While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, t... more While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between friction and SCN. In this article, we derive the formal formula for the spatial correlation function in the particle-bath interactions. This expression shows that SCN is the inherent component of binary mixtures, originating from the effective (entropic) interactions. Further, employing this spatial correlation function, we postulate the thermodynamically consistent Langevin equation driven by SCN and the adequate Fluctuation-Dissipation Relation. The thermodynamical consistency is achieved by introducing the spatially variant friction coefficient, which can be also derived analytically. This coefficient exhibits a number of intriguing properties, e.g. the singular behavior for certain interaction types. Eventually, we apply this new theory to the system of two charged particles in the presence of counter-ions. Such particles interact via the screened-charge Yukawa potential and the inclusion of SCN leads to the emergence of the anomalous frictionless regime. In this regime the particles can experience active propulsion leading to the transient attraction effect. This effect suggests a non-equilibrium mechanism facilitating the molecular binding of the like-charged particles.
We discuss the role of spatial correlations of the noise in the array enhanced stochastic resonan... more We discuss the role of spatial correlations of the noise in the array enhanced stochastic resonance. We show numerically that the noises with negative correlations between different sites lead to significantly larger values of the signal-to-noise ratio than the uncorrelated noises or noises with positive correlations. If the noise is global, the system displays only the conventional stochastic resonance, without any array enhancement.
A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating th... more A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.
We show that two dynamical systems exhibiting very different deterministic behaviours possess ver... more We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
A chemical system consisting of two species, one of which evolves deterministically and independe... more A chemical system consisting of two species, one of which evolves deterministically and independently of the other, which in turn is driven by the dynamics of the former and by an additional multiplicative Gaussian white noise, displays a 1/f noise for intermediate to large frequencies. A novel mechanism responsible for the 1/f noise is suggested.
Journal of Physics A: Mathematical and Theoretical, 2017
The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of sto... more The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of stochastic forces affecting different particles in the same solution, is a largely overlooked phenomenon with no well-established theory. Recently, we have proposed a novel type of thermodynamically consistent Langevin dynamics driven by the Spatially Correlated Noise (SCN) that can contribute to the understanding of this problem. This model draws a link between the theory of effective interactions in binary colloidal mixtures and the properties of SCN. In the current article we review this model from the perspective of collective diffusion and generalize it to the case of multiple (N > 2) particles. Since our theory of SCN-driven Langevin dynamics has certain issues that could not be resolved within its framework, in this article we also provide another approach to the problem of collectivity. We discuss the multi-particle Mori-Zwanzig model, which is fully microscopically consistent. Indeed, we show that this model supplies many information, complementary to the SCN-based approach, e.g. it predicts the deterministic dynamics of the relative distance between the particles, it provides the approximation for non-equilibrium effective interactions and predicts the collective subdiffusion of tracers in group. These results provide the short-range, inertial limit of the earlier model and agree with its predictions under some general conditions. In this article we also review the origin of SCN and its consequences for the variety of physical systems, with emphasis on the colloids.
It is shown that, in spite of claims put forward in the literature, the stochastic resonance (SR)... more It is shown that, in spite of claims put forward in the literature, the stochastic resonance (SR) appears even in linear systems both overdamped and inertial driven by Gaussian white noise, and even after averaging the asymptotics over the initial phase of the input signal. This supports recent suggestions that SR is a universal effect present in every stochastic process modulated by external signals. It is also shown that the noise may sustain the output signal which otherwise would vanish exponentially in the course of time.
We show analytically that a linear transmitter with correlated Gaussian white noises displays a s... more We show analytically that a linear transmitter with correlated Gaussian white noises displays a stochastic resonance. We discuss the relation of this problem to a generalized noisy logistic equation.
