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Two-dimensional particlemotioninarandom potential under acbias Maxim A. Makeev,1,∗ Imre Dere´nyi,2,† and Albert-La´szlo´ Baraba´si1,‡ 1 Dept. of Physics, University of Notre Dame, Notre Dame, IN 46566, USA 2 Dept. ofBiological Physics, Eo¨tvo¨sUniversity, Pa´zma´nyP.stny. 1A,H-1117Budapest, Hungary (February2,2008) 4 0 WestudytheBrownianmotionofasingleparticlecoupledtoanexternalacfieldinatwo-dimensionalrandom 0 potential. Wefindthatforsmallfieldsalarge-scalevorticitypatternofthesteady-statenetcurrentsemerges, 2 a consequence of local symmetry breaking. In this regime the net currents are highly correlated, the spatial n correlationfunctionfollowsalogarithmicdependence,andthecorrelationlengthisoftheorderofthesystem a size. For large external fields correlations disappear and only random net currents are observed. Numerical J analysis indicates that the correlation length scales as a power law with both the size of the system and the 7 amplitudeoftheacfield. ] PACSnumbers:79.20.Rf,64.60.Ht,68.35.Rh h c e Drivendiffusioninrandommediaisamuchstudiedprob- potential,sincesuchapotentialobeysinversionsymmetry(in m lemimpactingonanumberofvariousfields.Bynow,itiswell astatisticalsense). Inparticular,theratchetvelocityinasys- - established that the interplay between the annealed random- temofidenticalenergywellsseparatedbyhighenoughenergy t a nessofthediffusionprocessandthequenchedrandomnessof barriersis alwayszero, irrespectiveof the distribution of the t s the media gives raise to unexpected scaling phenomena that barrierheights. . t havebeenextensivelystudiedinrecentdecades[1,2,3]. The On the other hand, in two-dimensional (2D) systems any a rangeof applicabilityoftheproblemofdrivendiffusivemo- finite region of a random potential exhibits some degree of m tion in random media covers various fields, with relaxation broken symmetry, and the particle can follow different tra- - d phenomena in spin glasses [4], dislocation motion in disor- jectoriesduringthetwohalfperiodsoftheacdriving. Inthis n deredcrystals[5],transportinporousmedia[6],andturbulent Letter,weshowthattheinterplaybetweenthelocalsymmetry o diffusion[7]beingbutafewtypicalexamples.Inthepresence breakinginarandom2Dpotentiallandscapeandthemotion c ofanexternalacfield,themotionofaparticleistheresultof of the particle biased by an externalac field leads to the ap- [ thecombinedeffectofthermallyactivateddiffusivityandpe- pearanceofa highlycorrelatedsteady-statenetcurrentfield, 2 riodicmotion,inducedbythecouplingtotheappliedfield.At whichischaracterizedbyalarge-scalevorticity. We alsoin- v time scales muchlarger than the period of the drivingforce, vestigatethescalingpropertiesofthesefields. 8 one would expectthat the influence of the field is negligible Asamodelsystem, weinvestigatethedrivendynamicsof 6 0 andthedynamicsofthesystemcanbedescribedbytheclas- a single particle moving in a random uncorrelated potential 1 sicalBrownianmotion.Indeed,whiletheparticlemovesback ona2DsquareEuclideanlattices(i,j)withvariednumberof 0 and forth along the direction of the ac field, a stroboscopic identical sites N = L×L, where each site is connected to 4 viewofthesystem,obtainedbytakingpicturesonlyattimes itsnearestneighborsbybondsofunitlength. Randompoten- 0 that are integer multiples of the external field period, would tialbarriersareassignedtoeachbondandperiodicboundary / t stillshowarandomlydiffusingparticle,almostasiftheexter- conditionsare assumed. A schematic illustration of the sys- a m nalfieldwasabsentinthesystem. Incontrasttothisintuitive picture, we demonstrate that the presence of an external ac - d field can fundamentally change the nature of the dynamics, n whenquenchedrandomnessispresentinthesystem. o c