SIMULATION OF NOISE INDUCED PHENOMENA

August 20, 2022

 Abstract

Fluctuations or noise have played a dynamic role in the history of science. Noise was considered
a nuisance to be eliminated or avoided. Later it was found that noise can actually play a
central role in inducing new phenomena. Here we sample some noise-induced phenomena
concerning brownian motion. Brownian motion is the most typical example of a classic
fluctuations problem that allows us to introduce several ideas and definitions. However, it
is not easy to gain an intuitive understanding of such stochastic phenomena, because their
modeling requires advanced mathematical tools. Here, we discuss a simple finite difference
algorithm and computer simulations that can be used to gain an understanding of such complex
physical phenomena. We treat the transition from the ballistic to the diffusive regime due to
the presence of inertial effects on short time scales and also examine the effect of an optical trap
on the motion of the particle. We then cite the examples of noise as a constructive behavior in
the cases of stochastic resonance, stochastic resonant damping, and Brownian motors.
Contents

1 INTRODUCTION 2
1.1 Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Brownian motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Langevin Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 SIMULATION OF BROWNIAN MOTION 6

2.1 Simulating White Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 Ballistic to Diffusive Regime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2.1 Mean Square Displacement . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2.2 Velocity Autocorrelation Function . . . . . . . . . . . . . . . . . . . . . . 12

3 OVERDAMPED BROWNIAN MOTION 14

3.1 Brownian particle in an optical trap . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.1.1 Optical Tweezers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.2 Kramer’s Transitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

4 CONSTRUCTIVE ROLE OF NOISE 22

4.1 Stochastic Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.2 Stochastic resonance damping . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.3 Brownian motors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.3.1 Flashing Ratchet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

5 CONCLUSION 26
.1 APPENDIX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
.1.1 SIMULATION CODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

1
Chapter 1

INTRODUCTION

1.1 Noise
The root of the word “noise” is mooted to be the Latin word noxia, to hurt, or possibly: nausea,
meaning disgust or sickness. The very concept of noise involves the idea of something harmful
or unpleasant. Noisy systems are found everywhere in natural and engineered phenomena.
Noise introduces disorder and random fluctuations into different types of system; and often
this is deleterious for the system performance. However, when the system is nonlinear, noise
can play a constructive role. This is clear in the Brownian Ratchets case. The presence of noise
becomes particularly evident when we move down into molecular-scale phenomena:the thermal
noise, responsible for the Brownian diffusion of particles, is omnipresent.[16] However, noise is
also intrinsic to many macroscopic systems: stock markets, population dynamics, ecosystems
and traffic flows, all present some degree of noise.

1.2 Brownian motion

Brownian motion was described for the first time in the year 1828 by the French botanist
Robert Brown. While investigating the pollen of different plants he observed that this become
dispersed in water in a great number of small particles - the pollen grains. These were found
to be in uninterrupted and irregular swarming motion. As the phenomenon repeated itself
with different kinds of organic substances, he thought that he had found in these particles
the ‘primitive molecule’ of living matter. He also found that all kinds of inorganic substances
presented the same phenomenon and drew the conclusion that every matter was built up of
primitive molecules. The first precise investigation was due by Gouy (1888), who observed
that the motion is more lively when the viscosity of liquid is smaller.[11] He also assigned the
motion to the effect of thermal molecular motion of the liquid. There was another precise
investigation by Exner (1900) who showed that the velocity of the movement decreases with
the size of the particle and increases with rise of temperature. Einstein was the first (1905)
to formulate a correct picture of the whole problem. The correct explanation for the so called
Brownian motion is now well known. Brownian motion is the random motion of a particle as
a result of collisions with surrounding gaseous molecules.

A grain of pollen or dust suspended in a fluid is continually bombarded by the molecules

that make up the fluid. A single molecule rarely has enough momentum for its effect on the
suspended particle to become visible under a microscope. Nonetheless, when many molecules
collide with the particle from the same direction at the same time, they can deflect the particle
noticeably.

