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Soft lubrication has been shown to drastically affect the mobility of an object immersed in a viscous fluid in the vicinity of a purely elastic wall. In this theoretical study, we develop a minimal model incorporating viscoelasticity, carrying out a perturbation analysis in both the elastic deformation of the wall and its viscous damping. Our approach reveals the singular-perturbation nature of viscoelasticity to soft lubrication. Numerical resolution of the resulting non-linear, singular and coupled equations of motion reveals peculiar effects of viscoelasticity on confined colloidal mobility, opening the way towards the description of complex migration scenarios near realistic polymeric substrates and biological membranes.

It has been established for a long time that the long range van der Waals or thermal Casimir interaction between two semi-infinite dielectrics separated by a distance $H$ is screened by an intervening electrolyte. Here we show how this interaction is modified when an electric field of strength $E$ is applied parallel to the dielectric boundaries, leading to a non-equilibrium steady state with a current. The presence of the field induces a long range thermal repulsive interaction, scaling just like the thermal Casimir interaction between dielectrics without the intervening electrolyte, {\em i.e.} as $1/H^3$. At small $E$ the effect is of order $E^2$ while at large fields it saturates to an $E$ independent value. We explain the results in terms of a decoupling mechanism between the charge density fluctuations of cations and anions at large applied fields., Comment: 6 pages, 2 figures

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 up-hill drift toward the region of highest potential. This drift has the late time behavior $\langle Y(t)\rangle= C t^{1/4}$, 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., Comment: 17 pages, 10 figures

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by an effective diffusion constant $D_\mathrm{eff}$. Here we demonstrate the physically appealing result that the dispersion of single-file tracers in this system has the same long-time behavior as that for Brownian particles in a spatially-homogeneous system with constant diffusivity $D_\mathrm{eff}$. Our results are based on a late-time analysis of the Fokker-Planck equation, motivated by the mathematical theory of homogenization. The findings are confirmed by numerical simulations for both annealed and quenched initial conditions., Comment: 14 pages, 5 figures

Understanding particle motion in narrow channels is essential to guide progress in numerous applications, from filtration to vascular transport. Thermal or active fluctuations of channel walls for fluid-filled channels can slow down or increase the dispersion of tracer particles. Entropic trapping in the wall bulges slows dispersion, and hydrodynamic flows induced by wall fluctuations enhance dispersion. Previous studies primarily concentrated on the case of a single Brownian tracer either embedded in an incompressible fluid or in the ideal case where the presence of fluid is ignored. Here we address the question of what happens when there is a large ensemble of interacting Brownian tracers -- a common situation in applications. Introducing repulsive interactions between the tracer particles, while ignoring the presence of a background fluid, leads to an effective flow field. This flow field enhances tracer dispersion, a phenomenon strongly reminiscent of that seen in incompressible background fluid. We characterise the dispersion by the long-time diffusion coefficient of a single tracer, numerically and analytically with a mean-field density functional analysis. We find a surprising effect where an increased particle density enhances the diffusion coefficient, challenging the notion that crowding effects tend to reduce diffusion. Here, inter-particle interactions push particles closer to the fluctuating channel walls. Then, interactions between the fluctuating wall and the now-nearby particles drive particle mixing. Our mechanism is sufficiently general that we expect it to apply to various systems. In addition, the perturbation theory we derive quantifies dispersion in generic advection-diffusion systems with arbitrary spatiotemporal drift., Comment: 18 pages + Appendices + Supplemental Material

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with uniform density and leaking into the positive half line is an example which has been extensively studied in the literature. Here we derive new results for the average number and variance of the number of leaked particles for arbitrary Gaussian processes initially confined to the negative half line and also derive its joint two-time probability distribution, both for the annealed and the quenched initial conditions. For the annealed case, we show that the two-time joint distribution is a bivariate Poisson distribution. We also discuss the role of correlations in the initial particle positions on the statistics of the number of particles on the positive half line. We show that the strong memory effects in the variance of the particle number on the positive real axis for Brownian particles, seen in recent studies, persist for arbitrary Gaussian processes and also at the level of two-time correlation functions., Comment: 19 pages, 2 figues

We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as characterized by its variance, but it is non-Gaussian having a non-zero fourth cumulant. Establishing a link with Taylor dispersion, we calculate the fourth cumulant and the tails of the displacement distribution for general diffusivity tensors along with potentials generated by either the walls or externally, for instance gravity. Experimental and numerical studies of the motion of a colloid in the direction parallel to the wall give measured fourth cumulants which are correctly predicted by our theory. Interestingly, contrary to models of Brownian-yet-non-Gaussian diffusion, the tails of the displacement distribution are shown to be Gaussian rather than exponential. All together, our results provide additional tests and constraints for the inference of force maps and local transport properties near surfaces.

The dispersive spreading of microscopic particles in shear flows is influenced both by advection and thermal motion. At the nanoscale, interactions between such particles and their confining boundaries become unavoidable. We address the roles of electrostatic repulsion and absorption on the spatial distribution and dispersion of charged nanoparticles in near-surface shear flows, observed under evanescent illumination. The electrostatic repulsion between particles and the lower charged surface is tuned by varying electrolyte concentrations. Particles leaving the field of vision can be neglected from further analysis, such that the experimental ensemble is equivalent to that of Taylor dispersion with absorption. These two ingredients modify the particle distribution, deviating strongly from the Gibbs-Boltzmann one at the nanoscale studied here. The overall effect is to restrain the accessible space available to particles, leading to a striking, ten-fold reduction in the spreading dynamics as compared to the non-interacting case.

