Entropic Stochastic Resonance
We present a novel scheme for the appearance of Stochastic Resonance when the dynamics of a Brownian particle takes place in a confined medium. The presence of uneven boundaries, giving rise to an entropic contribution to the potential, may upon appl…
Authors: ** - **P. S. Burada** – Institut für Physik, Universität Augsburg, Germany - **G. Schmid** – Institut für Physik
En tropi Sto hasti Resonane P .S. Burada, 1 G. S hmid, 1 D. Reguera, 2 M.H. V ainstein, 2 J.M. Rubi, 2 and P . Hänggi 1 1 Institut für Physik, Universität A ugsbur g, Universitätsstr. 1, D-86135 A ugsbur g, Germany 2 Dep artament de Físi a F onamental, F aultat de Físi a, Universidad de Bar elona, Diagonal 647, E-08028 Bar elona, Sp ain (Dated: No v em b er 1, 2018) W e presen t a no v el s heme for the app earane of Sto hasti Resonane when the dynamis of a Bro wnian partile tak es plae in a onned medium. The presene of unev en b oundaries, giving rise to an en tropi on tribution to the p oten tial, ma y up on appliation of a p erio di driving fore result in an inrease of the sp etral ampliation at an optim um v alue of the am bien t noise lev el. This Entr opi Sto hasti R esonan e (ESR), harateristi of small-sale systems, ma y onstitute a useful me hanism for the manipulation and on trol of single-moleules and nano-devies. P A CS n um b ers: 02.50.Ey , 05.40.-a, 05.10.Gg Sto hasti R esonan e (SR) desrib es the oun terin tu- itiv e phenomenon where an appropriate dose of noise is not harmful for the detetion or transdution of an in- oming, generally w eak signal, but rather of onstrutiv e use in the sense that a w eak signal b eomes amplied up on harv esting the am bien t noise in metastable, non- linear systems [1℄. Sine its rst diso v ery in the early eigh ties SR has b een observ ed in a great v ariet y of sys- tems p ertaining to dieren t disiplines su h as ph ysis, hemistry , engineering, biology and biomedial sienes [1, 2, 3 , 4, 5, 6 , 7, 8, 9 , 10 ℄. The list of mo dels and ap- pliations is still gro wing. In partiular, SR has found widespread in terests and appliations within biologial ph ysis. The resear h on SR has primarily b een fo used on sys- tems with purely energeti p oten tials. Ho w ev er, in sit- uations frequen tly found in soft ondensed matter and biologial systems, partiles mo v e in onstrained regions su h as small a vities, p ores or hannels whose pres- ene and shap e pla y an imp ortan t role for the SR- dynamis [10 ℄, sometimes ev en more imp ortan t than the w ell-studied ase of energeti barriers in su h systems [11 , 12 , 13 , 14 ℄. In this w ork, w e demonstrate that ir- regularities in the form of onning, urv ed b oundaries, b eing mo deled via an en tropi p oten tial, an ause noise- assisted, resonan t-lik e b eha viors in the system under on- sideration. Connemen t, an inheren t prop ert y of small- sale systems, an th us onstitute an imp ortan t soure of noise-indued resonan t eets with in teresting appli- ations in the design and on trol of these systems. The phenomenon of SR is ro oted on a sto hasti syn- hronization b et w een noise-indued hopping ev en ts and the rh ythm of the externally applied signal, that tak en alone is not suien t for the system to o v erome a p o- ten tial barrier. In the rst plae, noise enables system transitions and it is in fat resp onsible for the observ ed signal ampliation and the emergene of ertain degree of order. In the earliest and basi manifestation of SR, the syn hronization of the random swit hes of a Bro wn- ian partile with a p erio di driving fore w ere observ ed for a bistable p oten tial. Moreo v er, p oten tials of this t yp e are not only found in systems with energy barriers, as ~ G ~ F ( t ) L x L y b x y FIG. 1: S hemati illustration of the t w o-dimensional stru- ture onning the motion of the Bro wnian partiles. The symmetri struture is dened b y a quarti double w ell fun- tion, f. Eq. (2), in v olving the geometrial parameters L x , L y and b . Bro wnian partiles are driv en b y a sin usoidal fore ~ F ( t ) along the longitudinal diretion and a onstan t fore ~ G in the transv ersal diretion. they ma y also arise due to the inuene of en tropi on- strain ts. P artiles diusing freely in a onned medium su h as the one depited in Fig. 1 ma y giv e rise to an ativ ation regime when a onstan t fore ~ G in the trans- v erse diretion is imp osed. W e will sho w that the om- bination of foring and the presene of en tropi eets deriving from the onnemen t and the irregularit y of the b oundaries giv e rise to an eetiv e bistable p oten tial that exhibits the signatures of Sto hasti Resonane. The dynamis of a partile in a onstrained geometry sub jeted to a sin usoidal osillating fore F ( t ) along the axis of the struture and to a onstan t fore G in the transv ersal diretion an b e desrib ed b y means of the Langevin equation, written in the o v erdamp ed limit as γ d ~ r d t = − G ~ e y − F ( t ) ~ e x + p γ k B T ~ ξ ( t ) , (1) where ~ r denotes the p osition of the partile, γ is the frition o eien t, ~ e x and ~ e y the unit v etors along the x and y -diretions, resp etiv ely , and ~ ξ ( t ) is a Gaussian white noise with zero mean whi h ob eys the utuation- dissipation relation h ξ i ( t ) ξ j ( t ′ ) i = 2 δ ij δ ( t − t ′ ) for i, j = x, y . The expliit form of the longitudinal fore is giv en b y F ( t ) = F 0 sin(Ω t ) where F 0 is the amplitude and Ω is the frequeny of the sin usoidal driving. 2 In the presene of onning b oundaries, this equation has to b e solv ed b y imp osing reeting b oundary ondi- tions at the w alls of the struture. F or the 2D struture depited in Fig. 1, the w alls are dened b y w l ( x ) = L y x L x 4 − 2 L y x L x 2 − b 2 = − w u ( x ) , (2) where w l and w u orresp ond to the lo w er and the up- p er b oundary funtions, resp etiv ely , L x orresp onds to the distane b et w een b ottlene k p osition and p osi- tion of maximal width, and L y refers to the narro w- ing of the b oundary funtions and b to the remain- ing width at the b ottlene k, f. Fig. 1 . Consequen tly , 2 w ( x ) = w u ( x ) − w l ( x ) giv es the lo al width of the stru- ture. This hoie of the geometry is in tended to resem ble the ar het yp e setup for SR in the on text of a double w ell p oten tial. In fat, in the limit of a suien tly large transv ersal fore, the partile is in pratie restrited to explore the region v ery lose to the lo w er b oundary of the struture, reo v ering the eet of an energeti bistable p oten tial. F or sak e of a dimensionless desription, w e heneforth sale all lengths b y the harateristi length L x , i.e. ˜ x = x/ L x , ˜ y = y /L x whi h implies ˜ b = b /L x and ˜ w l = w l /L x = − ˜ w u , time b y τ = γ L x 2 /k B T R , the or- resp onding harateristi diusion time at an arbitrary , but irrelev an t referene temp erature T R , i.e. ˜ t = t/τ and ˜ Ω = Ω τ , and fore b y F R = γ L x /τ , transv ersal fore ˜ G = G/F R and a longitudinally ating, sin usoidal fore ˜ F ( ˜ t ) = F ( t ) /F R . In the follo wing w e shall omit the tilde sym b ols for b etter legibilit y . In dimensionless form the Langevin-equation (1) and the b oundary funtions (2) read: d ~ r d t = − G ~ e y − F ( t ) ~ e x + √ D ~ ξ ( t ) , (3) w l ( x ) = − w u ( x ) = − w ( x ) = ǫx 4 − 2 ǫ x 2 − b/ 2 , (4) where w e dened the asp et ratio ǫ = L y /L x and the dimensionless temp erature D = T /T R . In the absene of a time-dep enden t applied