30 November 1998

PHYSlCS

LETTERS

Physics Letters A 249 (1998) 199-203

Brownian surfers
M. Borromeoa,

F. Marchesoni b

a Dipartimento di Fisica, Vniversitci di Perugia and Istituto Nazionale di Fisica Nucleare, I-06100 Perugia, Italy
b Istituto Nazionale di Fisica della Matena, Universitci di Camerino, I-62032 Came&o,

Italy

Received 30 July 1998; revised manuscript received 1.5September 1998; accepted for pub~ca~on 15 September 1998
Communicated by CR. Doering

Abstract
We show that under certain conditions a travelling-wave field of force can trap an underdamped Brownian particle. This
effect is most efficient at zero temperature and for wave speeds smaller than a threshold value independent of the damping
constant: the Brownian particle acts then as a Bro~~~~nsurfix Brownian surfers are sensitive to both the ~pli~de
of the
dragging field and possible asymmetries of its waveform (travelling nztc.kets). @ 199X Published by Elsevier Science B.V.
PACS: 05.4O.+j; 52.75.Di

1. Introduction

where the overdot and prime sign denote a time and

space derivative, respectively. Here,

Freshmen everywhere are taught that a cork floating on the surface of a water tank traversed by a sinusoidal wave undergoes a perpendicular circular movement only, so that it does not advance in the direction
of the incoming wave [ 11. This statement relies on
the assumption that the wave amplitude is small (deep
water limit) and the water internal viscosity may be
ignored altogether (dry water approximation).
However, due to its macroscopic size, the cork is subjected
to a strong viscous drag that opposes its motion relative to the water: hence, the cork is viewed as a tracer
of the superficial dry-water currents driven by the wave
propagation mechanism.
The longitudinal motion of the cork in the direction
of the incoming wave can be modeled, at least in principle, by the more realistic one-dimensional
stochastic
process
ji= -y.k-v(X,t)/m+~(t),

(1)

V(n, t) = -&cos(kx

(2)

is the potential function associated with the longitudinal drag exerted by the water on the cork, in nondispersive fluids it propagates to the right with speed
u = a/k ( 0, k > 0). In Eq. ( 1) the cork is represented
by a Brownian particle of mass m, damping constant
y and subjected to a zero-mean valued, Gaussian thermal noise c(t) with autocorrelation function
(T(t) 5(O)) = 2($T/m)&t).

(3)

In this Letter we show that for speeds lower than a

certain threshold value (of the order of m)
a
travelling wave has the capability of dragging Brownian particles along. We term such particles ~row~~~
su~-$ers. Conversely, in non-dispersive fluids Brownian
surfers may execute net translations under the action
of finite wave trains of appropriate amplitude.

037%9601/98/$ - see front matter @ 1998 Published by Elsevier Science B.V. AI1 rights reserved.
PZI SO375-9601(98)00733-6

- i-i%)

The situation modeled by Eqs. ( 1) -( 3) represents

a very common transport mechanism in condensed
phase at thermal equilibrium.
For instance, laserplasma interactions are known to accelerate classical
charged particles trapped by a perpendicularly
propagating electrostatic wave, obtained by beating two
laser beams, until they get out of phase with the beat
wave [ 21. By introducing a perpendicular magnetic
field the particles are deflected across the wavefront
and therefore prevented from ou~unning
the beat
wave; detrapping occurs only at relativistically
large
transversal velocities (electron accelerators [ 21) _ A
similar mechanism
has been proposed in quantum
optics to upshift the frequency of the photons in a
plasma (photon accelerators
[ 31) . Bowever, laser
driven plasma waves are sensitive to the temperature
as well. In fact, due to their velocity fluctuations,
charged particles trapped by an electric wave propagating in a collisionless plasma may still get spatially
dispersed, thus causing a reversible loss mechanism
known as Landau damping [4]. A closely related
phenomenon is the stochastic acceleration of charged
astrophysical plasma particles due to their collisions
with moving magnetic clouds (stochastic webs [ 51) .
More examples of the mechanism under study here
can be found in the transport of mesoscale particles
along narrow channels, like ion channels in cellular
membranes, percolating ducts in porous media, capillary vessels in the lymphatic system, etc. In these cases
the role of the dragging field is played by mechanical
wave trains propagating along the channel (e.g. longitudinal or cross-section
con~actions) : chemically
or electrically excited, the channel wall deformations
couple selectively to the mesoscale particles inside
through a combination
of electrical and mechanical
forces, thus pushing some of them along the channel [6].
The problem of reversible computation
[7] provides a further, unconventional
application of the class
of models of Eqs. ( 1)-( 3). Clocked computers are
controlled by timing signals which set a predictable
rate of computation. A single timed logic event may
be modeled by a particle trapped in a potential well,
which is then moved along the viscous and noisy coordinate representing computations
progress [7].