The paradigmatic model for heterogeneous media used in diffusion studies is built from reflecting obstacles and surfaces. It is well known that the crowding effect produced by these reflecting surfaces slows the dispersion of Brownian tracers. Here, using a general adsorption desorption model with surface diffusion, we show analytically that making surfaces or obstacles attractive can accelerate dispersion. In particular, we show that this enhancement of diffusion can exist even when the surface diffusion constant is smaller than that in the bulk. Even more remarkably, this enhancement effect occurs when the effective diffusion constant, when restricted to surfaces only, is lower than the effective diffusivity with purely reflecting boundaries. We give analytical formulas for this intriguing effect in periodic arrays of spheres as well as undulating micro-channels. Our results are confirmed by numerical calculations and Monte Carlo simulations.

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the walls become important. We provide a simple and general formula for the effective diffusion constant along the channel as well as the first non-trivial finite time correction for arbitrary flows along the channel, arbitrary interaction potentials with the walls and arbitrary expressions for the diffusion tensor. The formula are in particular amenable to a straightforward numerical implementation, rendering them extremely useful for comparison with experiments. We present a number of applications, notably for systems which have parabolically varying diffusivity profiles, to systems with attractive interactions with the walls as well as electroosmotic flows between plates with differing surface charges within the Debye-H\"uckel approximation., Comment: 33 pages, 7 figures

The Wigner function $W_N({\bf x}, {\bf p})$ is a useful quantity to characterize the quantum fluctuations of an $N$-body system in its phase space. Here we study $W_N({\bf x}, {\bf p})$ for $N$ noninteracting spinless fermions in a $d$-dimensional spherical hard box of radius $R$ at temperature $T=0$. In the large $N$ limit, the local density approximation (LDA) predicts that $W_N({\bf x}, {\bf p}) \approx 1/(2 \pi \hbar)^d$ inside a finite region of the $({\bf x}, {\bf p})$ plane, namely for $|{\bf x}| < R$ and $|{\bf p}| < k_F$ where $k_F$ is the Fermi momentum, while $W_N({\bf x}, {\bf p})$ vanishes outside this region, or "droplet", on a scale determined by quantum fluctuations. In this paper we investigate systematically, in this quantum region, the structure of the Wigner function along the edge of this droplet, called the Fermi surf. In one dimension, we find that there are three distinct edge regions along the Fermi surf and we compute exactly the associated nontrivial scaling functions in each regime. We also study the momentum distribution $\hat \rho_N(p)$ and find a striking algebraic tail for very large momenta $\hat \rho_N(p) \propto 1/p^4$, well beyond $k_F$, reminiscent of a similar tail found in interacting quantum systems (discussed in the context of Tan's relation). We then generalize these results to higher $d$ and find, remarkably, that the scaling function close to the edge of the box is universal, i.e., independent of the dimension~$d$., Comment: 31 pages, 14 figures

We study the properties of spin-less non-interacting fermions trapped in a confining potential in one dimension but in the presence of one or more impurities which are modelled by delta function potentials. We use a method based on the single particle Green's function. For a single impurity placed in the bulk, we compute the density of the Fermi gas near the impurity. Our results, in addition to recovering the Friedel oscillations at large distance from the impurity, allow the exact computation of the density at short distances. We also show how the density of the Fermi gas is modified when the impurity is placed near the edge of the trap in the region where the unperturbed system is described by the Airy gas. Our method also allows us to compute the effective potential felt by the impurity both in the bulk and at the edge. In the bulk this effective potential is shown to be a universal function only of the local Fermi wave vector, or equivalently of the local fermion density. When the impurity is placed near the edge of the Fermi gas, the effective potential can be expressed in terms of Airy functions. For an attractive impurity placed far outside the support of the fermion density, we show that an interesting transition occurs where a single fermion is pulled out of the Fermi sea and forms a bound state with the impurity. This is a quantum analogue of the well-known Baik-Ben Arous-P\'ech\'e (BBP) transition, known in the theory of spiked random matrices. The density at the location of the impurity plays the role of an order parameter. We also consider the case of two impurities in the bulk and compute exactly the effective force between them mediated by the background Fermi gas., Comment: 35 pages, 8 figures. Revised version: references added and typos corrected

The quantum correlations of $N$ noninteracting spinless fermions in their ground state can be expressed in terms of a two-point function called the kernel. Here we develop a general and compact method for computing the kernel in a general trapping potential in terms of the Green's function for the corresponding single particle Schr\"odinger equation. For smooth potentials the method allows a simple alternative derivation of the local density approximation for the density and of the sine kernel in the bulk part of the trap in the large $N$ limit. It also recovers the density and the kernel of the so-called {\em Airy gas} at the edge. This method allows to analyse the quantum correlations in the ground state when the potential has a singular part with a fast variation in space. For the square step barrier of height $V_0$, we derive explicit expressions for the density and for the kernel. For large Fermi energy $\mu>V_0$ it describes the interpolation between two regions of different densities in a Fermi gas, each described by a different sine kernel. Of particular interest is the {\em critical point} of the square well potential when $\mu=V_0$. In this critical case, while there is a macroscopic number of fermions in the lower part of the step potential, there is only a finite $O(1)$ number of fermions on the shoulder, and moreover this number is independent of $\mu$. In particular, the density exhibits an algebraic decay $\sim 1/x^2$, where $x$ is the distance from the jump. Furthermore, we show that the critical behaviour around $\mu = V_0$ exhibits universality with respect with the shape of the barrier. This is established (i) by an exact solution for a smooth barrier (the Woods-Saxon potential) and (ii) by establishing a general relation between the large distance behavior of the kernel and the scattering amplitudes of the single-particle wave-function., Comment: 35 pages, 9 figures