2
 So Brownian motion is a doubly random effect: the path of the suspended particle is ran-
domized by random fluctuations in the velocities of nearby molecules. Besides, Since the
microscope is essentially a filters only the effects of relatively large fluctuations in the local
molecular environment, the observed motion only begins to suggest the complexity of the true
path. Brownian motion also contributed to a deepened theoretical understanding of thermody-
namic principles, which had previously been formulated on the basis of what turned out to be
oversimplified empirical generalizations. Brownian motion did not attract much attention in
the 19th century.[6]Scientists of the day dismissed the phenomenon as an effect of local thermal
currents brought about by minute differences in the temperature of the fluid. If the motion
were caused by such currents, neighbouring particles would be dragged along by the same local
current, and so one would expect such particles to move in roughly the same direction. Under
the microscope this expectation is completely contradicted. The suspended particles have no
impact on one another, even when they are separated by distances smaller than their diameters.
By the turn of the century several experimental findings had begun to hint at the molecular
origin of Brownian motion. For example, it was known that the smaller the size of the particle,
the more rapid its Brownian motion. An increase in the temperature of the fluid also seemed
to cause more agitated Brownian motion. Brownian motion did not attract much attention in
the 19th century.

A sufficiently small macroscopic particle immersed in a liquid exhibits a random type of

motion. This phenomenon is called Brownian motion and reveals very clearly the statistical
fluctuations that occur in a system in thermal equilibrium. There are a variety of important
situations which are fundamentally similar. Examples are the random motion of the mirror
mounted on the suspension fiber of a sensitive galvanometer, or the fluctuating current existing
in an electric resistor. Thus Brownian motion can serve as a prototype problem whose analysis
provides considerable insight into the mechanisms responsible for the existence of fluctuations
and ”dissipation of energy.” This problem is also of great practical interest because such fluctu-
ations constitute a background of noise which imposes limitations on the possible accuracy of
delicate physical measurements. A particle of macroscopic size would ”feel” only the drag force,
and its motion would be essentially unaffected by molecular bombardment. As the particle gets
smaller the fluctuations become increasingly noticeable until at last the particle acts as if it were
not affected by the macroscopic drag force and undergoes Brownian motion. Understanding
the microscopic origin of Brownian motion has led to major physical insights into microscopic
thermodynamics, nanotransport, and biological physics. Moreover, Brownian motion has been
used to describe and explain phenomena in many variety of systems, such as animal foraging,
financial markets, and human organizations.
For the sake of simplicity we can treat the problem of Brownian motion in one dimension.

3
Figure 1.1: RANDOM BROWNIAN MOTION of a microscopic particle suspended in water
is shown in the illustration as it was plotted in 1912 by the French physicist Jean Baptiste
Perrin. Perrin’s diagram records the position of the particle every 30 seconds; such diagrams,
as he noted, give ”only a very meager idea of the extraordinary discontinuity of the actual
trajectory.” If a small part of the trajectory is magnified and the position of the particle is
marked, say, 100 times more frequently, the complexity of the original trajectory is reproduced.
Ref.[6]

Langevin’s equation combines both effects and applies to a particle of intermediate size.The
motion of a Brownian particle in one dimension can be modeled by the Langevin equation.

1.3 Langevin Equation

Langevin’s equation combines both effects and applies to a particle of intermediate size.The
motion of a Brownian particle in one dimension can be modeled by the Langevin equation.[14]
In the absence of any external force, one writes the Langevin equation for a free particle as:
√
mẍ(t) = −γ ẋ(t) + 2DW (t) (1.1)
where x(t) is the particle’s position; m ,γ and D are respectively, its mass, friction coefficient,
and diffusion coefficient; and W(t) is a Gaussian white noise. The motion of a microscopic
particle is, therefore, controlled by two counteracting forces: the friction between the particle
and the surrounding viscous fluid modeled by the Stokes drag and the random thermal force
modeled by the white noise. Einstein’s relation,
kB T
D= (1.2)
γ
connects these two forces to the particle’s average kinetic energy per degree of freedom, i.e.,
kB T /2, where kB is the Boltzmann constant and T is the absolute temperature. Here γ = 6πηr
where η is the coefficient of viscosity of the liquid and r is the radius of the particle(assuming
it to be in spherical shape)
Equation (1.1) is an example of a stochastic differential equation, a common tool used to
describe stochastic phenomena and is obtained by the addition of a white noise term(W(t)) to
an ordinary differential equation (ODE) describing an overdamped harmonic oscillator. i.e, the
Weiner Process. Finite difference simulations of ordinary differential equations are straightfor-
ward: the continuous-time solution x(t) of an Ordinary differential equation is approximated by

