing volume exclusion via fermionic statistics

Volume exclusion and single-file diffusion play an important role at very small scales, such as those associated with molecular machines, ion channels, and transport in zeolites, while introducing fundamental differences compared to Brownian motion, such as changes to the power-law relation between the mean square displacement and time. In this work we map the chemical master equation for excluded diffusion onto a Schrödinger equation via annihilation and creation ladder operators with fermionic statistics, together with linear and symbolic algebra with the resulting Fock-space representation to describe the effect of volume-exclusion processes in finite one-dimensional chains. We contrast the dynamics with the nonexclusive (bosonic) diffusion for crowded, intermediate, and dilute particle populations. Motivated by shuttling in molecular machines, we proceed to investigate differences in exit time distributions introduced by volume exclusion, incorporating the presence of transport bias. More generally, this study demonstrates how one can analyze volume-excluded transport for small stochastic systems, without the need for stochastic simulation and ensemble averaging, simply by considering anticommutation relations and fermionic statistics in a Fock-space representation of the stochastic dynamics.

Single-file diffusion in a bi-stable potential: Signatures of memory in the barrier-crossing of a tagged-particle

We investigate memory effects in barrier-crossing in the overdamped setting. We focus on the scenario where the hidden degrees of freedom relax on exactly the same time scale as the observable. As a prototypical model, we analyze tagged-particle diffusion in a single file confined to a bi-stable potential. We identify the signatures of memory and explain their origin. The emerging memory is a result of the projection of collective many-body eigenmodes onto the motion of a tagged-particle. We are interested in the "confining" (all background particles in front of the tagged-particle) and "pushing" (all background particles behind the tagged-particle) scenarios for which we find non-trivial and qualitatively different relaxation behaviors. Notably and somewhat unexpectedly, at a fixed particle number, we find that the higher the barrier, the stronger the memory effects are. The fact that the external potential alters the memory is important more generally and should be taken into account in applications of generalized Langevin equations. Our results can readily be tested experimentally and may be relevant for understanding transport in biological ion-channels.

Single-file transport in periodic potentials: The Brownian asymmetric simple exclusion process

Single-file Brownian motion in periodic structures is an important process in nature and technology, which becomes increasingly amenable for experimental investigation under controlled conditions. To explore and understand generic features of this motion, the Brownian asymmetric simple exclusion process (BASEP) was recently introduced. The BASEP refers to diffusion models where hard spheres are driven by a constant drag force through a periodic potential. Here we derive general properties of the rich collective dynamics in the BASEP. Average currents in the steady state change dramatically with the particle size and density. For an open system coupled to particle reservoirs, extremal current principles predict various nonequilibrium phases, which we verify by Brownian dynamics simulations. For general pair interactions we discuss connections to single-file transport by traveling-wave potentials and prove the impossibility of current reversals in systems driven by a constant drag and by traveling waves.

Single file dynamics in soft materials

The term single file (SF) dynamics refers to the motion of an assembly of particles through a channel with cross-sections comparable to the particles' diameter. Single file diffusion (SFD) is then the diffusion of a tagged particle in a single file, i.e., under the condition that particle passing is not allowed. SFD accounts for a large variety of processes in nature, including diffusion of colloids in synthetic and natural channels, biological motors along molecular chains, electrons in proteins and liquid helium, ions through membranes, just to mention a few examples. Albeit introduced in 1965s, over the last decade the classical notion of SF dynamics has been generalised to account for a more realistic modelling of the particle properties, file geometry, particle-particle and channel-particle interactions, which paves the way to remarkable applications of the SF model, for instance, in the technology of bio-integrated nanodevices. We provide here a comprehensive review of the recent advances in the theory of SF dynamics with the purpose of spurring further experimental work.

Single-File Escape of Colloidal Particles from Microfluidic Channels

Single-file diffusion is a ubiquitous physical process exploited by living and synthetic systems to exchange molecules with their environment. It is paramount to quantify the escape time needed for single files of particles to exit from constraining synthetic channels and biological pores. This quantity depends on complex cooperative effects, whose predominance can only be established through a strict comparison between theory and experiments. By using colloidal particles, optical manipulation, microfluidics, digital microscopy, and theoretical analysis we uncover the self-similar character of the escape process and provide closed-formula evaluations of the escape time. We find that the escape time scales inversely with the diffusion coefficient of the last particle to leave the channel. Importantly, we find that at the investigated microscale, bias forces as tiny as 10^{-15}  N determine the magnitude of the escape time by drastically reducing interparticle collisions. Our findings provide crucial guidelines to optimize the design of micro- and nanodevices for a variety of applications including drug delivery, particle filtering, and transport in geometrical constrictions.