We study a class of stochastic processes of the type $\frac{d^n x}{dt^n}= v_0\, \sigma(t)$ where $n>0$ is a positive integer and $\sigma(t)=\pm 1$ represents an `active' telegraphic noise that flips from one state to the other with a constant rate $\gamma$. For $n=1$, it reduces to the standard run and tumble process for active particles in one dimension. This process can be analytically continued to any $n>0$ including non-integer values. We compute exactly the mean squared displacement at time $t$ for all $n>0$ and show that at late times while it grows as $\sim t^{2n-1}$ for $n>1/2$, it approaches a constant for $n<1/2$. In the marginal case $n=1/2$, it grows very slowly with time as $\sim \ln t$. Thus the process undergoes a {\em localisation} transition at $n=1/2$. We also show that the position distribution $p_n(x,t)$ remains time-dependent even at late times for $n\ge 1/2$, but approaches a stationary time-independent form for $n<1/2$. The tails of the position distribution at late times exhibit a large deviation form, $p_n(x,t)\sim \exp\left[-\gamma\, t\, \Phi_n\left(\frac{x}{x^*(t)}\right)\right]$, where $x^*(t)= v_0\, t^n/\Gamma(n+1)$. We compute the rate function $\Phi_n(z)$ analytically for all $n>0$ and also numerically using importance sampling methods, finding excellent agreement between them. For three special values $n=1$, $n=2$ and $n=1/2$ we compute the exact cumulant generating function of the position distribution at all times $t$., Comment: 24 pages, 4 Figures

We examine the Casimir effect for free statistical field theories which have Hamiltonians with second order derivative terms. Examples of such Hamiltonians arise from models of non-local electrostatics, membranes with non-zero bending rigidities and field theories of the Brazovskii type that arise for polymer systems. The presence of a second derivative term means that new types of boundary conditions can be imposed, leading to a richer phenomenology of interaction phenomena. In addition zero modes can be generated that are not present in standard first derivative models, and it is these zero modes which give rise to long range Casimir forces. Two physically distinct cases are considered: (i) unconfined fields, usually considered for finite size embedded inclusions in an infinite fluctuating medium, here in a two plate geometry the fluctuating field exists both inside and outside the plates, (ii) confined fields, where the field is absent outside the slab confined between the two plates. We show how these two physically distinct cases are mathematically related and discuss a wide range of commonly applied boundary conditions. We concentrate our analysis to the critical region where the underlying bulk Hamiltonian has zero modes and show that very exotic Casimir forces can arise, characterised by very long range effects and oscillatory behavior that can lead to strong metastability in the system., Comment: 18 pages, 6 figures

We study a system of $N$ noninteracting spinless fermions in a confining, double-well potential in one dimension. When the Fermi energy is close to the value of the potential at its local maximum we show that physical properties, such as the average density and the fermion position correlation functions, display a universal behavior that depends only on the local properties of the potential near its maximum. This behavior describes the merging of two Fermi gases, which are disjoint at sufficiently low Fermi energies. We describe this behavior in terms of a new correlation kernel that we compute analytically and we call it the inverted parabola kernel". As an application, we calculate the mean and variance of the number of particles in an interval of size $2L$ centered around the position of the local maximum, for sufficiently small $L$. Finally, we discuss the possibility of observing our results in experiments, as well as the extensions to nonzero temperature and to higher space dimensions., Comment: 16 pages, 8 figures

We consider the effect of uniform driving on the interface between two phases which are described by model C dynamics. The non-driven system has a classical Gaussian interface described by capillary wave theory. The model under driving retains Gaussian statistics but the interface statistics are modified by driving, notably the height fluctuations are suppressed and the correlation length of the fluctuations is increased. The model we introduce can also be used as a model for the effect of activity on interface dynamics., Comment: 10 pages, Revtex

We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with bending rigidity as well as a number of models for electrolytes. The approach used is based on the relation between quadratic path integrals and Gaussian fields and we also show how it can be extended to the evaluation of even higher order path integrals., Comment: Revtex 12 pages