4
a discrete-time sequence xi , which is the solution of the corresponding finite difference equation
evaluated at regular time steps ti = i∆t. If ∆t is small enough, xi ≈ x(ti ). A finite difference
equation is obtained from the ODE by replacing x(t) by xi . Also replace ẋ(t) by (xi − xi−1 )/∆t,
and ẍ(t) by

(xi − xi−1 )/∆t − (xi−1 − xi−2 /∆t xi − 2xi−1 + xi−2

= (1.3)
∆t ∆t2

The solution is obtained by repeatedly solving the resulting finite difference equation for
xi using the values xi−1 and xi−2 from previous iterations. This first order integration method
establishes the Euler method to Stochastic differential Equations. Higher order algorithms can
also be used for faster convergence of the solution.

5
Chapter 2

SIMULATION OF BROWNIAN
MOTION

2.1 Simulating White Noise

The properties of the random force (noise) are described through its distribution and its correla-
tion properties at different times. Therefore, W(t) is characterized by the following properties:

ˆ the mean < W (t) >= 0 for all t;

ˆ < W (t)2 >= 1 for each value t;

ˆ W (t1 ) and W (t2 ) are independent of each other for t1 different from t2 .It is delta correlated
in time. [13]

Consequently, All the terms in Equation(1.1) can be approximated as we have described

above except for the white noise term W(t). Because of these properties, white noise cannot
be treated as a standard function. Particularly, it is almost discontinuous everywhere and has
infinite variation. So it cannot be approximated by its instantaneous values at times ti , because
these values are not well-defined due to the lack of continuity and their magnitude varies wildly
due to the infinite variation. For treating W(t) within a finite difference approach, consider the
equation,

ẋ(t) = W (t) (2.1)

This is the simplest version of a free diffusion equation. It’s solution is called Random walk.

Random walk : A random walk is the motion of an agent that moves in a random direction
at each time step. This is similar to the result of flipping a coin. We can identify several prop-
erties of this random walk. First, this random walk is symmetric, which means that <xi > = 0 for
all xi (assuming the initial condition is x0 = 0, and indicating with <. . . > an ensemble average).
Therefore, the mean displacement <xi> is not a very informative measure for the motion of this
particle. Instead, we can measure the mean square displacement (MSD) of the particle, which
can be written as <x2i >.Although the microscopic details of the motion that occurs at each time
step can be different, the macroscopic outcome is much similar for many different underlying
motions .For scales at which individual steps are not distinguishable, all random walks look the
same, which is an example of universality.[1]

We generate discrete sequence of random numbers Wi that imitates the properties of W(t).
Because W(t) is stationary with zero mean, Wi are random numbers with zero mean. We

6
also provide the condition that ⟨Wi ∆t)2 >/ ∆t so that the Wi have variance 1/∆t where ⟨...⟩
represents an ensemble average.

Since W(t) is uncorrelated, we assume Wi and Wj to be independent for i ̸= j; that is, we

make use of a sequence of uncorrelated random numbers with zero mean and variance 1/∆t.
Some languages have built in functions that directly generate a sequence wi of Gaussian random
numbers with zero mean and unit variance.Also, it is possible to employ various algorithms to
generate Gaussian random numbers using uniform random numbers between 0 and 1, such
as the Box- Muller algorithm or the Marsaglia polar algorithm. In order to make our results
independent of our choice
√ of ∆t, we need to rescale Wi as we change ∆t . This can be acquired
by setting Wi = wi / ∆t with variance 1/∆t. See figure 2.1