While the density functional theory with integral equations techniques are very efficient tools i... more While the density functional theory with integral equations techniques are very efficient tools in numerical analysis of complex fluids, an analytical insight into the phenomenon of effective interactions is still limited. In this paper we propose a theory of binary systems which results in a relatively simple analytical expression combining arbitrary microscopic potentials into the effective interaction. The derivation is based on translating many particle Hamiltonian including particle-depletant and depletant-depletant interactions into the occupation field language. Such transformation turns the partition function into multiple Gaussian integrals, regardless of what microscopic potentials are chosen. In result, we calculate the effective Hamiltonian and discuss when our formula is a dominant contribution to the effective interactions. Our theory allows us to analytically reproduce several important characteristics of systems under scrutiny. In particular, we analyze the effective attraction as a demixing factor in the binary systems of Gaussian particles, effective interactions in the binary mixtures of Yukawa particles and the system of particles consisting of both repulsive core and attractive/repulsive Yukawa interaction tail, for which we reproduce the 'attraction-through-repulsion' and 'repulsion-through-attraction' effects.
A modified Kuramoto model of synchronization in a finite discrete system of locally coupled oscil... more A modified Kuramoto model of synchronization in a finite discrete system of locally coupled oscillators is studied. The model consists of N oscillators with random natural frequencies arranged on a ring. It is shown analytically and numerically that finite-size systems may have many different synchronized stable solutions which are characterised by different values of the winding number. The lower bound for the critical coupling k c is given, as well as an algorithm for its exact calculation. It is shown that in general phase-locking does not lead to phase coherence in 1D.
A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating th... more A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.
The problem of a spatially correlated noise affecting a complex system is studied in this paper. ... more The problem of a spatially correlated noise affecting a complex system is studied in this paper. We present a comprehensive analysis of a 2D model polymer chain, driven by the spatially correlated Gaussian noise, for which we have varied the amplitude and the correlation length. The chain model is based on a bead-spring approach, enriched with a global Lennard-Jones potential and angular interactions. We show that spatial correlations in the noise inhibit the chain geometry dynamics, enhancing the preservation of the polymer shape. This is supported by the analysis of correlation functions of both the module length and angles between neighboring modules, which have been measured for the noise amplitude ranging over 3 orders of magnitude. Moreover, we have observed the correlation length dependent beads motion synchronization, and the spontaneous polymer unfolding, resulting from an interplay between chain potentials and the spatially structured noise.
Physica A: Statistical Mechanics and its Applications, 2005
A linear transmitter with correlated Gaussian white additive and multiplicative noises and a peri... more A linear transmitter with correlated Gaussian white additive and multiplicative noises and a periodic signal coupled either additively or multiplicatively is considered. The correlations have a weak destructive effect in case of the additive signal and a strong constructive effect in case of the multiplicative one. Analytical results for the linear transmitter with the additive signal agree with those obtained previously by a different approach. We also show how to analytically calculate certain expectation values involving exponentials of Gaussian processes.
We show that two dynamical systems exhibiting very different deterministic behaviours possess ver... more We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
Page 1. 18 th Marian Smoluchowski Symposium on Statistical Physics ZAKOPANE, POLAND, SEPTEMBER 3... more Page 1. 18 th Marian Smoluchowski Symposium on Statistical Physics ZAKOPANE, POLAND, SEPTEMBER 36, 2005 organized by Marian Smoluchowski Institute of Physics Jagellonian University, Kraków and Department of Physical Chemistry Institute of Physics ...
The Gaussian chain model is the classical description of a polymeric chain, which provides the an... more The Gaussian chain model is the classical description of a polymeric chain, which provides the analytical results regarding end-to-end distance, the distribution of segments around the mass center of a chain, coarse grained interactions between two chains and effective interactions in binary mixtures. This hierarchy of results can be calculated thanks to the alpha stability of the Gaussian distribution. In this paper we show that it is possible to generalize the model of Gaussian chain to the entire class of alpha stable distributions, obtaining the analogous hierarchy of results expressed by the analytical closed-form formulas in the Fourier space. This allows us to establish the alpha-stable chain model. We begin with reviewing the applications of Levy flights in the context of polymer sciences, which include: chains with heavy-tailed distributions of persistence length, polymers adsorbed to the surface and the chains driven by a noise with power-law spatial correlations. Further, we derive the distribution of segments around the mass center of the alpha-stable chain and the coarse-grained interaction potential between two chains is constructed. These results are employed to discuss the model of binary mixture consisting of the alpha-stable chains. On what follows, we establish the spinodal decomposition condition generalized to the particles described by the shape of alpha-stable distributions. This condition is finally applied to analyze the on-surface phase separation of adsorbed polymers, which are known to be described with heavy tailed statistics.