We consider the real time dynamics of $N$ noninteracting fermions in $d=1$. They evolve in a trapping potential $V(x)$, starting from the equilibrium state in a potential $V_0(x)$. We study the time evolution of the Wigner function $W(x,p,t)$ in the phase space $(x,p)$, and the associated kernel which encodes all correlation functions. At $t=0$ the Wigner function for large $N$ is uniform in phase space inside the Fermi volume, and vanishes at the Fermi surf over a scale $e_N$ being described by a universal scaling function related to the Airy function. We obtain exact solutions for the Wigner function, the density, and the correlations in the case of harmonic and inverse square potentials, for several $V_0(x)$. In the large $N$ limit, near the edges where the density vanishes, we obtain limiting kernels (of the Airy or Bessel types) that retain the form found in equilibrium, up to a time dependent rescaling. For non-harmonic traps the evolution of the Fermi volume is more complex. Nevertheless we show that, for intermediate times, the Fermi surf is still described by the same equilibrium scaling function, with a non-trivial time and space dependent width which we compute analytically. We discuss the multi-time correlations and obtain their explicit scaling forms valid near the edge for the harmonic oscillator. Finally, we address the large time limit where relaxation to the Generalized Gibbs Ensemble (GGE) was found to occur in the "classical" regime $\hbar \sim 1/N$. Using the diagonal ensemble we compute the Wigner function in the quantum case (large $N$, fixed $\hbar$) and show that it agrees with the GGE. We also obtain the higher order (non-local) correlations in the diagonal ensemble., Comment: Main text: 8 pages, 1 figure + Supplementary Material: 28 pages, 5 figures

We consider a model of a particle trapped in a harmonic optical trap but with the addition of a non-conservative radiation induced force. This model is known to correctly describe experimentally observed trapped particle statistics for a wide range of physical parameters such as temperature and pressure. We theoretically analyse the effect of non-conservative force on the underlying steady state distribution as well as the power spectrum for the particle position. We compute perturbatively the probability distribution of the resulting non-equilibrium steady states for all dynamical regimes, underdamped through to overdamped and give expressions for the associated currents in phase space (position and velocity). We also give the spectral density of the trapped particle's position in all dynamical regimes and for any value of the non-conservative force. Signatures of the presence non-conservative forces are shown to be particularly strong for in the underdamped regime at low frequencies., Comment: 25 pages, 5 figures

As a first approximation, the forces acting on optically trapped particles are commonly assumed to be conservative. The influence of the nonconservative force has been shown to be negligible in overdamped liquid environments. However, its impact in the underdamped regime remains unexplored. Here, we experimentally study the combined effects of gradient and scattering forces on the nonlinear dynamics of trapped particles at various air pressures, leading to significant low-frequency noise excess along the optical axis and the emergence of toroidal Brownian vortices. Our results supported, by numerical simulations and a theoretical model, provide fundamental insights into the functioning of optical tweezers and a means for investigating nonequilibrium steady states in the presence of nonconservative forces.

We review recent advances in the theory of trapped fermions using techniques borrowed from random matrix theory (RMT) and, more generally, from the theory of determinantal point processes. In the presence of a trap, and in the limit of a large number of fermions $N \gg 1$, the spatial density exhibits an edge, beyond which it vanishes. While the spatial correlations far from the edge, i.e. close to the center of the trap, are well described by standard many-body techniques, such as the local density approximation (LDA), these methods fail to describe the fluctuations close to the edge of the Fermi gas, where the density is very small and the fluctuations are thus enhanced. It turns out that RMT and determinantal point processes offer a powerful toolbox to study these edge properties in great detail. Here we discuss the principal edge universality classes, that have been recently identified using these modern tools. In dimension $d=1$ and at zero temperature $T=0$, these universality classes are in one-to-one correspondence with the standard universality classes found in the classical unitary random matrix ensembles: soft edge (described by the "Airy kernel") and hard edge (described by the "Bessel kernel") universality classes. We further discuss extensions of these results to higher dimensions $d\geq 2$ and to finite temperature. Finally, we discuss correlations in the phase space, i.e., in the space of positions and momenta, characterized by the so called Wigner function., Comment: 32 pages, 5 figures, contribution to a special issue of Journal of Physics A on Random Matrices: the first 90 years

We study analytically the Wigner function $W_N({\bf x},{\bf p})$ of $N$ noninteracting fermions trapped in a smooth confining potential $V({\bf x})$ in $d$ dimensions. At zero temperature, $W_N({\bf x},{\bf p})$ is constant over a finite support in the phase space $({\bf x},{\bf p})$ and vanishes outside. Near the edge of this support, we find a universal scaling behavior of $W_N({\bf x},{\bf p})$ for large $N$. The associated scaling function is independent of the precise shape of the potential as well as the spatial dimension $d$. We further generalize our results to finite temperature $T>0$. We show that there exists a low temperature regime $T \sim e_N/b$ where $e_N$ is an energy scale that depends on $N$ and the confining potential $V({\bf x})$, where the Wigner function at the edge again takes a universal scaling form with a $b$-dependent scaling function. This temperature dependent scaling function is also independent of the potential as well as the dimension $d$. Our results generalize to any $d\geq 1$ and $T \geq 0$ the $d=1$ and $T=0$ results obtained by Bettelheim and Wiegman [Phys. Rev. B ${\bf 84}$, 085102 (2011)]., Comment: 16 pages, 4 figures

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point correlation functions (such as the intermediate scattering function) are derived. We show that this correlation function is exact at short times, for any interaction and, in particular, for arbitrary external potentials so that it applies to confined systems. Furthermore, we discuss the relation of this approach to previous ones, such as dynamical density functional theory as well as the formally exact treatment. This approach, inspired by the well known Landau-Ginzburg Hamiltonians, and the corresponding "Model B" equation of motion, may be seen as its microscopic version, containing information about the details on the particle level., Comment: 8 pages