Insights from Single-File Diffusion into Cooperativity in Higher Dimensions

Diffusion in colloidal suspensions can be very slow due to the cage effect, which confines each particle within a short radius on one hand, and involves large-scale cooperative motions on the other. In search of insight into this cooperativity, here the authors develop a formalism to calculate the displacement correlation in colloidal systems, mainly in the two-dimensional (2D) case. To clarify the idea for it, studies are reviewed on cooperativity among the particles in the one-dimensional (1D) case, i.e. the single-file diffusion (SFD). As an improvement over the celebrated formula by Alexander and Pincus on the mean-square displacement (MSD) in SFD, it is shown that the displacement correlation in SFD can be calculated from Lagrangian correlation of the particle interval in the one-dimensional case, and also that the formula can be extended to higher dimensions. The improved formula becomes exact for large systems. By combining the formula with a nonlinear theory for correlation, a correction to the asymptotic law for the MSD in SFD is obtained. In the 2D case, the linear theory gives description of vortical cooperative motion.

Pumping single-file colloids: Absence of current reversal

We consider the single-file motion of colloidal particles interacting via short-range repulsion and placed in a traveling wave potential that varies periodically in time and space. Under suitable driving conditions, a directed time-averaged flow of colloids is generated. We obtain analytic results for the model using a perturbative approach to solve the Fokker-Planck equations. The predictions show good agreement with numerical simulations. We find peaks in the time-averaged directed current as a function of driving frequency, wavelength, and particle density and discuss possible experimental realizations. Surprisingly, unlike a closely related exclusion dynamics on a lattice, the directed current in the present model does not show current reversal with density. A linear response formula relating current response to equilibrium correlations is also proposed.

Absence of jamming in ant trails: feedback control of self-propulsion and noise

We present a model of ant traffic considering individual ants as self-propelled particles undergoing single-file motion on a one-dimensional trail. Recent experiments on unidirectional ant traffic in well-formed natural trails showed that the collective velocity of ants remains approximately unchanged, leading to the absence of jamming even at very high densities [John et al., Phys. Rev. Lett. 102, 108001 (2009)]. Assuming a feedback control mechanism of self-propulsion force generated by each ant using information about the distance from the ant in front, our model captures all the main features observed in the experiment. The distance headway distribution shows a maximum corresponding to separations within clusters. The position of this maximum remains independent of average number density. We find a non-equilibrium first-order transition, with the formation of an infinite cluster at a threshold density where all the ants in the system suddenly become part of a single cluster.

Correlations in Single File Diffusion: Open and Closed Systems

We present a discussion of positional and velocity correlations of particles in single-file diffusion, based on some earlier work. We consider two physical situations: (a) An open system of N hard-core particles on an infinite line. (b) A large system with a fixed density of hard-core particles at an arbitrary temperature. In the first case (a), moments and correlations show unusual behavior. The average displacement of a particle is nonzero and grows as t1/2. Furthermore it depends on the position of the particle. Particles on the right of center are pushed right and those on the left are pushed left. The mean-square displacement also depends on the position. The diffusion constant is small for particles around the center but grows rapidly toward edges. Certain correlations in particle displacement grow with separation. For the second case (b) we give exact results for velocity-velocity auto-correlator of a tagged particle and establish that with time this correlator becomes negative and approaches zero as a power-law t-3/2 at long times. The mobility of the tagged particle is shown to decrease rapidly with density as has been observed in experiments.

[Formula: see text] Special Issue Comments: This article presents mathematical results on the dynamics in expanding files, and constant density files. This article is connected to the Special Issue articles about advanced statistical properties in single file dynamics29 and files with force and advanced formulations.30

Universal large deviations for the tagged particle in single-file motion

We consider a gas of point particles moving in a one-dimensional channel with a hard-core interparticle interaction that prevents particle crossings--this is called single-file motion. Starting from equilibrium initial conditions we observe the motion of a tagged particle. It is well known that if the individual particle dynamics is diffusive, then the tagged particle motion is subdiffusive, while for ballistic particle dynamics, the tagged particle motion is diffusive. Here we compute the exact large deviation function for the tagged particle displacement and show that this is universal, independent of the individual dynamics.

