Abstract
In this chapter we address a model of a particle diffusing in an harmonic potential for which the work characteristic function can be obtained exactly. Using Lie-algebraic approach, the Fokker-Planck equation for the joint PDF of work and position is reduced to the Riccati equation, which, for a specific driving protocol, is solved exactly in terms of elementary functions yielding desired information about work PDF including all its moments and the both its tails.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
- 2.
For \(t=2\) and \(g=0\) we obtain \(D\xi _{0}(2) \dot{=} 1.827\), \(r(2)/\Gamma (1/2)\dot{=}1.021\), which is in perfect agreement with Eq. (5.30) in [26].
References
M. Manosas, A. Mossa, N. Forns, J.M. Huguet, F. Ritort, Dynamic force spectroscopy of DNA hairpins: II. Irreversibility and dissipation. J. Stat. Mech. P02061 (2009). doi:10.1088/1742-5468/2009/02/P02061
A. Mossa, M. Manosas, N. Forns, J.M. Huguet, F. Ritort, Dynamic force spectroscopy of DNA hairpins: I. Force kinetics and free energy landscapes. J. Stat. Mech. P02060 (2009). doi:10.1088/1742-5468/2009/02/P02060
F. Ritort, Work and heat fluctuations in two-state systems: a trajectory thermodynamics formalism. J. Stat. Mech. P10016 (2004). doi:10.1088/1742-5468/2004/10/P10016
A. Imparato, L. Peliti, Work-probability distribution in systems driven out of equilibrium. Phys. Rev. E 72, 046114 (2005). doi:10.1103/PhysRevE.72.046114
P. Chvosta, P. Reineker, M. Schulz, Probability distribution of work done on a two-level dystem during a nonequilibrium isothermal process. Phys. Rev. E 75, 041124 (2007). doi:10.1103/PhysRevE.75.041124
E. Å ubrt, and Chvosta, P., Exact analysis of work fluctuations in two-level systems. J. Stat. Mech. P09019 (2007). doi:10.1088/1742-5468/2007/09/P09019
P. Chvosta, M. Einax, V. Holubec, A. Ryabov, P. Maass, Energetics and performance of a microscopic heat engine based on exact calculations of work and heat distributions. J. Stat. Mech. P03002 (2010). doi:10.1088/1742-5468/2010/03/P03002
O. Mazonka, C. Jarzynski, Exactly solvable model illustrating far-from-equilibrium predictions (1999). http://arxiv.org/abs/cond-mat/9912121
A. Imparato, L. Peliti, G. Pesce, G. Rusciano, A. Sasso, Work and heat probability distribution of an optically driven Brownian particle: theory and experiments. Phys. Rev. E 76, 050101 (2007). doi:10.1103/PhysRevE.76.050101
A. Baule, E.G.D. Cohen, Fluctuation properties of an effective nonlinear system subject to Poisson noise. Phys. Rev. E 79, 030103 (2009). doi:10.1103/PhysRevE.79.030103
A. Baule, E.G.D. Cohen, Steady-state work fluctuations of a dragged particle under external and thermal noise. Phys. Rev. E 80, 011111 (2009). doi:10.1103/PhysRevE.80.011110
R. van Zon, E.G.D. Cohen, Extension of the fluctuation theorem. Phys. Rev. Lett. 91, 110601 (2003). doi:10.1103/PhysRevLett.91.110601
R. van Zon, S. Ciliberto, E.G.D. Cohen, Power and heat fluctuation theorems for electric circuits. Phys. Rev. Lett. 92, 130601 (2004). doi:10.1103/PhysRevLett.92.130601
R. van Zon, E.G.D. Cohen, Stationary and transient work-fluctuation theorems for a dragged Brownian particle. Phys. Rev. E 67, 046102 (2003). doi:10.1103/PhysRevE.67.046102
R. van Zon, E.G.D. Cohen, Extended heat-fluctuation theorems for a system with deterministic and stochastic forces. Phys. Rev. E 69, 056121 (2004). doi:10.1103/PhysRevE.69.056121