We consider $N$ non-interacting fermions in an isotropic $d$-dimensional harmonic trap. We compute analytically the cumulative distribution of the maximal radial distance of the fermions from the trap center at zero temperature. While in $d=1$ the limiting distribution (in the large $N$ limit), properly centered and scaled, converges to the squared Tracy-Widom distribution of the Gaussian Unitary Ensemble in Random Matrix Theory, we show that for all $d>1$, the limiting distribution converges to the Gumbel law. These limiting forms turn out to be universal, i.e., independent of the details of the trapping potential for a large class of isotropic trapping potentials. We also study the position of the right-most fermion in a given direction in $d$ dimensions and, in the case of a harmonic trap, the maximum momentum, and show that they obey similar Gumbel statistics. Finally, we generalize these results to low but finite temperature., Comment: 28 pages, 4 figures

We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions vanishes. Far from the edge, near the center of the trap (the so called "bulk regime"), physical properties of the fermions have traditionally been understood using the Local Density Approximation. However, this approximation drastically fails near the edge where the density vanishes. In this paper we show that, even near the edge, novel universal properties emerge, independently of the details of the confining potential. We show that for large $N$, these fermions in a confining trap, in arbitrary dimensions and at finite temperature, form a determinantal point process. As a result, any $n$-point correlation function can be expressed as an $n \times n$ determinant whose entry is called the kernel. Near the edge, we derive the large $N$ scaling form of the kernels. In $d=1$ and $T=0$, this reduces to the so called Airy kernel, that appears in the Gaussian Unitary Ensemble (GUE) of random matrix theory. In $d=1$ and $T>0$ we show a remarkable connection between our kernel and the one appearing in the $1+1$-dimensional Kardar-Parisi-Zhang equation at finite time. Consequently our result provides a finite $T$ generalization of the Tracy-Widom distribution, that describes the fluctuations of the rightmost fermion at $T=0$. In $d>1$ and $T \geq 0$, while the connection to GUE no longer holds, the process is still determinantal whose analysis provides a new class of kernels, generalizing the $1d$ Airy kernel at $T=0$ obtained in random matrix theory. Some of our finite temperature results should be testable in present-day cold atom experiments, most notably our detailed predictions for the temperature dependence of the fluctuations near the edge., Comment: 55 pages, 8 figures

The Sinai model of a tracer diffusing in a quenched Brownian potential is a much studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is random but periodic, the regime of anomalous diffusion crosses over to one of normal diffusion once a tracer has diffused over a few periods of the system. Here we consider a system in which the potential is given by a Brownian Bridge on a finite interval $(0,L)$ and then periodically repeated over the whole real line, and study the power spectrum $S(f)$ of the diffusive process $x(t)$ in such a potential. We show that for most of realizations of $x(t)$ in a given realization of the potential, the low-frequency behavior is $S(f) \sim {\cal A}/f^2$, i.e., the same as for standard Brownian motion, and the amplitude ${\cal A}$ is a disorder-dependent random variable with a finite support. Focusing on the statistical properties of this random variable, we determine the moments of ${\cal A}$ of arbitrary, negative or positive order $k$, and demonstrate that they exhibit a multi-fractal dependence on $k$, and a rather unusual dependence on the temperature and on the periodicity $L$, which are supported by atypical realizations of the periodic disorder. We finally show that the distribution of ${\cal A}$ has a log-normal left tail, and exhibits an essential singularity close to the right edge of the support, which is related to the Lifshitz singularity. Our findings are based both on analytic results and on extensive numerical simulations of the process $x(t)$., Comment: 8 pages, 5 figures

In net-neutral systems correlations between charge fluctuations generate strong attractive thermal Casimir forces and engineering these forces to optimize nanodevice performance is an important challenge. We show how the normal and lateral thermal Casimir forces between two plates containing Brownian charges can be modulated by decorrelating the system through the application of an electric field, which generates a nonequilibrium steady state with a constant current in one or both plates, reducing the ensuing fluctuation-generated normal force while at the same time generating a lateral drag force. This hypothesis is confirmed by detailed numerical simulations as well as an analytical approach based on stochastic density functional theory., Comment: 7 pages (including Supplementary Material), 2 figures

Stochastic density functional theory is applied to analyze the conductivity of strong two species electrolytes at arbitrary field strengths. The corresponding stochastic equations for the density of the electrolyte species are solved by linearizing them about the mean density of ionic species, yielding an effective Gaussian theory. The non-equilibrium density-density correlation functions are computed and the conductivity of the electrolyte is deduced. In the bulk, our results give a simple derivation of the results of Onsager and coworkers who used very different methods. The method developed here can also be used to study electrolytes confined in one and two dimensions and interacting via either the three dimensional Coulomb interaction or the Coulomb interaction corresponding to that dimension of space., Comment: 16 pages, 3 figures

The effect of a constant applied external force, induced for instance by an electric or gravitational field, on the dispersion of Brownian particles in periodic media with spatially varying diffusivity, and thus mobility, is studied. We show that external forces can greatly enhance dispersion in the direction of the applied force and also modify, to a lesser extent and in some cases non-monotonically, dispersion perpendicular to the applied force. Our results thus open up the intriguing possibility of modulating the dispersive properties of heterogeneous media by using externally applied force fields. These results are obtained via a Kubo formula which can be applied to any periodic advection diffusion system in any spatial dimension., Comment: Main text (4 pages, 2 figures) + Supplemental Material (4 pages)