Anindication,thatanacfieldbiasmaydrasticallyinfluence : the nature of diffusive motion in a random potential comes v i fromtherecentadvancesinthefieldofthermalratchetsdeal- X ing with one-dimensional(1D) systems, where the x → −x r symmetryisbroken[8]. Inequilibrium,aparticlemovingina a periodicasymmetricpotentialdisplaysasimplediffusivebe- havior. However,if the particleis also drivenbyanac field, it driftsin the directiondefinedby the asymmetryof the po- tential, on time scales exceeding the period of the ac field. The appearanceof this non-equilibriumsteady-state net cur- rentiscalledtheratcheteffect,andtheaveragedriftvelocity FIG. 1: Schematic illustrating the system under consideration. A oftheparticleisoftenreferredtoastheratchetvelocity[8]. It particleonthesite(i,j)hopstoitsneighboringsites,withhopping mustbe noted, however,thatthe ratchetvelocityis expected rates,kγ ,definedbyboththepotentialbarriersbetweenthesesites i,j andbytheacfield. to vanishwhentheparticleis movingina quenchedrandom 2 tem’s geometry is shown in Fig. 1. The particle, diffusing τ ≈ L2max(1/kγ ). In this case, for each half period relax i,j in the system, is also driven by an external ac field, applied oftheacdrivingtheprobabilitydistributionP andcurrents i,j alongthex-direction.Wedefinethelocalprobabilitycurrents J~ relax to their steady state values: P (+F), J~ (+F), i,j i,j i,j Jix,j [Jiy,j] on site (i,j) as the currents flowing over the po- andPi,j(−F),J~i,j(−F)),whichcanbedeterminedfromthe tential barriers between the lattice sites (i,j) and (i + 1,j) stationary solution of the master equation for φ(t) = +F [(i,j + 1)]. As shown in Fig. 1, a particle, located at site and φ(t) = −F, respectively. From directanalogy with the (i,j)atanarbitrarymomentoftimet, canhoptoanyofthe ratchet velocities, we can then define the net currents in the fournearestneighborlatticesitesbyovercomingthepotential systemas barriers, Eγ , assigned to each bond. To simplify the nota- i,j tions,wedenotebyEir,j,Eil,j,Eiu,j andEid,j thelocalpoten- J~ = 1[J~ (+F)+J~ (−F)]. (4) tial barriers associated with the right Er = E , i,j 2 i,j i,j i,j (i,j)→(i+1,j) left El = E , up Eu = E , and i,j (i,j)→(i−1,j) i,j (i,j)→(i,j+1) Theappearanceofnon-zeronetcurrentsisacharacteristicsof downEid,j = E(i,j)→(i,j−1) jumps, such thatEir,j ≡ Eil+1,j systemswith locallybrokensymmetry,andtheirmagnitudes and Eu ≡ Ed . The barrier heights are chosen to be aregivenbyhigherthanlineartermsintheresponsefunctions i,j i,j+1 random and quenched, with the spatial distribution given by (i.e.,byF2andhigherorderterms)[9]. Eiγ,j = E0 +Uηiγ,j, where γ stands for r, l, u, and d; E0 is WesolvedthesystemofEqs.(1)-(3)numericallybyusing a constant; and ηr ≡ ηl and ηu ≡ ηd are uncor- the conjugate gradient method, modified for sparse matrices i,j i+1,j i,j i,j+1 relatedrandomnumbersuniformlydistributedbetween0and [10]. InFigs.2(a)-(d),weshowthesteadystatelocalnetcur- 1. Throughoutthepaperwe measuretheenergiesinunitsof rent patternsobtained for a system with linear size L = 50, k T, where k stands for the Boltzmann constant, and T is randomnessparameterU =0.5,andexternalfieldamplitudes B B theabsolutetemperature. F = 0.01, 0.05, 0.1, and 0.9. These figures offer a visual Inadditiontothethermallyactivateddiffusion,theparticle prooffortheemergenceofhighlynon-trivialsteady-statenet isalsodrivenbyanexternalacforce,2φ(t),appliedalongthe current fields, characterized by long-range correlations and x-direction(seeFig.1). Sincetheenergybarriersareplaced large-scalevorticity. Thevorticitystructuresaremostappar- halfway betweenadjacentsites, the ac force modulatestheir ent for small external field amplitudes (F ≪ U). As F in- hight by −φ(t) in the positive x-direction and by +φ(t) in creases,however,thecorrelationsgraduallydisappearandthe thenegativeone.Thus,forlargeenoughbarriers,thehopping netcurrentfieldconvergestoanearlyrandomstructure. ratesoftheparticleoccupyingsite(i,j)canbewrittenas ItmustbeemphasizedthatnumericalsolutionofEqs.