The finite difference equation corresponding to Equation 2.1 is

xi − xi−1 wi
=√ (2.2)
∆t ∆t
√
xi = xi−1 + ∆twi (2.3)

This equation allows simulations to obtain consistent results with different time steps. The
numerical solutions become more sharp as ∆t decreases. The solutions for different time scales
are different because they are specific realizations of a random process, but their statistical
properties do not change, as can be seen by averaging over many realization. See figure 2.2 The
variance around the mean position of the freely diffusing random walker obtained by averaging
over 10,000 trajectories, are roughly the same, independent of ∆t. Normally, the time step
∆t should be much smaller than the characteristic timescales of the stochastic process to be
simulated. If ∆t is comparable to or larger than the smallest timescale, the numerical solution
will not converge and will typically show a nonphysical oscillatory or divergent behavior.

2.2 Ballistic to Diffusive Regime

Ballistic motion refers to the motion of a deterministic classical particle. At the very beginning,
when the particles has not suffered any collisions or interactions with the heat bath particles,
the motion of Brownian particle will be ballistic.[7] Now we consider the Brownian motion
of real particles. A microscopic particle immersed in a fluid undergoes diffusion because it
collides with the surrounding fluid molecules such that each collision alters the velocity of the
particle, which then drifts in a random direction until the next collision. After a huge number
of such events the direction and speed of the particle are effectively randomized. There are two
main parts to Einstein’s investigation of the atomic theory of Brownian motion. The first part
is mathematical; an equation is derived that explains the diffusion of a suspended Brownian
particle through a fluid medium. The second part is a physical argument, and it associates the
measurable rate of the diffusion of the particle to other physical quantities, such as Avogadro’s
number and the universal gas constant. These collisions also limit the particle’s average kinetic
energy to kB T /2 for each degree of freedom in accordance with the equipartition theorem.
The diffusion and friction coefficients, D and γ, respectively, are closely related to the average
kinetic energy by the Einstein relation γD = kB T .
The rate at which the concentration of diffusing particles changes with time is equal to the
flow into the region less the flow out. Each flow depends on the flux of particles, or flow per unit
area. The flux of particles in a fluid from point to point is directly proportional to the difference

7
Figure 2.1: Values of Wi for time scales ∆t = 1, 0.5, 0.1 respectively.We can see how the values
increase and diverge as ∆t → 0.

8
Figure 2.2: Solutions of the finite difference free diffusion equation. These solutions
differ because they are particular realizations of a random process. Their statistical properties
donot change as they can be seen in the last figure which show gaussian distribution of random
walk over 10,000 realisations.

9
Figure 2.3: DIFFUSION of Brownian particles (color) through a transparent liquid or gas is
shown at successive times. The particles begin diffusing from a permeable membrane inserted
in the middle of the box. The bell-shaped curve on each box is a graph of the relative density
of the particles for each point along the horizontal dimension of the box. Ref.[[6]]

in the concentrations of the particles at the two points. The coefficient of proportionality is
called the diffusion coefficient, or D.
kB T
D= (2.4)
γ
The mathematical formulation of these physical states leads to a differential equation called
the diffusion equation.

∂f (x, t) ∂ 2 f (x, t)
=D (2.5)
∂t ∂ 2x

The equation can be solved if the initial position of the diffusing substance and the boundaries
of the space accessible to the substance are specified. The solution is a mathematical expression
that gives the concentration of the diffusing substance at every point in the space for every time.
For example, if the diffusing substance is initially concentrated on the surface of a permeable
membrane that divides a box in two at its center, the solution of the diffusion equation is a
family of bell-shaped curves. The center of each curve coincides with the center of the box, and
as time passes the curve becomes broader and flatter. See figure(2.3)