E.G.D. Cohen, Properties of nonequilibrium steady states: a path integral approach. J. Stat. Mech. P07014 (2008). doi:10.1088/1742-5468/2008/07/P07014
T. Taniguchi, E.G.D. Cohen, Onsager-Machlup theory for nonequilibrium steady states and fluctuation theorems. J. Stat. Phys. 126, 1 (2007). doi:10.1007/s10955-006-9252-2
T. Taniguchi, E.G.D. Cohen, Inertial effects in nonequilibrium work fluctuations by a path integral approach. J. Stat. Phys. 130, 1 (2008). doi:10.1007/s10955-007-9398-6
T. Taniguchi, E.G.D. Cohen, Nonequilibrium steady state thermodynamics and fluctuations for stochastic systems. J. Stat. Phys. 130, 633 (2008). doi:10.1007/s10955-007-9471-1
N. Singh, Onsager-Machlup theory and work fluctuation theorem for a harmonically driven Brownian particle. J. Stat. Phys. 131, 405 (2008). doi:10.1007/s10955-008-9503-5
J.I. Jiménez-Aquino, R.M. Velasco, Power fluctuation theorem for a Brownian harmonic oscillator. Phys. Rev. E 87, 022112 (2013). doi:10.1103/PhysRevE.87.022112
J.I. Jiménez-Aquino, R.M. Velasco, Power-fluctuation theorem for a Brownian oscillator in a thermal bath. J. Phys. A: Math. Theor. 46, 325001 (2013). doi:10.1088/1751-8113/46/32/325001
T. Speck, U. Seifert, Dissipated work in driven harmonic diffusive systems: general solution and application to stretching Rouse polymers. Eur. Phys. J. B 43, 521 (2005). doi:10.1140/epjb/e2005-00086-6
A. Engel, Asymptotics of work distributions in nonequilibrium systems. Phys. Rev. E 80, 021120 (2009). doi:10.1103/PhysRevE.80.021120
A. Ryabov, M. Dierl, P. Chvosta, M. Einax, P. Maass, Work distribution in a time-dependent logarithmic-harmonic potential: exact results and asymptotic analysis. J. Phys. A: Math. Theor. 46, 075002 (2013). doi:10.1088/1751-8113/46/7/075002
D. Nickelsen, A. Engel, Asymptotics of work distributions: the pre-exponential factor. Eur. Phys. J. B 82, 207 (2011). doi:10.1140/epjb/e2011-20133-y
T. Speck, Work distribution for the driven harmonic oscillator with time-dependent strength: exact solution and slow driving. J. Phys. A: Math. Theor. 44, 305001 (2011). doi:10.1088/1751-8113/44/30/305001
D.D.L. Minh, A.B. Adib, Path integral analysis of Jarzynski’s equality: analytical results. Phys. Rev. E 79, 021122 (2009). doi:10.1103/PhysRevE.79.021122
R.R. Deza, G.G. Izús, H.S. Wio, Fluctuation theorems from non-equilibrium Onsager-Machlup theory for a Brownian particle in a time-dependent harmonic potential. Cent. Eur. J. Phys. 7, 472 (2009). doi:10.2478/s11534-009-0038-4
C. Kwon, J.D. Noh, H. Park, Work fluctuations in a time-dependent harmonic potential: rigorous results beyond the overdamped limit. Phys. Rev. E 88, 062102 (2013). doi:10.1103/PhysRevE.88.062102
C.F. Lo, Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms. Phys. Lett. A 319, 110 (2003). doi:10.1016/j.physleta.2003.10.005
J.A. Giampaoli, D.E. Strier, C. Batista, G. Drazer, H.S. Wio, Exact expression for the diffusion propagator in a family of time-dependent anharmonic potentials. Phys. Rev. E 60, 2540 (1999). doi:10.1103/PhysRevE.60.2540
J. Wei, E. Norman, Lie algebraic solution of linear differential equations. J. Math. Phys. 4, 575 (1963). doi:10.1063/1.1703993
R.M. Wilcox, Exponential operators and parameter differentiation in quantum physics. J. Math. Phys. 8, 962 (1967). doi:10.1063/1.1705306
F. Wolf, Lie algebraic solutions of linear Fokker-Planck equations. J. Math. Phys. 29, 305 (1988). doi:10.1063/1.528067
S. Karlin, H.M. Taylor, A First Course in Stochastic Processes (Academic Press, New York, 1975). ISBN 0-12-398552-8