Non-Markovian effects in the first-passage dynamics of obstructed tracer particle diffusion in one-dimensional systems

The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article, we generalize this system and investigate first-passage properties of a tracer particle when flanked by identical crowder particles which may, besides diffuse, unbind (rebind) from (to) the one-dimensional lattice with rates k(off) (k(on)). The tracer particle is restricted to diffuse with rate k(D) on the lattice and the density of crowders is constant (on average). The unbinding rate k(off) is our key parameter and it allows us to systematically study the non-trivial transition between the completely Markovian case (k(off) ≫ k(D)) to the non-Markovian case (k(off) ≪ k(D)) governed by strong memory effects. This has relevance for several quasi one-dimensional systems. One example is gene regulation where regulatory proteins are searching for specific binding sites on a crowded DNA. We quantify the first-passage time distribution, f(t) (t is time), numerically using the Gillespie algorithm, and estimate f(t) analytically. In terms of k(off) (keeping k(D) fixed), we study the transition between the two known regimes: (i) when k(off) ≫ k(D) the particles may effectively pass each other and we recover the single particle result f(t) ∼ t(-3/2), with a reduced diffusion constant; (ii) when k(off) ≪ k(D) unbinding is rare and we obtain the single-file result f(t) ∼ t(-7/4). The intermediate region displays rich dynamics where both the characteristic f(t) - peak and the long-time power-law slope are sensitive to k(off).

Consequences of animal interactions on their dynamics: emergence of home ranges and territoriality

Animal spacing has important implications for population abundance, species demography and the environment. Mechanisms underlying spatial segregation have their roots in the characteristics of the animals, their mutual interaction and their response, collective as well as individual, to environmental variables. This review describes how the combination of these factors shapes the patterns we observe and presents a practical, usable framework for the analysis of movement data in confined spaces. The basis of the framework is the theory of interacting random walks and the mathematical description of out-of-equilibrium systems. Although our focus is on modelling and interpreting animal home ranges and territories in vertebrates, we believe further studies on invertebrates may also help to answer questions and resolve unanswered puzzles that are still inaccessible to experimental investigation in vertebrate species.

Large deviations in single-file diffusion

We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core repulsion, we derive the cumulant generating function of the tracer position and its large deviation function. In the general case of arbitrary interparticle interactions, we express the variance of the tracer position in terms of the collective transport properties, viz., the diffusion coefficient and the mobility. Our analysis applies both for fluctuating (annealed) and fixed (quenched) initial configurations.

Slow kinetics of Brownian maxima

We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-β) with exponent β = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, β = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.

Universality and nonuniversality of mobility in heterogeneous single-file systems and Rouse chains

We study analytically the tracer particle mobility in single-file systems with distributed friction constants. Our system serves as a prototype for nonequilibrium, heterogeneous, strongly interacting Brownian systems. The long time dynamics for such a single-file setup belongs to the same universality class as the Rouse model with dissimilar beads. The friction constants are drawn from a density ϱ(ξ), and we derive an asymptotically exact solution for the mobility distribution P[μ0(s)], where μ0(s) is the Laplace-space mobility. If ϱ is light tailed (first moment exists), we find a self-averaging behavior: P[μ0(s)]=δ[μ0(s)-μ(s)], with μ(s)∝s1/2. When ϱ(ξ) is heavy tailed, ϱ(ξ)≃ξ-1-α(0<α<1) for large ξ, we obtain moments 〈[μs(0)]n〉∝sβn, where β=1/(1+α) and there is no self-averaging. The results are corroborated by simulations.

Tracer dynamics in a single-file system with absorbing boundary

The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several qualitatively new features. First, starting with the exact probability density function for a given particle (a tracer), we study the long-time asymptotics of its moments. Both the mean position and the mean-square displacement are controlled by dynamical exponents which depend on the initial order of the particle in the file. Second, conditioning on nonabsorption, we study the distribution of long-living particles. In the conditioned framework, the dynamical exponents are the same for all particles, however, a given particle possesses an effective diffusion coefficient which depends on its initial order. After performing the thermodynamic limit, the conditioned dynamics of the tracer is subdiffusive, the generalized diffusion coefficient D(1/2) being different from that reported for the system without absorbing boundary.