Langevin equation describing the resulting motion is,

q
mẍ(t) = −γ ẋ(t) + 2kB T γW (t) (2.6)
This equation can be numerically solved by considering the corresponding finite difference
equation,
xi − 2xi−1 + xi−2 xi − xi−1 q 1
m 2
= −γ + 2kB T γ √ wi (2.7)
(∆t) ∆t ∆t
whose solution for xi is
√
2 + ∆t(γ/m) 1 2kB T γ
xi = xi−1 − xi−2 + (∆t)3/2 wi (2.8)
1 + ∆(γ/m) 1 + ∆t(γ/m) m[1 + ∆t(γ/m)]

10
Figure 2.4: Brownian motion in inertial regime . First one is the trajectory of a Brownian
particle described by the Langevin equation with inertia (equation 2.6), when the timescales
are smaller than or comparable to τ , the difference is evident. Second Trajectory simulated
for much longer times than τ . The particle parameters are R = 1µm, density = 2.6x103 ,
η = 0.001, T = 300K

The ratio τ = m/γ is the momentum relaxation time which is the time scale of the transition
from smooth ballistic behaviour to diffusive behaviour. The time τ is very small, typically on
the order of a few nanoseconds. We note that τ is orders of magnitude smaller than the time
scales of typical experiments. Only since 2010 has it been possible to experimentally measure
the position of particle sufficiently fast to probe its instantaneous velocity and the transition
from the ballistic to the diffusive regime. For short times, the ballistic regime of Brownian
motion is observed, in contrast to the usual diffusive regime. Thus, it is often possible to drop
the inertial term (the term containing mass, i.e, set m=0) in equation(2.6)
√
ẋ(t) = 2DW (t) (2.9)
In terms of finite difference equation,
√
xi = xi−1 + 2D∆twi (2.10)
This introduces an error in the estimation of D, which however, decreases exponentially
in τ with a characteristic time dictated by the momentum relaxation time. As a reason of
this exponential decay, considering that τ is in the order of microseconds for small colloidal
particles and typical experiments are performed on time scales of milliseconds and longer,
this error can be safely ignored in most experiments, and the motion of the particle is often
considered overdamped.
Equation (2.10) is a very good approximation to Brownian motion for long time steps (∆ t ≫
τ ) but it shows clear deviations at short time scales(∆ t ≤ τ ). In the figure (2.4) we compare
two trajectories with and without inertia using same method used in white noise.
For short times [see first Fig.2.4], the trajectory of a particle with inertia appears smooth
with a well-defined velocity which also changes smoothly. For long times [see second Fig. 2.4]
the trajectory with inertia show behavior of the diffusion of a Brownian particle—they appear
jagged because the microscopic details are not resolvable.
For better understanding of the free diffusion of a Brownian particle and the differences be-
tween the inertial and non-inertial regimes, we analyze some statistical quantities that are de-
rived from the trajectories, namely, the velocity autocorrelation function and the mean square
displacement of the particle position.

11
Figure 2.5: Brownian motion in diffusive regime. The first figure shows the trajectory
when ∆t << τ In the absence of Inertia, trajectory is ragged. For longer time steps, they are
very jagged, because the microscopic details are not resolvable.These trajectories are computed
using 2.10
.

2.2.1 Mean Square Displacement

The Mean square displacement (MSD) quantifies how far a particle moves from its initial posi-
tion and it is an experimentally measurable quantity closely related to the particle’s diffusion
coefficient D. In one dimension, the MSD can be calculated as the time average of the particle’s
position. For ballistic motion, the mean square displacement is proportional to t2 , and for
diffusive motion it is proportional to t.[9]

Einstein’s theory predicts that ⟨[∆x(t)]2 ⟩ = 2Dt , where ⟨[∆x(t)]2 ⟩ is the mean-square
displacement (MSD) in one dimension of a free Brownian particle during time t. This equation
is valid only when ∆t ≫ τ . The mean square displacement can be measured as,

⟨x(t)2 ⟩ = [x(t′ + t) − x(t′ )]2 (2.11)

which can be calculated from trajectory as,

⟨x2n ⟩ = [xi+n − xi ]2 (2.12)

The reason that the ensemble average and the time average coincide is ergodicity of the
system. Refer fig 2.6.
At short times (t ≤ τ ) , ⟨x2n ⟩ is quadratic in t, and for longer times (t ≫ τ ) ⟨x2n ⟩ becomes
linear. This transition from ballistic to diffusive motion take place on a time scale τ . In the
absence of inertia (dashed line), ⟨x2n ⟩ is always linear.

