Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions

Microparticle Brownian motion near an air-water interface governed by direction-dependent boundary conditions

HYPOTHESIS

Although the dynamics of colloids in the vicinity of a solid interface has been widely characterized in the past, experimental studies of Brownian diffusion close to an air-water interface are rare and limited to particle-interface gap distances larger than the particle size. At the still unexplored lower distances, the dynamics is expected to be extremely sensitive to boundary conditions at the air-water interface. There, ad hoc experiments would provide a quantitative validation of predictions.

EXPERIMENTS

Using a specially designed dual wave interferometric setup, the 3D dynamics of 9 μm diameter particles at a few hundreds of nanometers from an air-water interface is here measured in thermal equilibrium.

FINDINGS

Intriguingly, while the measured dynamics parallel to the interface approaches expected predictions for slip boundary conditions, the Brownian motion normal to the interface is very close to the predictions for no-slip boundary conditions. These puzzling results are rationalized considering current models of incompressible interfacial flow and deepened developing an ad hoc model which considers the contribution of tiny concentrations of surface active particles at the interface. We argue that such condition governs the particle dynamics in a large spectrum of systems ranging from biofilm formation to flotation process.

Modified Mittag-Leffler Functions with Applications in Complex Formulae for Fractional Calculus

Mittag-Leffler functions and their variations are a popular topic of study at the present time, mostly due to their applications in fractional calculus and fractional differential equations. Here we propose a modification of the usual Mittag-Leffler functions of one, two, or three parameters, which is ideally suited for extending certain fractional-calculus operators into the complex plane. Complex analysis has been underused in combination with fractional calculus, especially with newly developed operators like those with Mittag-Leffler kernels. Here we show the natural analytic continuations of these operators using the modified Mittag-Leffler functions defined in this paper.

Memory effects for a stochastic fractional oscillator in a magnetic field

The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.

Detection and estimation of liquid flow through a pipe in a tissue-like object with ultrasound-assisted diffuse correlation spectroscopy

Using coherent light interrogating a turbid object perturbed by a focused ultrasound (US) beam, we demonstrate localized measurement of dynamics in the focal region, termed the region-of-interest (ROI), from the decay of the modulation in intensity autocorrelation of light. When the ROI contains a pipe flow, the decay is shown to be sensitive to the average flow velocity from which the mean-squared displacement (MSD) of the scattering centers in the flow can be estimated. While the MSD estimated is seen to be an order of magnitude higher than that obtainable through the usual diffusing wave spectroscopy (DWS) without the US, it is seen to be more accurate as verified by the volume flow estimated from it. It is further observed that, whereas the MSD from the localized measurement grows with time as τ(α) with α≈1.65, without using the US, α is seen to be much less. Moreover, with the local measurement, this super-diffusive nature of the pipe flow is seen to persist longer, i.e., over a wider range of initial τ, than with the unassisted DWS. The reason for the super-diffusivity of flow, i.e., α<2, in the ROI is the presence of a fluctuating (thermodynamically nonequilibrium) component in the dynamics induced by the US forcing. Beyond this initial range, both methods measure MSDs that rise linearly with time, indicating that ballistic and near-ballistic photons hardly capture anything beyond the background Brownian motion.

Velocity autocorrelation of a free particle driven by a Mittag-Leffler noise: fractional dynamics and temporal behaviors

We investigate the dynamical phase diagram of the generalized Langevin equation of the free particle driven by a Mittag-Leffler noise and show critical curves and a critical value of the exponent parameter of the Mittag-Leffler function that mark different dynamical regimes. By considering that the modeling of a Mittag-Leffer memory kernel corresponds to a power-law second-order memory kernel, we show that the generalized Langevin equation of the velocity autocorrelation function (VACF) is transformed in a fractional Langevin equation. In the superdiffusive case our results exhibit oscillations and negative correlations of the VACF that are not provided by the usual power-law noise model.

Cage effect for the velocity correlation functions of a Brownian particle in viscoelastic shear flows

The long-time limit behavior of velocity correlation functions (VCFs) for an underdamped Brownian particle in an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law memory kernel. The influence of a fluctuating environment is modeled by an additive external fractional Gaussian noise. The exact expressions of the correlation functions of the fluctuating components of velocity for the Brownian particle in the shear plane have been calculated. Also, the particle's angular momentum is found. It is shown that in a certain region of the system parameters an interplay of the shear flow, memory effects, and external noise can induce a bounded long-time behavior of the VCFs, even in the shear flow direction, where in the case of internal noise the velocity process is subdiffusive, i.e., unbounded in time. Moreover, we find resonant behavior of the VCFs and the angular momentum versus the shear oscillation frequency, implying that they can be efficiently excited by oscillatory shear. The role of the initial positional distribution of particles is also discussed.