The problem of escape of a Brownian particle in a cusp-shaped metastable potential is of special ... more The problem of escape of a Brownian particle in a cusp-shaped metastable potential is of special importance in nonadiabatic and weakly-adiabatic rate theory for electron transfer (ET) reactions. For the weakly-adiabatic reactions, the reaction follows an adiabaticity criterion in the presence of a sharp barrier. In contrast to the nonadiabatic case, the ET kinetics can be, however considerably influenced by the medium dynamics. In this paper, the problem of the escape time over a dichotomously fluctuating cusp barrier is discussed with its relevance to the high temperature ET reactions in condensed media.
There has been great interest in applying the results of statistical mechanics to single molecule... more There has been great interest in applying the results of statistical mechanics to single molecule experiements. Recent work has highlighted so-called non-equilibrium work-energy relations and Fluctuation Theorems that take on an equilibrium-like (time independent) form. Here I give a very simple heuristic example where an equilibrium result (the barometric law for colloidal particles) arises from theory describing the thermodynamically non-equilibrium phenomenon of a single colloidal particle falling through solution due to gravity. This simple description arises from the fact that the particle, even while falling, is in mechanical equilibrium (gravitational force equal the viscous drag force) at every instant. The results are generalized using Onsager's least dissipation approach for stochastic processes to derive time independent equations that hold for thermodynamically non-equilibrium (and even non-stationary) systems. These equations offer great possibilities for rapid determination of thermodynamic parameters from single molecule experiments.
While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, t... more While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between friction and SCN. In this article, we derive the formal formula for the spatial correlation function in the particle-bath interactions. This expression shows that SCN is the inherent component of binary mixtures, originating from the effective (entropic) interactions. Further, employing this spatial correlation function, we postulate the thermodynamically consistent Langevin equation driven by SCN and the adequate Fluctuation-Dissipation Relation. The thermodynamical consistency is achieved by introducing the spatially variant friction coefficient, which can be also derived analytically. This coefficient exhibits a number of intriguing properties, e.g. the singular behavior for certain interaction types. Eventually, we apply this new theory to the system of two charged particles in the presence of counter-ions. Such particles interact via the screened-charge Yukawa potential and the inclusion of SCN leads to the emergence of the anomalous frictionless regime. In this regime the particles can experience active propulsion leading to the transient attraction effect. This effect suggests a non-equilibrium mechanism facilitating the molecular binding of the like-charged particles.
We discuss the role of spatial correlations of the noise in the array enhanced stochastic resonan... more We discuss the role of spatial correlations of the noise in the array enhanced stochastic resonance. We show numerically that the noises with negative correlations between different sites lead to significantly larger values of the signal-to-noise ratio than the uncorrelated noises or noises with positive correlations. If the noise is global, the system displays only the conventional stochastic resonance, without any array enhancement.
A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating th... more A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.
We show that two dynamical systems exhibiting very different deterministic behaviours possess ver... more We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
A chemical system consisting of two species, one of which evolves deterministically and independe... more A chemical system consisting of two species, one of which evolves deterministically and independently of the other, which in turn is driven by the dynamics of the former and by an additional multiplicative Gaussian white noise, displays a 1/f noise for intermediate to large frequencies. A novel mechanism responsible for the 1/f noise is suggested.