(1)- (3)forarbitrarilysmallvaluesofF and/orforarbitrarilylarge kr =νexp{−[Uηr −φ(t)]}, i,j i,j system sizes is notpossible. Thisis due to the slow conver- kl =νexp{−[Uηl +φ(t)]}, gence of the conjugate gradient method in these limits and, i,j i,j ku =νexp{−Uηu }, most importantly,due to the growingimpactof the random- i,j i,j ization,inducedbythenumericalerrors[9]. kid,j=νexp{−Uηid,j}, (1) To understand the nature of the observed correlationsand investigatethe scaling propertiesof the system, we compute where ν = ν exp{−E }, and the attempt frequency ν is 0 0 0 the ensemble-averaged current-current correlation function, alsoaconstant. definedintherealspaceas Next, we turn to an ensemble description, in which the probabilityofthe particleoccupyingsite (i,j)is denotedby 1 2 Pdei,sjc,riabneddtbhyetthimeefoelvloowluitnigonseotfotfhmisapsrtoerbaebqiuliattyiodniss:tributionis C(r)=* (i,j)J~i2,jNr Xi,j Xi′,j′(cid:16)J~(ri,j)−J~(ri′,j′)(cid:17) +. (5) ∂P P i,j =−Jx +Jx −Jy +Jy , (2) Here summation over all the lattice site indexes (i,j) is im- ∂t i,j i−1,j i,j i,j−1 plied,whilesummationover(i′,j′)indexesisperformedonly where forlatticesitepairssuchthat|ri,j −ri′,j′|= r,Nr beingthe numberof such pairs. The averaging < ... > was taken for Jix,j=kir,jPi,j −kil+1,jPi+1,j, variousdifferentrealizationsofthedisorder{ηiγ,j}. Thecor- Jy =ku P −kd P (3) relationfunctiondefinedthiswayisboundedfrombelowby0 i,j i,j i,j i,j+1 i,j+1 (incaseofperfectcorrelation),fromaboveby4(perfectanti- are the x and y componentsof the local probabilitycurrents correlation),andtakesthevalueof2forvanishingcorrelation. J~ ,asdefinedabove. In Fig. 3, we show the normalized correlation function, i,j Forsimplicity,inthefollowingwerestrictourselvestothe C(r)/C(1), computed for different system sizes, and fixed consideration of symmetric square wave external fields, i.e, external field amplitude, F = 0.01. As Fig. 3 demonstrates, when the field φ(t) alternates between +F and −F at con- the correlationfunctionfollowscloselya logarithmicdepen- stanttimeintervalsτ . Wealsoassumethatτ ismuchlarger denceonr, forsmallradialdistances,anddeviatesfromthat F F than the relaxation time of the entire system, estimated as asrgrowsbeyondacertainvalue,withasaturationthreshold 3 determinedbythesystemsize,L. Thisallowsustointroduce acorrelationlengthξinthesystem,whichwedefineasachar- acteristiclengthatwhichthecorrelationvanishes: C(r) = 2, thatis,1−0.5C(r)∼<J~(ri,j)J~(ri′,j′)>turnszero. Onthebasisoftheaboveobservations,weconcludethat,in themostgeneralform,thecurrent-currentcorrelationfunction isdescribedwellbytherelation r C(r)∼log(r)f , (6) ξ (cid:18) (cid:19) where f(x ≤ 1) ∼ const. Note that the correlation length in Eq. (6) is dependent on both the amplitude of the exter- nal field and the system size; i.e., ξ = ξ(F,L). Moreover, as our results demonstrate, the correlation length, ξ, scales withbothofthesequantitiesfollowingpowerlaws. Thus,for small amplitudes of the external field, the correlation length dependsstronglyonthesystemsize,approximatelyfollowing ξ(L) ∼ Lα relation,wheretheexponentα = 0.983±0.008 (i.e.,ξ growsnearlylinearlywithL). Ontheotherhand,for intermediateexternalfieldamplitudes,ξisfoundtobeweakly dependent on L and to monotonically decrease with F, fol- lowing closely the inverse power law, ξ ∼ F−β, where the exponentisβ ≃0.78±0.01. Thetransitionbetweenthetwo regimesoccursatacertainfieldamplitude,Fc(L),dependent 1 on L. The abovescaling lawscan be collapsedinto a single scalingrelation: ξ ∼F−βg(FLα/β), (7) where g(x) ∼ x for F ≤ Fc(L) and g(x) ∼ const for 1 