Stick-slip motion of solids with dry friction subject to random vibrations and an external field

We investigate a model for the dynamics of a solid object, which moves over a randomly vibrating solid surface and is subject to a constant external force. The dry friction between the two solids is modeled phenomenologically as being proportional to the sign of the object's velocity relative to the surface, and therefore shows a discontinuity at zero velocity. Using a path integral approach, we derive analytical expressions for the transition probability of the object's velocity and the stationary distribution of the work done on the object due to the external force. From the latter distribution, we also derive a fluctuation relation for the mechanical work fluctuations, which incorporates the effect of the dry friction.Comment: v1: 23 pages, 9 figures; v2: Reference list corrected; v3: Published version, typos corrected, references adde

Joint Probability Distributions for a Class of Non-Markovian Processes

We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H.C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single time probability distributions to the case of N-time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fractional time derivatives reflecting the non-Markovian character of the process.Comment: 13 pages, 1 figur

Nonequilibrium statistical mechanics of shear flow: invariant quantities and current relations

In modeling nonequilibrium systems one usually starts with a definition of the microscopic dynamics, e.g., in terms of transition rates, and then derives the resulting macroscopic behavior. We address the inverse question for a class of steady state systems, namely complex fluids under continuous shear flow: how does an externally imposed shear current affect the microscopic dynamics of the fluid? The answer can be formulated in the form of invariant quantities, exact relations for the transition rates in the nonequilibrium steady state, as discussed in a recent letter [A. Baule and R. M. L. Evans, Phys. Rev. Lett. 101, 240601 (2008)]. Here, we present a more pedagogical account of the invariant quantities and the theory underlying them, known as the nonequilibrium counterpart to detailed balance (NCDB). Furthermore, we investigate the relationship between the transition rates and the shear current in the steady state. We show that a fluctuation relation of the Gallavotti-Cohen type holds for systems satisfying NCDB.Comment: 24 pages, 11 figure

Path integral approach to random motion with nonlinear friction

Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid object on a vibrating horizontal surface. We show that the optimal (or most probable) paths of this model can be divided into two classes of paths, which correspond physically to a sliding or slip motion, where the object moves with a non-zero velocity over the underlying surface, and a stick-slip motion, where the object is stuck to the surface for a finite time. These two kinds of basic motions underlie the behavior of many more complicated systems with solid/solid friction and appear naturally in de Gennes' model in the path integral framework.Comment: 18 pages, 3 figure

Brownian motion with dry friction: Fokker-Planck approach

We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain both the time-dependent propagator of this equation and the velocity correlation function by solving the associated time-dependent Fokker-Planck equation. Exact results are found for the case where only dry friction acts on the particle. For the case where both dry and viscous friction forces are present, series representations of the propagator and correlation function are obtained in terms of parabolic cylinder functions. Similar series representations are also obtained for the case where an external constant force is added to the Langevin equation.Comment: 18 pages, 13 figures (in color

Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is connected with non-ergodic behaviour. In such cases the time averages remain random variables and hence irreproducible. Here we present a detailed analysis of the time averaged mean squared displacement for systems governed by anomalous diffusion, considering both unconfined and restricted (corralled) motion. We discuss the behaviour of the time averaged mean squared displacement for two prominent stochastic processes, namely, continuous time random walks and fractional Brownian motion. We also study the distribution of the time averaged mean squared displacement around its ensemble mean, and show that this distribution preserves typical process characteristic even for short time series. Recently, velocity correlation functions were suggested to distinguish between these processes. We here present analytucal expressions for the velocity correlation functions. Knowledge of the results presented here are expected to be relevant for the correct interpretation of single particle trajectory data in complex systems.Comment: 15 pages, 15 figures; References adde

On distributions of functionals of anomalous diffusion paths

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in imaginary time. In recent years there is a growing interest in particular functionals of non-Brownian motion, or anomalous diffusion, but no equation existed for their PDF. Here, we derive a fractional generalization of the Feynman-Kac equation for functionals of anomalous paths based on sub-diffusive continuous-time random walk. We also derive a backward equation and a generalization to Levy flights. Solutions are presented for a wide number of applications including the occupation time in half space and in an interval, the first passage time, the maximal displacement, and the hitting probability. We briefly discuss other fractional Schrodinger equations that recently appeared in the literature.Comment: 25 pages, 4 figure

Feynman-Kac equation for anomalous processes with space-and time-dependent forces

Invited contribution to the J. Phys. A special issue Emerging Talent

Sensitivity of MEG and EEG to Source Orientation

An important difference between magnetoencephalography (MEG) and electroencephalography (EEG) is that MEG is insensitive to radially oriented sources. We quantified computationally the dependency of MEG and EEG on the source orientation using a forward model with realistic tissue boundaries. Similar to the simpler case of a spherical head model, in which MEG cannot see radial sources at all, for most cortical locations there was a source orientation to which MEG was insensitive. The median value for the ratio of the signal magnitude for the source orientation of the lowest and the highest sensitivity was 0.06 for MEG and 0.63 for EEG. The difference in the sensitivity to the source orientation is expected to contribute to systematic differences in the signal-to-noise ratio between MEG and EEG.National Institutes of Health (U.S.) (Grant NS057500)National Institutes of Health (U.S.) (Grant NS037462)National Institutes of Health (U.S.) (Grant HD040712)National Center for Research Resources (U.S.) (P41RR14075)Mind Research Networ