Journal of Physics A: Mathematical and Theoretical, 2017
The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of sto... more The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of stochastic forces affecting different particles in the same solution, is a largely overlooked phenomenon with no well-established theory. Recently, we have proposed a novel type of thermodynamically consistent Langevin dynamics driven by the Spatially Correlated Noise (SCN) that can contribute to the understanding of this problem. This model draws a link between the theory of effective interactions in binary colloidal mixtures and the properties of SCN. In the current article we review this model from the perspective of collective diffusion and generalize it to the case of multiple (N > 2) particles. Since our theory of SCN-driven Langevin dynamics has certain issues that could not be resolved within its framework, in this article we also provide another approach to the problem of collectivity. We discuss the multi-particle Mori-Zwanzig model, which is fully microscopically consistent. Indeed, we show that this model supplies many information, complementary to the SCN-based approach, e.g. it predicts the deterministic dynamics of the relative distance between the particles, it provides the approximation for non-equilibrium effective interactions and predicts the collective subdiffusion of tracers in group. These results provide the short-range, inertial limit of the earlier model and agree with its predictions under some general conditions. In this article we also review the origin of SCN and its consequences for the variety of physical systems, with emphasis on the colloids.
It is shown that, in spite of claims put forward in the literature, the stochastic resonance (SR)... more It is shown that, in spite of claims put forward in the literature, the stochastic resonance (SR) appears even in linear systems both overdamped and inertial driven by Gaussian white noise, and even after averaging the asymptotics over the initial phase of the input signal. This supports recent suggestions that SR is a universal effect present in every stochastic process modulated by external signals. It is also shown that the noise may sustain the output signal which otherwise would vanish exponentially in the course of time.
We show analytically that a linear transmitter with correlated Gaussian white noises displays a s... more We show analytically that a linear transmitter with correlated Gaussian white noises displays a stochastic resonance. We discuss the relation of this problem to a generalized noisy logistic equation.
While the density functional theory with integral equations techniques are very efficient tools i... more While the density functional theory with integral equations techniques are very efficient tools in numerical analysis of complex fluids, an analytical insight into the phenomenon of effective interactions is still limited. In this paper we propose a theory of binary systems which results in a relatively simple analytical expression combining arbitrary microscopic potentials into the effective interaction. The derivation is based on translating many particle Hamiltonian including particle-depletant and depletant-depletant interactions into the occupation field language. Such transformation turns the partition function into multiple Gaussian integrals, regardless of what microscopic potentials are chosen. In result, we calculate the effective Hamiltonian and discuss when our formula is a dominant contribution to the effective interactions. Our theory allows us to analytically reproduce several important characteristics of systems under scrutiny. In particular, we analyze the effective attraction as a demixing factor in the binary systems of Gaussian particles, effective interactions in the binary mixtures of Yukawa particles and the system of particles consisting of both repulsive core and attractive/repulsive Yukawa interaction tail, for which we reproduce the 'attraction-through-repulsion' and 'repulsion-through-attraction' effects.
A modified Kuramoto model of synchronization in a finite discrete system of locally coupled oscil... more A modified Kuramoto model of synchronization in a finite discrete system of locally coupled oscillators is studied. The model consists of N oscillators with random natural frequencies arranged on a ring. It is shown analytically and numerically that finite-size systems may have many different synchronized stable solutions which are characterised by different values of the winding number. The lower bound for the critical coupling k c is given, as well as an algorithm for its exact calculation. It is shown that in general phase-locking does not lead to phase coherence in 1D.
A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating th... more A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.
The problem of a spatially correlated noise affecting a complex system is studied in this paper. ... more The problem of a spatially correlated noise affecting a complex system is studied in this paper. We present a comprehensive analysis of a 2D model polymer chain, driven by the spatially correlated Gaussian noise, for which we have varied the amplitude and the correlation length. The chain model is based on a bead-spring approach, enriched with a global Lennard-Jones potential and angular interactions. We show that spatial correlations in the noise inhibit the chain geometry dynamics, enhancing the preservation of the polymer shape. This is supported by the analysis of correlation functions of both the module length and angles between neighboring modules, which have been measured for the noise amplitude ranging over 3 orders of magnitude. Moreover, we have observed the correlation length dependent beads motion synchronization, and the spontaneous polymer unfolding, resulting from an interplay between chain potentials and the spatially structured noise.
