Arcsine law and multistable Brownian dynamics in a tilted periodic potential

Arcsine Laws of Light

We demonstrate that the time-integrated light intensity transmitted by a coherently driven resonator obeys Lévy's arcsine laws-a cornerstone of extreme value statistics. We show that convergence to the arcsine distribution is algebraic, universal, and independent of nonequilibrium behavior due to nonconservative forces or nonadiabatic driving. We furthermore verify, numerically, that the arcsine laws hold in the presence of frequency noise and in Kerr-nonlinear resonators supporting non-Gaussian states. The arcsine laws imply a weak ergodicity breaking which can be leveraged to enhance the precision of resonant optical sensors with zero energy cost, as shown in our companion manuscript [V. G. Ramesh et al., companion paper, Phys. Rev. Res. (2024).PPRHAI2643-1564]. Finally, we discuss perspectives for probing the possible breakdown of the arcsine laws in systems with memory.

Active Brownian particles in a biased periodic potential

We study transport properties of an active Brownian particle with an Rayleigh-Helmholtz friction function in a biased periodic potential. In the absence of noise and depending on the parameters of the friction function and on the bias force, the motion of the particle can be in a locked state or in different running states. According to the type of solutions, the parameter plane of friction and bias force can be divided into four regions. In these different regimes, there is either only a locked state, only a running state, a bistability between locked and running states, or a bistability of two different running states (corresponding to a systematic motion to the left or right, respectively). In the presence of noise, the mean velocity depends in different ways on the noise intensity for the various parameter regimes. These dependences are explored by means of numerical simulations and simple analytical estimates for limiting cases.

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.

Accumulation of Particles and Formation of a Dissipative Structure in a Nonequilibrium Bath

The standard textbooks contain good explanations of how and why equilibrium thermodynamics emerges in a reservoir with particles that are subjected to Gaussian noise. However, in systems that convert or transport energy, the noise is often not Gaussian. Instead, displacements exhibit an α-stable distribution. Such noise is commonly called Lévy noise. With such noise, we see a thermodynamics that deviates from what traditional equilibrium theory stipulates. In addition, with particles that can propel themselves, so-called active particles, we find that the rules of equilibrium thermodynamics no longer apply. No general nonequilibrium thermodynamic theory is available and understanding is often ad hoc. We study a system with overdamped particles that are subjected to Lévy noise. We pick a system with a geometry that leads to concise formulae to describe the accumulation of particles in a cavity. The nonhomogeneous distribution of particles can be seen as a dissipative structure, i.e., a lower-entropy steady state that allows for throughput of energy and concurrent production of entropy. After the mechanism that maintains nonequilibrium is switched off, the relaxation back to homogeneity represents an increase in entropy and a decrease of free energy. For our setup we can analytically connect the nonequilibrium noise and active particle behavior to entropy decrease and energy buildup with simple and intuitive formulae.

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.

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.

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.