Analytical calculation of four-point correlations for a simple model of cages involving numerous particles

Dynamics of a one-dimensional system of Brownian particles with short-range repulsive interaction (diameter σ) is studied with a liquid-theoretical approach. The mean square displacement, the two-particle displacement correlation, and the overlap-density-based generalized susceptibility are calculated analytically by way of the Lagrangian correlation of the interparticulate space, instead of the Eulerian correlation of density that is commonly used in the standard mode-coupling theory. In regard to the mean square displacement, the linear analysis reproduces the established result on the asymptotic subdiffusive behavior of the system. A finite-time correction is given by incorporating the effect of entropic nonlinearity with a Lagrangian version of mode-coupling theory. The notorious difficulty in derivation of the mode-coupling theory concerning violation of the fluctuation-dissipation theorem is found to disappear by virtue of the Lagrangian description. The Lagrangian description also facilitates analytical calculation of four-point correlations in the space-time, such as the two-particle displacement correlation. The two-particle displacement correlation, which is asymptotically self-similar in the space-time, illustrates how the cage effect confines each particle within a short radius on one hand and creates collective motion of numerous particles on the other hand. As the time elapses, the correlation length grows unlimitedly, and the generalized susceptibility based on the overlap density converges to a finite value which is an increasing function of the density. The distribution function behind these dynamical four-point correlations and its extension to three-dimensional cases, respecting the tensorial character of the two-particle displacement correlation, are also discussed.

Everlasting effect of initial conditions on single-file diffusion

We study the dynamics of a tagged particle in an environment of point Brownian particles with hard-core interactions in an infinite one-dimensional channel (a single-file model). In particular, we examine the influence of initial conditions on the dynamics of the tagged particle. We compare two initial conditions: equal distances between particles and uniform density distribution. The effect is shown by the differences of mean-square-displacement and correlation function for the two ensembles of initial conditions. We discuss the violation of Einstein relation, and its dependence on the initial condition, and the difference between time and ensemble averaging. More specifically, using the Jepsen line, we will discuss how transport coefficients, like diffusivity, depend on the initial state. Our work shows that initial conditions determine the long time limit of the dynamics, and in this sense the system never forgets its initial state in complete contrast with thermal systems (i.e., a closed system that attains equilibrium independent of the initial state).

Generalized hydrodynamic treatment of the interplay between restricted transport and catalytic reactions in nanoporous materials

Behavior of catalytic reactions in narrow pores is controlled by a delicate interplay between fluctuations in adsorption-desorption at pore openings, restricted diffusion, and reaction. This behavior is captured by a generalized hydrodynamic formulation of appropriate reaction-diffusion equations (RDE). These RDE incorporate an unconventional description of chemical diffusion in mixed-component quasi-single-file systems based on a refined picture of tracer diffusion for finite-length pores. The RDE elucidate the nonexponential decay of the steady-state reactant concentration into the pore and the non-mean-field scaling of the reactant penetration depth.

Transition from single-file to two-dimensional diffusion of interacting particles in a quasi-one-dimensional channel

Diffusive properties of a monodisperse system of interacting particles confined to a quasi-one-dimensional channel are studied using molecular dynamics simulations. We calculate numerically the mean-squared displacement (MSD) and investigate the influence of the width of the channel (or the strength of the confinement potential) on diffusion in finite-size channels of different shapes (i.e., straight and circular). The transition from single-file diffusion to the two-dimensional diffusion regime is investigated. This transition [regarding the calculation of the scaling exponent (α) of the MSD (Δx(2)(t) ∝ t(α)] as a function of the width of the channel is shown to change depending on the channel's confinement profile. In particular, the transition can be either smooth (i.e., for a parabolic confinement potential) or rather sharp (i.e., for a hard-wall potential), as distinct from infinite channels where this transition is abrupt. This result can be explained by qualitatively different distributions of the particle density for the different confinement potentials.

Single-file diffusion and kinetics of template-assisted assembly of colloids

We report computer simulation studies of the kinetics of ordering of a two-dimensional system of particles on a template with a one-dimensional periodic pattern. In equilibrium, one obtains a reentrant liquid-solid-liquid phase transition as the strength of the substrate potential is varied. We show that domains of crystalline order grow as ~t(1/z), with z~4, with a possible crossover to z~2 at late times. We argue that the t(1/4) law originates from single-file motion and annihilation of defect pairs of opposite topological charge along channels created by the template.