Physica A: Statistical Mechanics and its Applications, 2005
A linear transmitter with correlated Gaussian white additive and multiplicative noises and a peri... more A linear transmitter with correlated Gaussian white additive and multiplicative noises and a periodic signal coupled either additively or multiplicatively is considered. The correlations have a weak destructive effect in case of the additive signal and a strong constructive effect in case of the multiplicative one. Analytical results for the linear transmitter with the additive signal agree with those obtained previously by a different approach. We also show how to analytically calculate certain expectation values involving exponentials of Gaussian processes.
We show that two dynamical systems exhibiting very different deterministic behaviours possess ver... more We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
Page 1. 18 th Marian Smoluchowski Symposium on Statistical Physics ZAKOPANE, POLAND, SEPTEMBER 3... more Page 1. 18 th Marian Smoluchowski Symposium on Statistical Physics ZAKOPANE, POLAND, SEPTEMBER 36, 2005 organized by Marian Smoluchowski Institute of Physics Jagellonian University, Kraków and Department of Physical Chemistry Institute of Physics ...
The Gaussian chain model is the classical description of a polymeric chain, which provides the an... more The Gaussian chain model is the classical description of a polymeric chain, which provides the analytical results regarding end-to-end distance, the distribution of segments around the mass center of a chain, coarse grained interactions between two chains and effective interactions in binary mixtures. This hierarchy of results can be calculated thanks to the alpha stability of the Gaussian distribution. In this paper we show that it is possible to generalize the model of Gaussian chain to the entire class of alpha stable distributions, obtaining the analogous hierarchy of results expressed by the analytical closed-form formulas in the Fourier space. This allows us to establish the alpha-stable chain model. We begin with reviewing the applications of Levy flights in the context of polymer sciences, which include: chains with heavy-tailed distributions of persistence length, polymers adsorbed to the surface and the chains driven by a noise with power-law spatial correlations. Further, we derive the distribution of segments around the mass center of the alpha-stable chain and the coarse-grained interaction potential between two chains is constructed. These results are employed to discuss the model of binary mixture consisting of the alpha-stable chains. On what follows, we establish the spinodal decomposition condition generalized to the particles described by the shape of alpha-stable distributions. This condition is finally applied to analyze the on-surface phase separation of adsorbed polymers, which are known to be described with heavy tailed statistics.
The problem of escape of a Brownian particle in a cusp-shaped metastable potential is of special ... more The problem of escape of a Brownian particle in a cusp-shaped metastable potential is of special importance in nonadiabatic and weakly-adiabatic rate theory for electron transfer (ET) reactions. For the weakly-adiabatic reactions, the reaction follows an adiabaticity criterion in the presence of a sharp barrier. In contrast to the nonadiabatic case, the ET kinetics can be, however considerably influenced by the medium dynamics. In this paper, the problem of the escape time over a dichotomously fluctuating cusp barrier is discussed with its relevance to the high temperature ET reactions in condensed media.
There has been great interest in applying the results of statistical mechanics to single molecule... more There has been great interest in applying the results of statistical mechanics to single molecule experiements. Recent work has highlighted so-called non-equilibrium work-energy relations and Fluctuation Theorems that take on an equilibrium-like (time independent) form. Here I give a very simple heuristic example where an equilibrium result (the barometric law for colloidal particles) arises from theory describing the thermodynamically non-equilibrium phenomenon of a single colloidal particle falling through solution due to gravity. This simple description arises from the fact that the particle, even while falling, is in mechanical equilibrium (gravitational force equal the viscous drag force) at every instant. The results are generalized using Onsager's least dissipation approach for stochastic processes to derive time independent equations that hold for thermodynamically non-equilibrium (and even non-stationary) systems. These equations offer great possibilities for rapid determination of thermodynamic parameters from single molecule experiments.
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Papers by Paweł Góra