Brownian particles in stationary and moving traps: The mean and variance of the heat distribution function

A recent theoretical model developed by Imparato et al. Phys of the experimentally measured heat and work effects produced by the thermal fluctuations of single micron-sized polystyrene beads in stationary and moving optical traps has proved to be quite successful in rationalizing the observed experimental data. The model, based on the overdamped Brownian dynamics of a particle in a harmonic potential that moves at a constant speed under a time-dependent force, is used to obtain an approximate expression for the distribution of the heat dissipated by the particle at long times. In this paper, we generalize the above model to consider particle dynamics in the presence of colored noise, without passing to the overdamped limit, as a way of modeling experimental situations in which the fluctuations of the medium exhibit long-lived temporal correlations, of the kind characteristic of polymeric solutions, for instance, or of similar viscoelastic fluids. Although we have not been able to find an expression for the heat distribution itself, we do obtain exact expressions for its mean and variance, both for the static and for the moving trap cases. These moments are valid for arbitrary times and they also hold in the inertial regime, but they reduce exactly to the results of Imparato et al. in appropriate limits. DOI: 10.1103/PhysRevE.80.011118 PACS.

Exact path-integral evaluation of the heat distribution function of a trapped Brownian oscillator

Using path integrals, we derive an exact expression-valid at all times t-for the distribution P(Q,t) of the heat fluctuations Q of a Brownian particle trapped in a stationary harmonic well. We find that P(Q, t) can be expressed in terms of a modified Bessel function of zeroth order that in the limit t > infinity exactly recovers the heat distribution function obtained recently by Imparato et al. Phys. Rev. E 76, 050101(R) (2007)] from the approximate solution to a Fokker-Planck equation. This long-time result is in very good agreement with experimental measurements carried out by the same group on the heat effects produced by single micron-sized polystyrene beads in a stationary optical trap. An earlier exact calculation of the heat distribution function of a trapped particle moving at a constant speed v was carried out by van Zon and Cohen Phys. Rev. E 69, 056121 (2004)]; however, this calculation does not provide an expression for P(Q, t) itself, but only its Fourier transform (which cannot be analytically inverted), nor can it be used to obtain P(Q, t) for the case v=0.

Single-molecule thermodynamics: the heat distribution function of a charged particle in a static magnetic field

Interest in the applicability of fluctuation theorems to the thermodynamics of single molecules in external potentials has recently led to calculations of the work and total entropy distributions of Brownian oscillators in static and time-dependent electromagnetic fields. These calculations, which are based on solutions to a Smoluchowski equation, are not easily extended to a consideration of the other thermodynamic quantity of interest in such systems-the heat exchanges of the particle alone-because of the nonlinear dependence of the heat on a particle's stochastic trajectory. In this paper, we show that a path integral approach provides an exact expression for the distribution of the heat fluctuations of a charged Brownian oscillator in a static magnetic field. This approach is an extension of a similar path integral approach applied earlier by our group to the calculation of the heat distribution function of a trapped Brownian particle, which was found, in the limit of long times, to be consistent with experimental data on the thermal interactions of single micron-sized colloids in a viscous solvent.

Velocity distribution function for a dilute granular material in shear flow

The velocity distribution function for the steady shear flow of disks (in two dimensions) and spheres (in three dimensions) in a channel is determined in the limit where the frequency of particle-wall collisions is large compared to particle-particle collisions. An asymptotic analysis is used in the small parameter epsilon, which is naL in two dimensions and na(2)L in three dimensions, where; n is the number density of particles (per unit area in two dimensions and per unit volume in three dimensions), L is the separation of the walls of the channel and a is the particle diameter. The particle-wall collisions are inelastic, and are described by simple relations which involve coefficients of restitution e(t) and e(n) in the tangential and normal directions, and both elastic and inelastic binary collisions between particles are considered. In the absence of binary collisions between particles, it is found that the particle velocities converge to two constant values (u(x), u(y)) = (+/-V, O) after repeated collisions with the wall, where u(x) and u(y) are the velocities tangential and normal to the wall, V = (1 - e(t))V-w/(1 + e(t)), and V-w and -V-w, are the tangential velocities of the walls of the channel. The effect of binary collisions is included using a self-consistent calculation, and the distribution function is determined using the condition that the net collisional flux of particles at any point in velocity space is zero at steady state. Certain approximations are made regarding the velocities of particles undergoing binary collisions :in order to obtain analytical results for the distribution function, and these approximations are justified analytically by showing that the error incurred decreases proportional to epsilon(1/2) in the limit epsilon --> 0. A numerical calculation of the mean square of the difference between the exact flux and the approximate flux confirms that the error decreases proportional to epsilon(1/2) in the limit epsilon --> 0. The moments of the velocity distribution function are evaluated, and it is found that [u(x)(2)] --> V-2, [u(y)(2)] similar to V-2 epsilon and -[u(x)u(y)] similar to V-2 epsilon log(epsilon(-1)) in the limit epsilon --> 0. It is found that the distribution function and the scaling laws for the velocity moments are similar for both two- and three-dimensional systems.