-1
,

1
WY)
-1

YP

0
F,

Fz

Fig. 1. (a) The dragging potential V(x,t)

of Eq. (2). (b) The
equivalent washboard potential V(y) of Eq. (6). A Brownian
surfer is represented by a fiIled circle, a Brownian swimmer by au
empty circle. (c) Luke-tamping
state position
for a Brownian
particle in a washboard potential. The t~sbolds
.r;i and F3 of
the hysteretic loop (dashed curves) and the zero temperature
step at F2 (solid curve) am marked explicitly. Parameter values:
NZ= I$ = k = 1 and y = 0.03.

2. Brownian

surfers

The time inhomogeneous

stochastic differential
equation ( 1) can be mapped into the classic problem
of the Brownian motion in a washboard potential by
means of the Galiiean transformation
x 4 y = kx - &,

(4)

so that Eqs_ ( 1) and (2) can be reformulated

j;=--yp--yf2-(k2V,/m)siny+kE(t).

as
(5)

The washboard potential

V(y)

= -(k%/m)

cosy + ray

(6)

is plotted in Fig. lb.

The Brownian motion in the washboard potential
(6) was investigated in detail by Risken [S] . To make
contact with his nota~on one must introduce the driving force F = --yfl = -kyv and the angular frequency
wa = km.
In the ~~d~rd~rnped regime y << wg
the time evolution of the stochastic process y(t) is

characterized by random switches between a locked

state with zero average velocity and a running state
with asympt.otic average velocity (3) = F/y = -0. In
terms of the mobility ,u G @)/F, locked and running
states correspond to yp = 0 and Y/A = 1, respectively.
In the noiseless case ,$( t) = 0, the average speed of
the Brownian particle with coordinate y(t) depends
on the initial conditions according to the hysteretic cycle illus~ated in Fig, lc f 8,9] : the transition from the
locked to the running state occurs on raising F above
3 = w$, while the opposite transition takes place on
lowering F below .Fi = (4/rr)ywe.
In the zero temperature limit T = Of the statiunaqy dynamics of y(t)
is controlled by a single threshold F2 z (2f fi) ~0.~0:
For F < F2 the Brownian particle is trapped in one potential well; for F > F2 it falls down the tilted periodic
potential with speed F/y. At the threshold F2 the quantity ~J_I,jumps from zero to one stepwise (Fig. lc).
For finite but low temperatures, kT << Vo, the transition from the locked to the running state is con~nuo~s~
but still con&red within a narrow neighborhood of Fa.
These solutions of Eq. (5) have a rem~kabIe counterpart in the problem of the Brownian motion on a
travel@
wave ( 1) , (2) : Fl , F2 and Fs correspond to
three threshold values for the wave speed (note that
in Riskens notation 0 = -F/y and for non-dispersive
media ZI= G/k), namely

On equating ur to 25 we obtain an estimate for the

upper limit yo of the damping constant below which
we may expect to detect the hysteretic cycle of the
noiseless case, i.e. yolk = $rm,
On increasing
y much larger than yc, the thresholds 01 and uz merge
with ~3, which in turn grows vanishingly small.
In the following we restrict our analysis to extremely low damping values (y -+ 0) in the zero
temperate
limit (T -+ 0). In view of the variable
~ansFo~a~on
(4) the stationary velocity of the
Brownian particle with coordinate x(b), see Eq. ( I),
is