2.2.2 Velocity Autocorrelation Function

The velocity autocorrelation function provides a measure of the time it takes for the particle
to “forget” its initial velocity and can be defined as

Cv (t) = v(t′ + t)v(t′ ) (2.13)

12
Figure 2.6: Mean square displacement measurements of the solutions with inertia (black dashed
line) and without inertia (cyan dots).Ref.[[14]]

Figure 2.7: The velocity autocorrelation function. Ref.[[14]]

where the bar represents time average. From the simulations, Cv becomes the discrete function.

Cv,n = vi+n vi (2.14)

where vi = (xi+1 − xi )/∆t. The solid line in Fig. 2.7 depicts the velocity autocorrelation
function for a Brownian particle with inertia and shows that Cv (t) decays to zero with the time
constant s, indicating the time scale over which the velocity of the particle becomes uncorrelated
with its initial value. The dashed line in Fig.2.7 represents cv (t) for a trajectory without inertia,
which drops immediately to zero demonstrating that, in the absence of inertia, the velocity is
uncorrelated over all times and thus does not have a characteristic time scale.

13
Chapter 3

OVERDAMPED BROWNIAN
MOTION

Computational modelling has bought many useful contributions to the field of optical tweezers.
One aspect in which it can be applied is the simulation of the dynamics of particles in optical
tweezers. This can be useful for systems with many degrees of freedom, and for the simulation of
experiments.In order to stabilize the behavior of noisy systems, confining it around a desirable
state, an effort is required to suppress the intrinsic noise.
The motion of a Brownian particle in solution is strongly affected by thermal agitation from
collisions with the surrounding fluid molecules, that results in well-defined random dynamics
dependent on fluid temperature and viscosity.

3.1 Brownian particle in an optical trap

3.1.1 Optical Tweezers
Optical tweezers offer an ideal platform to study Brownian dynamics because the focused laser
field introduces deterministic optical forces and torques. By recording the movement of a
trapped Brownian particle, it becomes possible to probe local environmental properties such
as viscosity and temperature . The use of Optical Traps is particularly useful, for example,
to study the physical or chemical properties of cells, to characterize the properties of colloidal
particles, and to analyze single molecules or atoms. Since its discovery, optical trapping has
revolutionized research many fields, such as cell biology, biophysics, nanotechnology, and single
molecule physics. As a result, its inventor, Arthur Ashkin, received the Nobel Prize in Physics
in 2018.

Optical tweezers also yield the changes in displacement that accompany the application (or
generation) of forces and torques. Accordingly, these experiments allow direct access to the
work done on or by the system of interest. Other methods have been used to accomplish these
same tasks, such as atomic force microscopy and magnetic tweezers. Atomic force microscopy
employs higher forces (greater than 100 pN), whereas magnetic tweezers are better suited for
low- force applications (sub- piconewtons). However, in some applications of single- molecule
, atomic force microscopy can be limited by its force resolution; magnetic tweezers, although
affording the simultaneous manipulation of many molecules on a surface, have lower spatial and
temporal resolution when compared with optical tweezers. Therefore, because of their force (or
torque), spatial and temporal resolution, and versatility and dynamic range, optical tweezers
are the methodof choice in many biophysical applications.