The force distribution function of an oscillator model of polymer stretching at constant velocity

Recent simulations of the stretching of tethered biopolymers at a constant speed v (Ponmurugan and Vemparala, 2011 Phys. Rev. E 84 060101(R)) have suggested that for any time t, the distribution of the fluctuating forces f responsible for chain deformation is governed by a relation of the form P(+ f)/ P(- f) = expgamma f], gamma being a coefficient that is solely a function of v and the temperature T. This result, which is reminiscent of the fluctuation theorems applicable to stochastic trajectories involving thermodynamic variables, is derived in this paper from an analytical calculation based on a generalization of Mazonka and Jarzynski's classic model of dragged particle dynamics Mazonka and Jarzynski, 1999 arXiv:cond-\textbackslashmat/9912121v1]. However, the analytical calculations suggest that the result holds only if t >> 1 and the force fluctuations are driven by white rather than colored noise; they further suggest that the coefficient gamma in the purported theorem varies not as v(0.15)T-(0.7), as indicated by the simulations, but as vT(-1).

A conditional random field-based downscaling method for assessment of climate change impact on multisite daily precipitation in the Mahanadi basin

Downscaling to station-scale hydrologic variables from large-scale atmospheric variables simulated by general circulation models (GCMs) is usually necessary to assess the hydrologic impact of climate change. This work presents CRF-downscaling, a new probabilistic downscaling method that represents the daily precipitation sequence as a conditional random field (CRF). The conditional distribution of the precipitation sequence at a site, given the daily atmospheric (large-scale) variable sequence, is modeled as a linear chain CRF. CRFs do not make assumptions on independence of observations, which gives them flexibility in using high-dimensional feature vectors. Maximum likelihood parameter estimation for the model is performed using limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) optimization. Maximum a posteriori estimation is used to determine the most likely precipitation sequence for a given set of atmospheric input variables using the Viterbi algorithm. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework. The model is used to project the future cumulative distribution function of precipitation. Uncertainty in precipitation prediction is addressed through a modified Viterbi algorithm that predicts the n most likely sequences. The model is applied for downscaling monsoon (June-September) daily precipitation at eight sites in the Mahanadi basin in Orissa, India, using the MIROC3.2 medium-resolution GCM. The predicted distributions at all sites show an increase in the number of wet days, and also an increase in wet day precipitation amounts. A comparison of current and future predicted probability density functions for daily precipitation shows a change in shape of the density function with decreasing probability of lower precipitation and increasing probability of higher precipitation.

Voltage and Temperature Aware Statistical Leakage Analysis Framework Using Artificial Neural Networks

Artificial neural networks (ANNs) have shown great promise in modeling circuit parameters for computer aided design applications. Leakage currents, which depend on process parameters, supply voltage and temperature can be modeled accurately with ANNs. However, the complex nature of the ANN model, with the standard sigmoidal activation functions, does not allow analytical expressions for its mean and variance. We propose the use of a new activation function that allows us to derive an analytical expression for the mean and a semi-analytical expression for the variance of the ANN-based leakage model. To the best of our knowledge this is the first result in this direction. Our neural network model also includes the voltage and temperature as input parameters, thereby enabling voltage and temperature aware statistical leakage analysis (SLA). All existing SLA frameworks are closely tied to the exponential polynomial leakage model and hence fail to work with sophisticated ANN models. In this paper, we also set up an SLA framework that can efficiently work with these ANN models. Results show that the cumulative distribution function of leakage current of ISCAS'85 circuits can be predicted accurately with the error in mean and standard deviation, compared to Monte Carlo-based simulations, being less than 1% and 2% respectively across a range of voltage and temperature values.

On a Ratio of Functions of Exponential Random Variables and Some Applications

Consider L independent and identically distributed exponential random variables (r.vs) X-1, X-2 ,..., X-L and positive scalars b(1), b(2) ,..., b(L). In this letter, we present the probability density function (pdf), cumulative distribution function and the Laplace transform of the pdf of the composite r.v Z = (Sigma(L)(j=1) X-j)(2) / (Sigma(L)(j=1) b(j)X(j)). We show that the r.v Z appears in various communication systems such as i) maximal ratio combining of signals received over multiple channels with mismatched noise variances, ii)M-ary phase-shift keying with spatial diversity and imperfect channel estimation, and iii) coded multi-carrier code-division multiple access reception affected by an unknown narrow-band interference, and the statistics of the r.v Z derived here enable us to carry out the performance analysis of such systems in closed-form.