Single-file diffusion of externally driven particles

We study one-dimensional diffusion of N hard-core interacting Brownian particles driven by the space- and time-dependent external force. We give the exact solution of the N-particle Smoluchowski diffusion equation. In particular, we investigate the nonequilibrium energetics of two interacting particles under the time-periodic driving. The hard-core interaction induces entropic repulsion which differentiates the energetics of the two particles. We present exact time-asymptotic results which describe the mean energy, the accepted work and heat, and the entropy production of interacting particles, and we contrast these quantities against the corresponding ones for the noninteracting particles.

Mixing of diffusing particles

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial configuration. In the steady state, the distribution of the inversion number is Gaussian with the average <m> ≃ N²/4 and the standard deviation σ ≃ N³/²/6. The survival probability, Sm(t), which measures the likelihood that the inversion number remains below m until time t, decays algebraically in the long-time limit, Sm ∼ t(-βm). Interestingly, there is a spectrum of N(N-1)/2 distinct exponents βm(N). We also find that the kinetics of first passage in a circular cone provides a good approximation for these exponents. When N is large, the first-passage exponents are a universal function of a single scaling variable, βm(N) → β(z), with z = (m-<m>)/σ. In the cone approximation, the scaling function is a root of a transcendental equation involving the parabolic cylinder equation, D2β(-z)=0, and surprisingly, numerical simulations show this prediction to be exact.

Dynamics of heterogeneous hard spheres in a file

Normal dynamics in a quasi-one-dimensional channel of length L (→∞) of N hard spheres are analyzed. The spheres are heterogeneous: each has a diffusion coefficient D that is drawn from a probability density function (PDF), W∼D(-γ) for small D, where 0≤γ<1. The initial spheres' density ρ is nonuniform and scales with the distance (from the origin) l as ρ∼l(-α), 0≤α≤1. An approximation for the N-particle PDF for this problem is derived. From this solution, scaling law analysis and numerical simulations, we show here that the mean square displacement for a particle in such a system obeys <r2>∼t((1-γ)/(2c-γ)), where c=1/(1+α). The PDF of the tagged particle is gaussian in position. Generalizations of these results are considered.

Irreversible nA+mB→0 reaction of driven hard-core particles

We investigate the kinetics of general two species annihilation nA+mB→0 of driven hard-core (HC) particles with N=n+m in one dimension. With uniform drift velocity, all particles are driven to the right. HC exclusion forbids the interchange of any particles and restricts the number of particles on a site to 0 or 1. The reaction is classified into two classes, the symmetric and the asymmetric reaction. The symmetric reaction means both nA+mB→0 and mA+nB→0 , while the asymmetric reaction means only nA+mB→0 for a given (n,m) pair. As N increases, the trains of particles causing the reaction rarely form. Hence, for sufficiently large N, particles are evenly distributed before the reaction, so one expects a crossover N(c) above which the kinetics follows the classical mean-field rate equation. We show the existence of N(c) and that the kinetics for N<N(c) is the same as that of A+B→0 of driven HC particles as in the reactions with the isotropic diffusion. However, compared to the isotropic cases, N(c) and the kinetics for N≥N(c) are shown to be completely changed by the interplay of the drift and HC exclusion, and strongly depend on the reaction symmetry. We also show that densities decay as t(-1/N) which cannot be explained by the classical mean-field rate equation. Instead the kinetics is explained analytically by a variant theory.

Effective Edwards-Wilkinson equation for single-file diffusion

In this work, we present an effective discrete Edwards-Wilkinson equation aimed to describe the single-file diffusion process. The key physical properties of the system are captured defining an effective elasticity, which is proportional to the single particle diffusion coefficient and to the inverse squared mean separation between particles. The effective equation gives a description of single-file diffusion using the global roughness of the system of particles, which presents three characteristic regimes, namely, normal diffusion, subdiffusion, and saturation, separated by two crossover times. We show how these regimes scale with the parameters of the original system. Additional repulsive interaction terms are also considered and we analyze how the crossover times depend on the intensity of the additional terms. Finally, we show that the roughness distribution can be well characterized by the Edwards-Wilkinson universal form for the different single-file diffusion processes studied here.

Foundation of fractional Langevin equation: harmonization of a many-body problem

In this study we derive a single-particle equation of motion, from first principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential. Using a harmonization technique, we show that the resulting dynamical equation belongs to the class of fractional Langevin equations, a stochastic framework which has been proposed in a large body of works as a means of describing anomalous dynamics. Our work sheds light on the fundamental assumptions of these phenomenological models and a relation derived by Kollmann.