bias, i.e. F ( t ) = 0 , it has b een sho wn b y a oarsening of the de- sription [15 , 16 , 17 ℄ that the Langevin equation (1) an b e redued to an eetiv e 1D-F okk er-Plan k equation, reading in dimensionless form ∂ P ( x, t ) ∂ t = ∂ ∂ x D ∂ P ∂ x + V ′ ( x, D ) P , (5) where V ( x, D ) = − D ln 2 D G sinh Gw ( x ) D , (6) and the prime refers to the deriv ativ e with resp et to x . This equation desrib es the motion of a Bro wnian partile in a bistable p oten tial of en tropi nature. Re- mark ably , the eetiv e p oten tial do es not only dep end on the energeti on tribution of the fore G , but also on the temp erature and the geometry of the struture in a non-trivial w a y . Notably , for the v anishing width at the t w o opp osite orners of the geometry in Fig. (1) this en tropi p oten tial approa hes innit y , th us in trinsi- ally aoun ting for a natural reeting b oundary . It is imp ortan t to emphasize that this bistable p oten tial w as not presen t in the 2D Langevin dynamis, but arises due to the en tropi restritions asso iated to the onnemen t. In general, after the oarse-graining the diusion o e- ien t will dep end on the o ordinate x as w ell, but sine in our ase | w ′ ( x ) | ≪ 1 , this orretion an b e safely negleted, f. Ref. [ 15 , 17 , 18 , 19 , 20 ℄. It is in teresting to analyze the t w o limiting situations that an b e obtained up on v arying the v alue of the ra- tio b et w een the energy asso iated to the transv ersal fore and the thermal energy . F or the energy-dominated ase, i.e. Gw ( x ) /D ≫ 1 , Eq. ( 6) yields V ( x ) = − Gw ( x ) (ne- gleting irrelev an t onstan ts). In the opp osite limit, i.e. for Gw ( x ) /D ≪ 1 , the orresp onding en tropi p oten tial funtion reads V ( x, D ) = − D ln[2 w ( x )] . Two-state appr oximation.- It is instrutiv e to analyze the o urrene of sto hasti resonane in the on text of the t w o-state appro ximation. F or a p oten tial V ( x ) with barrier heigh t ∆ V the esap e rate of an o v erdamp ed Bro wnian partile from one w ell to the other in the pres- ene of thermal noise, and in the absene of a fore, is giv en b y the o v erdamp ed Kramers rate [21 , 22 , 23 ℄, read- ing in dimensionless units, r K ( D ) = p V ′′ ( x min ) | V ′′ ( x max ) | 2 π exp − ∆ V D , (7) where V ′′ is the seond deriv ativ e of the eetiv e p o- ten tial funtion, and with x max and x min indiating the p osition of the maxim um and minim um of the p oten tial, resp etiv ely . F or the p oten tial giv en b y Eq. (6) and the shap e de- ned b y Eq. (2), the orresp onding Kramers rate for tran- sitions from one basin to the other reads, in dimensionless units, r K ( D ) = G ǫ π p 2 sinh ( Gb/D ) sinh [ G ( b + 2 ǫ ) /D ] sinh 2 [ G ( b + 2 ǫ ) /D ] . (8) Sp e tr al ampli ation.- The o urrene of Sto hasti Resonane an b e deteted in the sp etral ampliation η [22℄. It is dened b y the ratio of the p o w er stored in the resp onse of the system at frequeny Ω and the p o w er of the driving signal, and whi h for the p erio dially driv en t w o-state mo del, f. Ref. [1 ℄, is giv en in dimensionless units as η = 1 D 2 4 r 2 K ( D ) 4 r 2 K ( D ) + Ω 2 . (9) Next w e demonstrate the o urrene of the resonane in the sp etral ampliation that signals the phenomenon of ESR. W e demonstrate that ESR is neither a p euliarit y of the t w o-state appro ximation nor of the equilibration 3 0 250 500 750 η η 0 0 . 05 0 . 1 0 . 15 0 . 2 D D Ω = 0 . 0001 Ω = 0 . 001 Ω = 0 . 01 0 250 500 750 0 0 . 05 0 . 1 0 . 15 0 . 2 FIG. 2: (olor online) In dimensionless units, the dep endene of the sp etral ampliation η on noise lev el D for dieren t driving frequenies, for the transv ersal fore G = 1 . 0 , the driving amplitude F 0 = 10 − 4 , and for the width funtion w ( x ) = − ǫx 4 + 2 ǫx 2 + 0 . 