The ground state properties of $N$ spinless free fermions in a $d$-dimensional confining potential are studied. We find that any $n$-point correlation function has a simple determinantal structure that allows us to compute several properties exactly for large $N$. We show that the average density has a finite support with an edge, and near this edge the density exhibits a universal (valid for a wide class of potentials) scaling behavior for large $N$. The associated edge scaling function is computed exactly and generalizes to any $d$ the edge electron gas result of Kohn and Mattsson in $d=3$ [Phys. Rev. Lett. 81, 3487 (1998)]. In addition, we calculate the kernel (that characterizes any $n$-point correlation function) for large $N$ and show that, when appropriately scaled, it depends only on dimension $d$, but has otherwise universal scaling forms, at the edges. The edge kernel, for higher $d$, generalizes the Airy kernel in one dimension, well known from random matrix theory., Comment: 5 pages + 8 pages of supplementary material, 2 figures, published version

We consider the system of $N$ one-dimensional free fermions confined by a harmonic well $V(x) = m\omega^2 {x^2}/{2}$ at finite inverse temperature $\beta = 1/T$. The average density of fermions $\rho_N(x,T)$ at position $x$ is derived. For $N \gg 1$ and $\beta \sim {\cal O}(1/N)$, $\rho_N(x,T)$ is given by a scaling function interpolating between a Gaussian at high temperature, for $\beta \ll 1/N$, and the Wigner semi-circle law at low temperature, for $\beta \gg N^{-1}$. In the latter regime, we unveil a scaling limit, for $\beta {\hbar \omega}= b N^{-1/3}$, where the fluctuations close to the edge of the support, at $x \sim \pm \sqrt{2\hbar N/(m\omega)}$, are described by a limiting kernel $K^{\rm ff}_b(s,s')$ that depends continuously on $b$ and is a generalization of the Airy kernel, found in the Gaussian Unitary Ensemble of random matrices. Remarkably, exactly the same kernel $K^{\rm ff}_b(s,s')$ arises in the exact solution of the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions at finite time $t$, with the correspondence $t= b^3$., Comment: 5 pages + 6 pages of supplementary material, 3 figures, published version

We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement, characterizing the dispersion in the system, is, at late times, a linear function of time. A Kubo type formula is given for the mean squared displacement which allows the recovery of some known results for the effective diffusion constant $D_e$ in a direct way, but also allows an understanding of the asymptotic approach to the diffusive limit. In particular, as well as as computing the slope of a linear fit to the late time mean squared displacement, we find a formula for the constant where the fit intersects the y axis., Comment: 8 pages, 2 figures, revtex

We consider how membrane fluctuations can modify the miscibility of lipid mixtures, that is to say how the phase diagram of a boundary-constrained membrane is modified when the membrane is allowed to fluctuate freely in the case of zero surface tension. In order for fluctuations to have an effect, the different lipid types must have differing Gaussian rigidities. We show, somewhat paradoxically, that fluctuation-induced interactions can be treated approximately in a mean-field type theory. Our calculations predict that, depending on the difference in bending and Gaussian rigidity of the lipids, membrane fluctuations can either favor or disfavor mixing., Comment: 25 pages Latex IOP Style, 2 figures

We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in (0,1)$. While the periodicity ensures that the ultimate long-time behavior is diffusive, the generalised Sinai potential considered here leads to a strong logarithmic confinement of particle trajectories at intermediate times. These two competing trends lead to dynamical frustration and result in a rich statistical behavior of the diffusion coefficient $D_L$: Although one has the typical value $D^{\rm typ}_L \sim \exp(-\beta L^H)$, we show via an exact analytical approach that the positive moments ($k>0$) scale like $\langle D^k_L \rangle \sim \exp{[-c' (k \beta L^{H})^{1/(1+H)}]}$, and the negative ones as $\langle D^{-k}_L \rangle \sim \exp(a' (k \beta L^{H})^2)$, $c'$ and $a'$ being numerical constants and $\beta$ the inverse temperature. These results demonstrate that $D_L$ is strongly non-self-averaging. We further show that the probability distribution of $D_L$ has a log-normal left tail and a highly singular, one-sided log-stable right tail reminiscent of a Lifshitz singularity., Comment: 5 pages (main text) + 2 pages (supplemental material); v2: 9 pages, 3 figures, published version

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion constant, can be estimated from the slope of a linear fit of the MSD at late times. Due to the cross over between a short time microscopic diffusion constant, which is independent of the potential, to the effective late time diffusion constant, a linear fit of the MSD will not in general pass through the origin and will have a non-zero constant term. Here we address how to compute the constant term and provide explicit results for Brownian particles in one dimension in periodic potentials. We show that the constant is always positive and that at low temperatures it depends on the curvature of the minimum of the potential. For comparison we also consider the same question for the simpler problem of a symmetric continuous time random walk in discrete space. Here the constant can be positive or negative and can be used to determine the variance of the hopping time distribution., Comment: 11 pages RevTex, 3 figure