S. Karlin, H.M. Taylor, A Second Course in Stochastic Processes (Academic Press, New York, 1981). ISBN 0-12-398650-8
E. Lutz, F. Renzoni, Beyond Boltzmann-Gibbs statistical mechanics in optical lattices. Nat. Phys. 9, 615 (2013). doi:10.1038/nphys2751
A.J. Bray, Random walks in logarithmic and power-law potentials, nonuniversal persistence, and vortex dynamics in the two-dimensional XY model. Phys. Rev. E 62, 103 (2000). doi:10.1103/PhysRevE.62.103
O. Hirschberg, D. Mukamel, G.M. Schütz, Approach to equilibrium of diffusion in a logarithmic potential. Phys. Rev. E 84, 041111 (2011). doi:10.1103/PhysRevE.84.041111
O. Hirschberg, D. Mukamel, G.M. Schütz, Diffusion in a logarithmic potential: scaling and selection in the approach to equilibrium. J. Stat. Mech. P02001 (2011). doi:10.1088/1742-5468/2012/02/P02001
A. Dechant, E. Lutz, D.A. Kessler, E. Barkai, Fluctuations of time averages for Langevin dynamics in a binding force field. Phys. Rev. Lett. 107, 240603 (2011). doi:10.1103/PhysRevLett.107.240603
D.A. Kessler, E. Barkai, Infinite covariant density for diffusion in logarithmic potentials and optical lattices. Phys. Rev. Lett. 105, 120602 (2010). doi:10.1103/PhysRevLett.105.120602
D.A. Kessler, E. Barkai, Theory of fractional Lévy kinetics for cold atoms diffusing in optical lattices. Phys. Rev. Lett. 108, 230602 (2012). doi:10.1103/PhysRevLett.108.230602
A. Dechant, E. Lutz, D.A. Kessler, E. Barkai, Superaging correlation function and ergodicity breaking for Brownian motion in logarithmic potentials. Phys. Rev. E 85, 051124 (2012). doi:10.1103/PhysRevE.85.051124
G. Doetsch, Introduction to the Theory and Application of The Laplace Transformation (Springer, Berlin, 1974)
B.G. Wybourne, Classical Groups for Physicists, 2nd edn. (Wiley, New York, 1974)
D.E. Strier, G. Drazer, H.S. Wio, An analytical study of stochastic resonance in a monostable non-harmonic system. Physica A 283, 255 (2000). doi:10.1016/S0378-4371(00)00163-1
A.D. Polyanin, V.F. Zaitsev, Handbook of Exact Solutions for Ordinary Differential Equations, 2nd edn. (Chapman & Hall/CRC, Boca Raton, 2003). ISBN 1-58488-297-2
H. Bateman, A. Erdélyi, Tables of Integral Transforms, vol. 1 (McGraw-Hill Book Company, INC., New York, 1954). ISBN 07-019549-8
A. Erdélyi (ed.), Higher Transcendental Functions, vol. 2 (Robert E. Krieger Publishing Company, INC., Malabar, Florida, 1955). ISBN 0-89874-069-X (v. II)
P.E. Kloeden, E. Platen, Numerical Solution of Stochastic Differential Equations (Springer, Berlin, 1999)
A.E. Cohen, Control of nanoparticles with arbitrary two-dimensional force fields. Phys. Rev. Lett. 94, 118102 (2005). doi:10.1103/PhysRevLett.94.118102
V. Blickle, C. Bechinger, Realization of a micrometre-sized stochastic heat engine. Nat. Phys. 8, 143 (2012). doi:10.1038/nphys2163
D. Nickelsen, A. Engel, Asymptotic work distributions in driven bistable systems. Phys. Scr. 86, 058503 (2012). doi:10.1088/0031-8949/86/05/058503
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Ryabov, A. (2016). Work Distribution in Logarithmic-Harmonic Potential. In: Stochastic Dynamics and Energetics of Biomolecular Systems. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-27188-0_6
Download citation
DOI: https://doi.org/10.1007/978-3-319-27188-0_6
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-27187-3
Online ISBN: 978-3-319-27188-0
eBook Packages: Physics and AstronomyPhysics and Astronomy (R0)