Diffusing-wave spectroscopy in an inhomogeneous object: local viscoelastic spectra from ultrasound-assisted measurement of correlation decay arising from the ultrasound focal volume

We demonstrate diffusing-wave spectroscopy (DWS) in a localized region of a viscoelastically inhomogeneous object by measurement of the intensity autocorrelation [g(2)(τ)] that captures only the decay introduced by the temperature-induced Brownian motion in the region. The region is roughly specified by the focal volume of an ultrasound transducer which introduces region specific mechanical vibration owing to insonification. Essential characteristics of the localized non-Markovian dynamics are contained in the decay of the modulation depth [M(τ)], introduced by the ultrasound forcing in the focal volume selected, on g(2)(τ). The modulation depth M(τ(i)) at any delay time τ(i) can be measured by short-time Fourier transform of g(2)(τ) and measurement of the magnitude of the spectrum at the ultrasound drive frequency. By following the established theoretical framework of DWS, we are able to connect the decay in M(τ) to the mean-squared displacement (MSD) of scattering centers and the MSD to G*(ω), the complex viscoelastic spectrum. A two-region composite polyvinyl alcohol phantom with different viscoelastic properties is selected for demonstrating local DWS-based recovery of G*(ω) corresponding to these regions from the measured region specific M(τ(i))vsτ(i). The ultrasound-assisted measurement of MSD is verified by simulating, using a generalized Langevin equation (GLE), the dynamics of the particles in the region selected as well as by the usual DWS experiment without the ultrasound. It is shown that whereas the MSD obtained by solving the GLE without the ultrasound forcing agreed with its experimental counterpart covering small and large values of τ, the match was good only in the initial transients in regard to experimental measurements with ultrasound.

Analytical solution of the generalized Langevin equation with hydrodynamic interactions: subdiffusion of heavy tracers

We consider a generalized Langevin equation that can be used to describe thermal motion of a tracer in a viscoelastic medium by accounting for inertial and hydrodynamic effects at short times, subdiffusive scaling at intermediate times, and eventual optical trapping at long times. We derive a Laplace-type integral representation for the linear response function that governs the diffusive dynamics. This representation is particularly well suited for rapid numerical computation and theoretical analysis. In particular, we deduce explicit formulas for the mean and variance of the time averaged (TA) mean square displacement (MSD) and velocity autocorrelation function (VACF). The asymptotic behavior of the TA MSD and TA VACF is investigated at different time scales. Some biophysical and microrheological applications are discussed, with an emphasis on the statistical analysis of optical tweezers' single-particle tracking experiments in polymer networks and living cells.

Memory effects for a trapped Brownian particle in viscoelastic shear flows

The long-time limit behavior of the positional distribution for an underdamped Brownian particle in a fluctuating harmonic potential well, which is simultaneously exposed to an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law-type memory kernel. The influence of a fluctuating environment is modeled by a multiplicative white noise (fluctuations of the stiffness of the trapping potential) and by an additive internal fractional Gaussian noise. The exact expressions of the second-order moments of the fluctuating position for the Brownian particle in the shear plane have been calculated. Also, shear-induced cross correlation between particle fluctuations along orthogonal directions as well as the angular momentum are found. It is shown that interplay of shear flow, memory, and multiplicative noise can generate a variety of cooperation effects, such as energetic instability, multiresonance versus the shear frequency, and memory-induced anomalous diffusion in the direction of the shear flow. Particularly, two different critical memory exponents have been found, which mark dynamical transitions from a stationary regime to a subdiffusive (or superdiffusive) regime of the system. Similarities and differences between the behaviors of the models with oscillatory and nonoscillatory shear flow are also discussed.

Different diffusive regimes, generalized Langevin and diffusion equations

We investigate a generalized Langevin equation (GLE) in the presence of an additive noise characterized by the mixture of the usual white noise and an arbitrary one. This scenario lead us to a wide class of diffusive processes, in particular the ones whose noise correlation functions are governed by power laws, exponentials, and Mittag-Leffler functions. The results show the presence of different diffusive regimes related to the spreading of the system. In addition, we obtain a fractional diffusionlike equation from the GLE, confirming the results for long time.