Fc(L)≤F ≤Fc(L). ThesignificanceofFc(L)willbedis- 1 2 2 cussed later. In Fig. 4 we show the numericaldata collapse, performedaccordingto Eq. (7). As one can observe, it pro- vides satisfactory results for small and intermediate FLα/β. In general, three regimes of the scaling behavior can be dis- FIG.2: Snapshotsofthesteady-statenetcurrentfieldsobtainedfor modelsystemswithL = 50, U = 0.5, anddifferentexternalfield FIG.3: Normal-logplotofthecurrent-currentcorrelationfunction amplitudes:(a)F=0.01;(b)F=0.05;(c)F=0.10;(d)F=0.90. C(r)/C(1), computed for U = 0.5 and F = 0.01 for different systemsizes. 4 current fields are observed to be largely independent of the particular realization of the disorder. The correlation length has been found to scale nearly linearly with the system size and display an inverse power law behaviorwith the external fieldamplitude. Anintuitiveexplanationfortheappearanceofsystem-wide structures is that in 2D the particle has the opportunity to “choose”globallydifferentpathswhendriveninthetwoop- posingdirections. Thesuperpositionofthesegloballydiffer- entflowfieldsresultsinlarge-scaleflowpatterns.Thispicture isalso consistentwith aslow (logarithmic)decayofthecor- relationsandacorrelationlengthbeingintheorderofthesys- tem size. It is importantto note that the abovephenomenon cannotoccurin1D,wherealltheenergybarriersareinseries, andnoalternativetrajectoriesarepossible. ResearchatNotreDamewassupportedbyNSF-PHYS. FIG.4: Scalingplotofthecorrelationlengthaccording toEq.(7) fordifferentsystemsizes. criminated. For small F, the behavioris defined by the sys- ∗ Electronicaddress:[email protected] tem size scaling and extendsover the region of F values up † Electronicaddress:[email protected] toFc(L). Inthesecondregime,thescalingisdominatedby 1 ‡ Electronicaddress:[email protected] the externalfield amplitude. This regime correspondsto the [1] S.Alexander, J.Bernasconi, W.R.Schneider, andR.Orbach, intermediatevaluesofF1c(L) ≤ F ≤ F2c(L). Notethatsub- Rev.Mod.Phys.53,175(1981). stantialdeviationsfromthescalingbehaviorpredictedbyEq. [2] S.HavlinandD.Ben-Avraham,Adv.Phys.36,695(1987). (7)areobservedforlargevaluesofF (i.e.,forF ≥ Fc(L)). [3] J.-P.BouchaudandA.Georges,Phys.Rep.195,127(1990). 2 Thisbehaviorisanartifactofthediscretenatureofthemodel [4] T.NattermanandJ.Villain,PhaseTransit.11,5(1988). [5] J.P.HirthandJ.Lothe,TheTheoryofDislocations(McGraw systemunderconsideration:sincetheparticleisonthelattice, Hill,NewYork,1968). wecannotmeasureξ smallerthan1. Asaresult,inthelimit [6] J. Nittmann, G. Daccord, and H. E. Stanley, Nature 314, 141 oflargeF,thecorrelationlengthdoesnotfollowEq.(7)down (1985). toarbitrarysmalldistances,butrathersaturatesatξ ≃1. [7] L. F. Richardson, Proc. Roy. Soc. (London) Ser. A 110, 709 Insummary,wehavestudiedtheBrownianmotionofasin- (1926). gle particle on 2D Euclidean lattices of different sizes with [8] A.AjdariandJ.Prost,C.R.Acad.Sci.Paris,315,1635(1992); quenched random potential, coupled to an external ac field. M.O.Magnasco, Phys.Rev.Lett.71, 1477(1993); R.D.As- tumian and M. Bier, Phys. Rev. Lett. 72, 1766 (1994); R. D. We have foundthatthe interplaybetween the quenchedran- Astumian,Science276,917(1997);F.Ju¨licher,A.Ajdari,and domness of the potential landscape and the external ac field J.Prost,Rev.Mod.Phys.69,1269(1997). bias leads to the emergence of large-scale vorticity patterns [9] M.A.Makeev,I.Dere´nyi,andA.-L.Baraba´si,(unpublished). in the net steady-state currents. These currents are found to [10] W.H.Press,S.A.Teukolsky,W.T.Vetterling,andB.P.Flan- bestronglycorrelated,withthetwo-pointcorrelationfunction nery,NumericalRecipes,2nded.(CambridgeUniversityPress, following a logarithmic dependence. The properties of the 1992).

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