We investigate the dynamics of thermal Casimir interactions between plates described within a living conductor model, with embedded mobile anions and cations, whose density field obeys a stochastic partial differential equation which can be derived starting from the Langevin equations of the individual particles. This model describes the thermal Casimir interaction in the same way that the fluctuating dipole model describes van der Waals interactions. The model is analytically solved in a Debye-H\"uckel-like approximation. We identify several limiting dynamical regimes where the time dependence of the thermal Casimir interactions can be obtained explicitly. Most notably we find a regime with diffusive scaling, even though the charges are confined to the plates and do not diffuse into the intervening space, which makes the diffusive scaling difficult to anticipate and quite unexpected on physical grounds., Comment: 10 pages, RevTex, I figure. Final Published version, title change with respect to initial preprint, figure added, protocol for model slightly modified

Modern developments in microscopy and image processing are revolutionising areas of physics, chemistry, and biology as nanoscale objects can be tracked with unprecedented accuracy. However, the price paid for having a direct visualisation of a single particle trajectory with high temporal and spatial resolution is a consequent lack of statistics. This naturally calls for reliable analytical tools which will allow one to extract the properties specific to a statistical ensemble from just a single trajectory. In this article we briefly survey different analytical methods currently used to determine the ensemble average diffusion coefficient from single particle data and then focus specifically on weighted least-squares estimators, seeking the weight functions for which such estimators are ergodic. Finally, we address the question of the effects of disorder on such estimators., Comment: Mini-review paper presented at the 4-th Conference on Statistical Physics: Modern Trends and Applications, July 3-6, 2012 Lviv, Ukraine. It contains new results on the optimal L-S estimator of the diffusion constant for diffusion in the presence of a random potential

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion $B_t$ of known Hurst index $H$, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around $H\simeq0.30$, a value in the subdiffusive regime., Comment: 4 pages and 2 figures

In this paper we study the distribution function $P(u_{\alpha})$ of the estimators $u_{\alpha} \sim T^{-1} \int^T_0 \, \omega(t) \, {\bf B}^2_{t} \, dt$, which optimise the least-squares fitting of the diffusion coefficient $D_f$ of a single $d$-dimensional Brownian trajectory ${\bf B}_{t}$. We pursue here the optimisation further by considering a family of weight functions of the form $\omega(t) = (t_0 + t)^{-\alpha}$, where $t_0$ is a time lag and $\alpha$ is an arbitrary real number, and seeking such values of $\alpha$ for which the estimators most efficiently filter out the fluctuations. We calculate $P(u_{\alpha})$ exactly for arbitrary $\alpha$ and arbitrary spatial dimension $d$, and show that only for $\alpha = 2$ the distribution $P(u_{\alpha})$ converges, as $\epsilon = t_0/T \to 0$, to the Dirac delta-function centered at the ensemble average value of the estimator. This allows us to conclude that only the estimators with $\alpha = 2$ possess an ergodic property, so that the ensemble averaged diffusion coefficient can be obtained with any necessary precision from a single trajectory data, but at the expense of a progressively higher experimental resolution. For any $\alpha \neq 2$ the distribution attains, as $\epsilon \to 0$, a certain limiting form with a finite variance, which signifies that such estimators are not ergodic., Comment: 27 pages, 5 figures

Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe interactions between a particle and its environment but the price to be paid is the absence of ensemble averaging and a consequent lack of statistics. Here we address the benchmark question of how to accurately extract the diffusion constant of one single Brownian trajectory. We analyze a class of estimators based on weighted functionals of the square displacement. For a certain choice of the weight function these functionals provide the true ensemble averaged diffusion coefficient, with a precision that increases with the trajectory resolution., Comment: 5 pages, 3 figures, RevTeX style

In this short review, we discuss recent advances in exact solutions of models based on a one- dimensional (1D) Coulomb gas by means of field-theoretic functional integral methods. The exact solutions can be used to assess the accuracy of various approximations such as the weak coupling Poisson-Boltzmann theory as well as the strong coupling theory of Coulomb gases. We consider three different 1D models: the Coulomb fluid configuration in the case of the soap film model consisting of positively and negatively charged particles between adsorbing boundaries, counterions between two charged surfaces, and an ionic liquid lattice capacitor with positively and negatively charged particles on a lattice between one positive and one negative bounding surface., Comment: 8 pages, 3 figures, to appear in "Electrostatics of Soft and Disordered Matter" edited by J. Dobnikar D.S. Dean, A. Naji and R. Podgornik (Pan Stanford Publishing)

We review some of the recent results in the context of the Coulomb interaction between dielectric surfaces which are randomly charged but remain net-neutral on the average. Such surfaces are found to interact in vacuum with attractive long-range normal forces due to the presence of the quenched charge disorder which can compete with the standard Casimir-Van der Waals forces. They can also interact with random lateral forces and torques, which exhibit zero mean values but finite and long-range root-mean-square values. These effects can play an important role in Casimir experiments as well as in the interaction between solid surfaces as well as biomolecular surfaces that are often covered by disordered charge distributions., Comment: 7 pages, 1 figure, to appear in "Electrostatics of Soft and Disordered Matter" edited by J. Dobnikar D.S. Dean, A. Naji and R. Podgornik (Pan Stanford Publishing)

We investigate the statistical mechanics of an inhomogeneous Coulomb fluid composed of charged particles with static polarizability. We derive the weak- and the strong-coupling approximations and evaluate the partition function in a planar dielectric slab geometry with charged boundaries. We investigate the density profiles and the disjoining pressure for both approximations. Comparison to the case of non-polarizable counterions shows that polarizability brings important differences in the counterion density distribution as well as the counterion mediated electrostatic interactions between charged dielectric interfaces., Comment: 25 pages, 7 figures