where v is the dispersionless velocity of the incoming

wave and p(T) is the temperature dependent mobility
of y (t) in the washboard potential (6). In the presence
of noise, the velocity threshold ~2 only (and not v3 I),
controls the dynamics of the process: for 2~2< u the
process y(t) is in the running state with y@(T) 21 1,
whence (W) rt~ 0; for u:! > ZJthe process y( $) is in
the locked state with g(T) N 0, which corresponds
to a dragging speed (5~1 elf U, In the latter case the
~rownia~ particle x( t> rides the travelhug wave like a
surfer ~~r~w~~a~ ~~~~), whereas in the former case
it behaves like a swimmer afloat on the surface of the
ocean (Brownian swimmer). This proves that there
exists a sharp separation between Brownian swimmers
and Brownian surfers, which depends critically on a
number of microscopic parameters.
The conditions
for the occurrence of Brownian
surfers in a low viscosity, non-dispersive medmm can
be su~~zed
as follows:
(a) y << ?a. Consistently
with our in~~ducto~
statement, an overdamped Brownian particle, like a
floating cork, cannot be trapped by a travelling wave.
(b) VO> I& = muz/(2+-&)2.
In anon-dispersive
medium the propagation speed v of the wave perturbation V(x, t) cannot be modified; the only way for the
travelling wave to trap a Brownian particle is thus to
increase its amplitude larger than the threshold value
V,. No dragging effect is expected for vanishingly
small amplitude waves.
(c) m < rn2 = (2 S_ 1/z)2&/u2. Vice versa, out of
an assembly of floating Brownian particles traversed
by a plane wave field of force, only the particles with
mass smaller than rn2 can be dragged along by the
wave. Note that y does not enter this mass ~elec~~~~
rule (provided that y stays much smaller than ~0).
(d) kT <<I& On increasing the temperature T, the
jump of yp(T) as a function of F from zero to one
in the vicinity of F2 grows smoother and smoother:
eventually, y/&T) grows appreciably large even at
F = 0. This means that the trapping mechanism of
Eq. (8) becomes less efficient, because the Brownian
surfers can regally
diffuse out of phase with the
travefling wave.
The Brownian surfer phenomenon
in the overdamped limit y < wa is severely restricted to either
extremeIy low ~equencies ti < o&/y or exceedingly
large amplitudes VO > (mf2/k2) y of the travelling
wave [7] ; for y --, 00 the dragging effect thus be-

1.0

0.0
a.2

0.8

0.6

0.4

1.2

1FI
Kg. 2. The mobility of y(t) in the washboard potential (IO) corresponding to the travelling ratchet potential (9) as a function
of Ii;1for d3ferent values of the tem~raturo. Solid and dashed
curves represent positive and negative tilts, respectively. SimuIation parameter values: k = m = 1, QI = 0, VO = 27r and y = 0.03.
The extrapoIated values of Fe ase denoted by solid and dashed arrows, respectively; the hysteretic loop thresholds are: F; = 3~/2,
F; = 37r, 8: = 3.38. 10-l and Ff = 3.41 - 10-l. Inset: waveframe of V(x, 1) in units of Q.

comes less and less efficient.

3. TraveIIing ratchets
IIn order to test the selection rules (b) and (c) of
Section 2 we consider now the case of an asymmetric
waveform propagating to the right with speed U. For
simplicity we restrict ourselves to a linear superposition of two Fourier components, say
V(x, t> = -Vo(sin[
+ i sin[2(kn

(kx - L&) + 41

- ,nt) + #] ),

f9>

The waveform of V(x, t) with 4 = Q is drawn in

the inset of Fig. 2: its spatial ~~~e~~
suggests the
picture of a travelling ratchet potential [ 10,l 1] . The
relevant w~hbo~d
potential
V(y)

= -kz(sin

y + $ sin2y)

- Fy,

(101

with F = -yQ
is characterized by two different sets
of positive ~reshoIds FF, Fc and FF, where f denote the actual sign of the applied tilt F: more explicitly, iE V(y) is tilted to the right the hysteretic loop
of Fig. lc runs between F; and F$; vice versa, if