Kramers-like escape driven by fractional Gaussian noise

We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive (antipersistent) and superdiffusive (persistent) domains. In particular, we find that the escape becomes increasingly faster for decreasing values of H , consistent with previous findings on the first passage behavior. Approximate analytical calculations are shown to support the numerically observed dependencies.

Diffusion of tagged particle in an exclusion process

We study the diffusion of tagged hard-core interacting Brownian point particles under the influence of an external force field in one dimension. Using the Jepsen line we map this many-particle problem onto a single particle one. We obtain general equations for the distribution and the mean-square displacement <(xT)2> of the tagged center particle valid for rather general external force fields and initial conditions. The case of symmetric distribution of initial conditions around the initial position of the tagged particle on x=0 and symmetric potential fields V(x)=V(-x) yields zero drift <xT>=0 and is investigated in detail. We find <(xT)2>=R(1-R)/2Nr2 where 2N is the (large) number of particles in the system. R is a single particle reflection coefficient, i.e., the probability that a particle free of collisions starts on x0>0 and remains in x>0 while r is the probability density of noninteracting particles on the origin. We show that this equation is related to the mathematical theory of order statistics and it can be used to find <(xT)2> even when the motion between collision events is not Brownian (e.g., it might be ballistic or anomalous diffusion). As an example we derive the Percus relation for non-Gaussian diffusion. A wide range of physical behaviors emerge which are very different than the classical single file subdiffusion <(xT)2> approximately t1/2 found for uniformly distributed particles in an infinite space and in the absence of force fields.

Velocity correlations and mobility in single-file diffusion

We study the velocity correlations of a tagged particle in an infinite assembly of interacting particles with a given density in one dimension. The assembly is in contact with a heat bath, and the particles interact via a hard-core repulsion with each other. We evaluate the two-time velocity correlation function exactly as function of time when an ensemble average is taken over initial conditions. This correlation function decays rapidly with time and becomes negative, with the rate of decay increasing with the density. This is followed by a slow decay toward zero through a power-law behavior of the form -t(-3/2) at large times for all densities. We also consider mobility of the assembly in the presence of a constant force acting on the particles, as well as the mobility of a tagged particle when only the tagged particle is driven by the force. The power spectrum of velocity fluctuations is also presented.

Diffusion of finite-sized hard-core interacting particles in a one-dimensional box: Tagged particle dynamics

We solve a nonequilibrium statistical-mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size Delta diffusing in a one-dimensional system of finite length L with reflecting boundaries at the ends. We obtain an exact expression for the conditional probability density function rhoT(yT,t|yT,0) that a tagged particle T (T=1,...,N) is at position yT at time t given that it at time t=0 was at position yT,0. Using a Bethe ansatz we obtain the N -particle probability density function and, by integrating out the coordinates (and averaging over initial positions) of all particles but particle T , we arrive at an exact expression for rhoT(yT,t|yT,0) in terms of Jacobi polynomials or hypergeometric functions. Going beyond previous studies, we consider the asymptotic limit of large N , maintaining L finite, using a nonstandard asymptotic technique. We derive an exact expression for rhoT(yT,t|yT,0) for a tagged particle located roughly in the middle of the system, from which we find that there are three time regimes of interest for finite-sized systems: (A) for times much smaller than the collision time t<<taucoll=1/(rho2D) , where rho=N/L is the particle concentration and D is the diffusion constant for each particle, the tagged particle undergoes a normal diffusion; (B) for times much larger than the collision time t >>taucoll but times smaller than the equilibrium time t<<taueq=L2/D, we find a single-file regime where rhoT(yT,t|yT,0) is a Gaussian with a mean-square displacement scaling as t1/2; and (C) for times longer than the equilibrium time t>>taue , rhoT(yT,t|yT,0) approaches a polynomial-type equilibrium probability density function. Notably, only regimes (A) and (B) are found in the previously considered infinite systems.

Effects of jamming on nonequilibrium transport times in nanochannels

Many biological channels perform highly selective transport without direct input of metabolic energy and without transitions from a "closed" to an "open" state during transport. Mechanisms of selectivity of such channels serve as an inspiration for creation of artificial nanomolecular sorting devices and biosensors. To elucidate the transport mechanisms, it is important to understand the transport on the single molecule level in the experimentally relevant regime when multiple particles are crowded in the channel. In this Letter we analyze the effects of interparticle crowding on the nonequilibrium transport times through a finite-length channel by means of analytical theory and computer simulations.