The wrapping equilibria of one and two adsorbing cylinders are studied along a semi-flexible filament (polymer) due to the interplay between elastic rigidity and short-range adhesive energy between the cylinder and the filament. We show that statistical mechanics of the system can be solved exactly using a path integral formalism which gives access to the full effect of thermal fluctuations, going thus beyond the usual Gaussian approximations which take into account only the contributions from the minimal energy configuration and small fluctuations about this minimal energy solution. We obtain the free energy of the wrapping-unwrapping transition of the filament around the cylinders as well as the effective interaction between two wrapped cylinders due to thermal fluctuations of the elastic filament. A change of entropy due to wrapping of the filament around the adsorbing cylinders as they move closer together is identified as an additional source of interactions between them. Such entropic wrapping effects should be distinguished from the usual entropic configuration effects in semi-flexible polymers. Our results may be applicable to the problem of adsorption of proteins as well as synthetic nano-particles on semi-flexible polymers such as DNA., Comment: 24 pages, 12 figures

The one dimensional Coulomb lattice fluid in a capacitor configuration is studied. The model is formally exactly soluble via a transfer operator method within a field theoretic representation of the model. The only interactions present in the model are the one dimensional Coulomb interaction between cations and anions and the steric interaction imposed by restricting the maximal occupancy at any lattice site to one particle. Despite the simplicity of the model, a wide range of intriguing physical phenomena arise, some of which are strongly reminiscent of those seen in experiments and numerical simulations of three dimensional ionic liquid based capacitors. Notably we find regimes where over-screening and density oscillations are seen near the capacitor plates. The capacitance is also shown to exhibit strong oscillations as a function of applied voltage. It is also shown that the corresponding mean field theory misses most of these effects. The analytical results are confirmed by extensive numerical simulations., Comment: 22 pages, 18 figures, RevTex

Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single particle tracking is to determine the interaction between the particle and its environment. The price paid for having a direct visualization of a single particle is a consequent lack of statistics. Here we address the optimal way of extracting diffusion constants from single trajectories for pure Brownian motion. It is shown that the maximum likelihood estimator is much more efficient than the commonly used least squares estimate. Furthermore we investigate the effect of disorder on the distribution of estimated diffusion constants and show that it increases the probability of observing estimates much smaller than the true (average) value., Comment: 8 pages, 5 figures

Relaxation of the thermal Casimir or van der Waals force for a model dielectric medium is investigated. We start with a model of interacting polarization fields with a dynamics that leads to a frequency dependent dielectric constant of the Debye form. In the static limit the usual zero frequency Matsubara mode component of the Casimir force is recovered. We then consider the out of equilibrium relaxation of the van der Waals force to its equilibrium value when two initially uncorrelated dielectric bodies are brought into sudden proximity. It is found that the spatial dependence of the out of equilibrium force is the same as the equilibrium one but it has a time dependent amplitude, or Hamaker coefficient, which increases in time to its equilibrium value. The final relaxation to the equilibrium value is exponential in systems with a single or finite number of polarization field relaxation times. However, in systems, such as those described by the Havriliak-Negami dielectric constant, with a broad distribution of relaxation times, we observe a much slower power law decay to the equilibrium value., Comment: 15 pages RevTex, 4 figures

We study the effect of dielectric anisotropy of polymers on their equilibrium ordering within mean-field theory but with a formalism that takes into account the full n-body nature of van der Waals forces. Dielectric anisotropy within polymers is to be expected as the electronic properties of the polymer will typically be different along the polymer than across its cross section. It is therefore physically intuitive that larger charge fluctuations can be induced along the chain than perpendicular to it. We show that this dielectric anisotropy leads to n-body interactions which can induce an isotropic--nematic transition. The two body and three body components of the full van der Waals interaction are extracted and it is shown how the two body term behaves like the phenomenological self-aligning-pairwise nematic interaction. At the three body interaction level we see that the nematic phase that is energetically favorable is discotic, however on the full n-body interaction level we find that the normal axial nematic phase is always the stable ordered phase. The n-body nature of our approach also shows that the key parameter driving the nematic-isotropic transition is the bare persistence length of the polymer chain., Comment: 12 pages Revtex, 4 figures

Polarizable randomly charged dielectric objects have been recently shown to exhibit long-range lateral and normal interaction forces even when they are effectively net neutral. These forces stem from an interplay between the quenched statistics of random charges and the induced dielectric image charges. This type of interaction has recently been evoked to interpret measurements of Casimir forces in vacuo, where a precise analysis of such disorder-induced effects appears to be necessary. Here we consider the torque acting on a randomly charged dielectric surface (or a sphere) mounted on a central axle next to another randomly charged surface and show that although the resultant mean torque is zero, its sample-to-sample fluctuation exhibits a long-range behavior with the separation distance between the juxtaposed surfaces and that, in particular, its root-mean-square value scales with the total area of the surfaces. Therefore, the disorder-induced torque between two randomly charged surfaces is expected to be much more pronounced than the disorder-induced lateral force and may provide an effective way to determine possible disorder effects in experiments, in a manner that is independent of the usual normal force measurement., Comment: 7 pages, 3 figs