Stochastic dynamics modeling of the protein sequence length distribution in genomes: implications for microbial evolution

In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

Distribution of the angle of rotation plane random walks

We study the probability distribution of the angle by which the tangent to the trajectory rotates in the course of a plane random walk. It is shown that the determination of this distribution function can be reduced to an integral equation, which can be rigorously transformed into a differential equation of Hill's type. We derive the asymptotic distribution for very long walks.

A lower bound to the survival probability and an approximate first passage time distribution for Markovian and non-Markovian dynamics in phase space

We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.

Residence time distribution for a class of Gaussian Markov processes

We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

Velocity distribution for a dilute vibrated granular material

The velocity distribution for a vibrated granular material is determined in the dilute limit where the frequency of particle collisions with the vibrating surface is large compared to the frequency of binary collisions. The particle motion is driven by the source of energy due to particle collisions with the vibrating surface, and two dissipation mechanisms-inelastic collisions and air drag-are considered. In the latter case, a general form for the drag force is assumed. First, the distribution function for the vertical velocity for a single particle colliding with a vibrating surface is determined in the limit where the dissipation during a collision due to inelasticity or between successive collisions due to drag is small compared to the energy of a particle. In addition, two types of amplitude functions for the velocity of the surface, symmetric and asymmetric about zero velocity, are considered. In all cases, differential equations for the distribution of velocities at the vibrating surface are obtained using a flux balance condition in velocity space, and these are solved to determine the distribution function. It is found that the distribution function is a Gaussian distribution when the dissipation is due to inelastic collisions and the amplitude function is symmetric, and the mean square velocity scales as [[U-2](s)/(1 - e(2))], where [U-2](s) is the mean square velocity of the vibrating surface and e is the coefficient of restitution. The distribution function is very different from a Gaussian when the dissipation is due to air drag and the amplitude function is symmetric, and the mean square velocity scales as ([U-2](s)g/mu(m))(1/(m+2)) when the acceleration due to the fluid drag is -mu(m)u(y)\u(y)\(m-1), where g is the acceleration due to gravity. For an asymmetric amplitude function, the distribution function at the vibrating surface is found to be sharply peaked around [+/-2[U](s)/(1-e)] when the dissipation is due to inelastic collisions, and around +/-[(m +2)[U](s)g/mu(m)](1/(m+1)) when the dissipation is due to fluid drag, where [U](s) is the mean velocity of the surface. The distribution functions are compared with numerical simulations of a particle colliding with a vibrating surface, and excellent agreement is found with no adjustable parameters. The distribution function for a two-dimensional vibrated granular material that includes the first effect of binary collisions is determined for the system with dissipation due to inelastic collisions and the amplitude function for the velocity of the vibrating surface is symmetric in the limit delta(I)=(2nr)/(1 - e)much less than 1. Here, n is the number of particles per unit width and r is the particle radius. In this Limit, an asymptotic analysis is used about the Limit where there are no binary collisions. It is found that the distribution function has a power-law divergence proportional to \u(x)\((c delta l-1)) in the limit u(x)-->0, where u(x) is the horizontal velocity. The constant c and the moments of the distribution function are evaluated from the conservation equation in velocity space. It is found that the mean square velocity in the horizontal direction scales as O(delta(I)T), and the nontrivial third moments of the velocity distribution scale as O(delta(I)epsilon(I)T(3/2)) where epsilon(I) = (1 - e)(1/2). Here, T = [2[U2](s)/(1 - e)] is the mean square velocity of the particles.

Measurement of probability-distribution functions sensitive technique for the study of conduction phenomena in liquid dielectrics

The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.

Statistical properties of entropy-consuming fluctuations in jammed states of laponite suspensions: Fluctuation relations and generalized Gumbel distribution

We report a universal large deviation behavior of spatially averaged global injected power just before the rejuvenation of the jammed state formed by an aging suspension of laponite clay under an applied stress. The probability distribution function (PDF) of these entropy consuming strongly non-Gaussian fluctuations follow an universal large deviation functional form described by the generalized Gumbel (GG) distribution like many other equilibrium and nonequilibrium systems with high degree of correlations but do not obey the Gallavotti-Cohen steady-state fluctuation relation (SSFR). However, far from the unjamming transition (for smaller applied stresses) SSFR is satisfied for both Gaussian as well as non-Gaussian PDF. The observed slow variation of the mean shear rate with system size supports a recent theoretical prediction for observing GG distribution.