01 with the asp et ratio ǫ = 1 / 4 . The solid lines orresp ond to the 1D mo delling, f. Eq.(10 ) and Eq.(12 ), whereas the dashed lines orresp ond to the t w o-state appro ximation, f. Eq.(9 ). assumption used to deriv e the eetiv e 1D-F okk er-Plan k equation. In order to study the app earane of Sto hasti Res- onane w e analyzed the resp onse of the system to the applied sin usoidal signal in terms of the sp etral ampli- ation η . In the presene of an osillating fore F ( t ) in the x − diretion there is an additional on tribution to the eetiv e p oten tial in Eq. (5) and the 1D kineti equation in dimensionless units reads ∂ P ( x, t ) ∂ t = ∂ ∂ x D ∂ P ∂ x + ( V ′ ( x, D ) − F ( t ) ) P . (10) The n umerial in tegration of the 1D kineti equation (10 ) w as done b y spatial disretization, using a Cheb y- shev ollo ation metho d, and emplo ying the metho d of lines to redue the kineti equation to a system of or- dinary dieren tial equations, whi h w as solv ed using a ba kw ard dieren tiation form ula metho d. This results in the time-dep enden t probabilit y distribution P ( x, t ) and the time-dep enden t mean v alue, dened as h x ( t ) i = Z x P ( x, t )d x . (11) In the long-time limit this mean v alue approa hes the p e- rio diit y of driving [22 ℄ with angular frequeny Ω . After a F ourier-expansion of h x ( t ) i one nds the amplitude M 1 of the rst harmoni of the output signal. Hene, the sp etral ampliation η for the fundamen tal osillation reads: η = M 1 F 0 2 . (12) The omparison of the 1D mo deling and the t w o-state appro ximation in terms of the sp etral ampliation η , f. Eqs. (9) and (12 ) , demonstrates the apabilit y of the t w o-state appro ximation for small driving frequenies and amplitudes, f. Fig. 2 . 1D mo del ling vs. pr e ise numeris (2D).- In order to he k the auray of the desription w e ompared the results obtained b y the 1D mo delling with the results of Bro wnian dynami sim ulations, p erformed b y in tegration of the o v erdamp ed Langevin equation (1), for a 2D stru- ture (see Fig. 1 ) whose shap e is desrib ed b y Eq. (2). In our ase w e ha v e used the asp et ratio ǫ = 1 / 4 and the b ottlene k width b = 0 . 02 . The sim ulations w ere arried out b y the use of the standard sto hasti Euler-algorithm. Fig. 3 depits the dep endene of the sp etral ampli- ation η on the noise strength for dieren t v alues of the driving frequeny , the driving amplitude and the v alue of G . It is imp ortan t to p oin t out that the re- sults obtained from the 1D mo delling using the 1D- appro ximation (lines) are in exellen t agreemen t with the n umerial sim ulations of the full system (2D) (sym- b ols) within a small relativ e error. This agreemen t is due to the fat that the onsidered p oten tial funtion is a smo oth funtion ( | w ′ ( x ) | ≪ 1 ), and in this situation our emplo y ed 1D-appro ximation is exp eted to b eome v ery aurate [ 15 , 17 , 18 ℄. Fig. 3a sho ws the dep endene of the sp etral ampli- ation η on the noise strength D for v arious driving frequenies at a xed transv ersal fore and foring am- plitude F 0 . Here, w e observ e an inrease in the sp etral ampliation whi h giv es rise to the nding of the eet of Sto hasti Resonane in the presene of en tropi barri- ers. As observ ed for the usual "energy-dominated" SR [1 ℄ the resonane p eak is more pronouned as the applied an- gular frequeny Ω of the input signal dereases. Similarly , Fig. 3 b depits ho w ESR dep ends on the strength of the transv ersal fore G . In terestingly , the maximal ampli- ation inreases up on dereasing the strength G of the transv ersal fore. Ho w ev er, the presene of the transv er- sal fore G is ruial for observing