V(y) is tilted to the left the hysteretic loop is mirror inverted with extrema at -F;
and -Five For the
waveform of Eq. (9) with 4 = 0 one easily verifies
that F; > I%: with Fe/F?+ = 2. Following the approach of Ref. [S] we have computed FF and F$
numerically: it turns out that Fl- > F; and l$ >
Fz with Fl-/Fit
N F;,/Fz
= 1.01 (Fig. Z}. The
~ock~dto-running state transition mechanism of Section 2 applies to the asymmetric washboard potential,
too, wi~out further changes. On passing, we notice
that for moderate tempera~r~s,
kT N $6, the minimum of y@(T) versus F shifts towards positive values
of F. This property has interesting applications to the
problem of current inversion in inertial ratchets [ 121.
Coming back to the problem at hand, Eqs. ( 1) and
(9), the spatial ~y~e~y
of the waveframe of Eq.
(9) manifests itself in the definition of two threshold
speeds I,$, for a wave propagating to the right and
to the left, respectively, with ZJ; > 0;. Consequently,
one has to deal with two amplitude thresholds V$ with
V& > Va& and two mass thresholds rn8f with rni >
F$, The conditions (b) and (c) for the existence
of 3rowni~
surfers must be rnodi~~
accordingly:
for m > rnz (or VQ < V$) all Brownian particles
stay afloat, no net drag is exerted by the travelling
wave, no matter what its direction of propagation; for
m < % (or VO > VO;) the Brownian particles get
trapped by waves in either directions, that is a finite
wave train would displace the surfers parallel to its
group velocity; for m; < m < ml (or Voj < Vo <
V&j Brow&n
surfers may translate in the positive
direction, only. Note that replacing 4 = 0 with 4 =
r in Eq. (9) would turn V(x, t) upside down, thus
reversing its hymen;
hence, the above discussion
holds true after the signs f have been interchanged.
We consider now the boundary effects associated
with the propagation of an arbitrarily long, but finite,
wave train with amplitude VO and velocity u in a
low viscosity, non-dispersive
bounded medium with
Brownian particles suspended in it. The boundary
conditions at the walls can be either of the Dirichlet
(clamped ends) or of the von Neumann type (free
ends). Without loss of generality we restrict our
discussion to the one-dimensional
case illustrated in
Fig. 3: a wave tram with asymme~c,
piecewise linear waveform propagates to the right, panel (a), and
then bounces back at a free end, panel (b), or at a
clamped end, panel (c). In panel (c> the reffected

M. Borromeo, if Marchesoni/Physics

Letters A 249 (1998) 199-203

203

4. Conclusions

Fig. 3. Boundary effects due to a one-dimensional travelling ratchet

propagating to the right with speed u (a). Two types of boundary
conditions are considered: (b) free end (or von Neumanns);
(c)
clamped end (or Dirichlets). Filled and empty circles represent
Brownian surfers and Brownian swimmers, respectively.
wave
train inverts direction of propagation without
changing waveform, while in panel (b) reflection
causes the waveform to flip upside down. Suppose
now, that rn; < m < rnc,so that the impinging
wave train will drag the Brownian particles to the
right. The free-end reflected wave train (b) will also
drag along the Brownian particles, but to the left; the
two displacements tend to compensate each other, no
net particle translation results in the process. However, the clamped-end
reflected wave train (c) has
reversed transport asymmetry and, therefore, will be
unable to trap the Brownian particles; the total effect
of impinging and reflected wave train is thus a net
displacement
to the right. Reversing the asymmetry
of the impinging
wave train changes the direction
of the net displacement
in the case of clamped-end
reflection, while both the impinging and the freeend reflected waves would be unable to displace the
Brownian particles either way.

We proved that a plane-wave field of force propagating in a low viscosity medium may trap certain
Brownian particles, termed herewith Brownian surfers.
At low temperatures the onset of this transport mechanism is characterized by sharp thresholds, so that selection rules can be formulated in terms of the particle
mass or the wave amplitude.
These thresholds are determined by the interplay of
thermal fluctuations and periodic spatial forcing and
should not be mistaken for the unlocking thresholds in
the noiseless case. The very applicability of the notion
of Brownian surfer to real systems depends crucially
on the correct identification-of
the steady-state onset
mechanism discussed in Section 2.
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