a non-monotoni b e- ha vior of the sp etral ampliation with inreasing noise lev el D . In the limit of G → 0 , the sp etral amplia- tion inreases monotonially with dereasing noise lev el and tends asymptotially to 1 / Ω 2 at small driving am- plitudes F 0 . Finally , Fig. 3 displa ys the dep endene of the sp etral ampliation η on the noise strength D for v arious amplitudes of the driving fore F 0 at a xed v alue of the transv ersal fore and driving frequeny . Both, the ampliation of the signal and the optimal v alue of the noise at whi h it o urs seemingly inrease as the driving amplitude dereases. This no v el ESR eet is haraterized b y the app ear- ane of a maxim um in the sp etral ampliation as a funtion of the noise strength D , just as in on v en tional energy-dominated SR [1℄. Ho w ev er, in biologial and pratial systems the temp erature whi h on trols the strength of the thermal noise is not a readily v ariable parameter. Our results suggest that, for a giv en tem- p erature, a prop er hoie of the externally on trolled pa- 4 0 0 . 5 1 η 0 0 . 25 0 . 5 0 . 75 1 D Ω = 0 . 01 Ω = 0 . 1 Ω = 0 . 2 0 0 . 5 1 0 0 . 25 0 . 5 0 . 75 1 G = 5 . 0 F 0 = 1 . 0 (a) 0 0 . 5 1 1 . 5 η 0 0 . 25 0 . 5 0 . 75 1 D G = 2 . 0 G = 3 . 0 G = 5 . 0 0 0 . 5 1 1 . 5 0 0 . 25 0 . 5 0 . 75 1 Ω = 0 . 1 F 0 = 0 . 5 (b) 0 0 . 25 0 . 5 0 . 75 η 0 0 . 25 0 . 5 0 . 75 1 D F 0 = 0 . 5 F 0 = 1 . 0 F 0 = 1 . 5 0 0 . 25 0 . 5 0 . 75 0 0 . 25 0 . 5 0 . 75 1 Ω = 0 . 1 G = 5 . 0 (c) FIG. 3: (olor online) In dimensionless units, the dep endene of the sp etral ampliation η on noise lev el D for v arious v alues of the quan tities, the driving amplitude F 0 , driving frequeny Ω , and the transv ersal fore G . The sym b ols or- resp ond to the results of the Langevin sim ulations for the t w o-dimensional struture with the shap e dened b y the di- mensionless funtion w ( x ) = − ǫx 4 + 2 ǫx 2 + 0 . 01 with the asp et ratio ǫ = 1 / 4 , whereas the lines are the results of the n umerial in tegration of the 1D kineti equation (10 ) . rameters (i.e. the nature of the driving fore, i.e., its amplitude and driving frequeny and the strength of the transv ersal fore) migh t bring the system in to an opti- mal regime where onnemen t and noise m utually in ter- pla y to b o ost noise-assisted transp ort inside a orrugated struture. In onlusion, w e ha v e eluidated a new me hanism leading to the app earane of noise-indued resonan t ef- fets when a Bro wnian partile mo v es in a onned medium in the presene of p erio di driving. The on- strained motion imp edes the aess of the partile to er- tain regions of spae and an b e desrib ed in terms of a bistable en tropi p oten tial. The ativ ated dynamis of the partile in this eetiv e p oten tial then results in a o- op erativ e eet b et w een noise and external mo dulation, yielding an En tropi Sto hasti Resonane. The eet deteted is gen uine for small-sale systems in whi h shap e and utuations are una v oidable fators ruling their ev o- lution. The adv an tageous p ossibilities of ESR on what onerns optimization and on trol ma y pro vide new p er- sp etiv es in the understanding of systems at the sales of mirometers and nanometers and op en new a v en ues in their manipulation and on trol. This w ork has b een supp orted b y the DF G via resear h en ter, SFB-486, pro jet A10, the V olksw agen F ounda- tion (pro jet I/80424), the German Exellene Initiativ e via the Nanosystems Initiative Munih (NIM), and b y the DGCyT of the Spanish go v ernmen t through gran t No. FIS2005-01299. [1℄ L. Gammaitoni, et al. , Rev. Mo d. Ph ys. 70 , 223 (1998). [2℄ A.R. Bulsara and L. Gammaitoni, Ph ys. T o da y 49 (3), 39 (1996). 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