14
Figure 3.1: Basic Optical Tweezer Setup DM: Dichroic mirror. M: mirror. O: microscope
objective. C: Condenser.
[4]

An optical trap is formed in the proximity of the focal spot of a highly focused laser beam
and momentum is transferred from light to the particle. Since the light is bent when it passes
through the particle, it experiences a change in its momentum and therefore produces a recoil
of the particle. The rate of change of momentum(force) can be measured directly from the
deflection of the trapping beam using a position- sensitive photodetector. When an object
encounters a beam of light, there are two forces exerted by the light on the object: the gradient
force and the scattering force. Under the appropriate conditions, the particle can be trapped
in three dimensions as the focused laser beam produces three independent harmonic traps in
the three orthogonal spatial directions.[3]

The most important component of an optical trap is the objective lens, which focuses the
trapping beam into the sample chamber. In most opticaltweezers experiments, the sample of
interest is too small to interact significantly with the trapping light. Instead, the system must
be tethered to a micron- sized bead.
A standard layout of optical tweezers is shown in Fig.3.1. A high- power laser generates the
beam of light used to create the trap. The beam is expanded by a telescope and then passed
into a high numerical aperture objective lens (which can be water or oil immersion) that focuses
it into a diffraction- small spot — the optical trap — inside a sample chamber. The condenser
lens collects the transmitted light, and then imaged onto a position- sensitive detector used to
measure the displacements of the trapped particle and the force exerted on it.

15
Need for simulation Since it is usually straightforward to calculate the optical force on a
trapped particle, it is possible to characterise the trap by determining the force as a function of
position of particle. [2]This appears to provide complete information about the trap, it doesn’t
answer all questions about the trap. In particular, the dynamics of a particle in the trap de-
pend on its interaction with the surrounding environment in addition to optical force. For large
degrees of freedom, the number of required calculations is more. Therefore, it is necessary to
include simulations to gain information from a force map.

A Brownian particle in an optical trap is in dynamic equilibrium with the thermal noise
that pushes it out of the trap and the optical forces driving it toward the center of the trap.
The time scale upon which the restoring force acts is given by the ratio ϕ = γ/k and is typically
much greater than τ . To learn the dynamics of the Brownian particle in the trap, it is more
convenient to employ the non-inertial approximation to Brownian motion so that the only
relevant time scale is ϕ, so that we can employ a relatively large time step ∆t > τ . The time
step ∆t should still be significantly smaller than ϕ, because, if ∆t ≥ ϕ , the numerical solution
doesn’t converge and typically shows a divergence or an unphysical oscillatory behavior .
A Brownian particle that is held in an optical trap can be modeled by a Langevin equation
with a restoring force given by,
√
mẍ(t) = −kx − γ ẋ(t) + 2DW (t) (3.1)
where k is the stiffness of the optical trapping potentialthen the corresponding finite differ-
ence equation after dropping the inertial term (m=0) is,
s
k 2kB T ∆t
xi = xi−1 + xi−1 ∆t + wi (3.2)
γ γ
In 3 dimension, this this equation can be written as,
√
⃗˙ = − 1 ⃗k · ⃗r(t) + 2DW
r(t) ⃗ (t) (3.3)
γ
where ⃗r = [x, y, z] represents the position of the particle , ⃗k = [kx , ky , kz ] is the trap stiffness
and W⃗ = [Wx , Wy , Wz ] is the white noise vector. The corresponding finite difference equation
is,
1 √
⃗ − ⃗k · ⃗ri−1 ∆t + 2D∆twi
r⃗i = ri−1 (3.4)
γ
where r⃗i = [xi , yi , zi ] represents the position of particle at time ti and wi = [wi,x , wi,y , wi,z ]
is a vector of Gaussian random numers with zero mean and unit variance.

The line in figure (3.2) shows a simulated trajectory of a brownian particle in an optical
trap. The fact that trapping stiffness along the beam propagation axis (z) is smaller than
that in the perpendicular plane which is commonly observed in experiments and is due to the
presence of scattering forces along z.
Several important properties can be computed from the trajectory of a Brownian particle
in an optical trap:

Probability Distribution At thermodynamic equilibrium, the probability distribution of a

Brownian particle in a potential U(x) obeys Boltzmann distribution:

U (x)
p(x) ∝ exp(− ) (3.5)
kB T

16
Figure 3.2: Simulation trajectory of a Brownian particle in an Optical trap. The particle
explores an elipsoidal volume around the center of the trap. (kx = ky = 1.0x10−6 f N/m, kz =
0.2x10−6f N/m )

17
Figure 3.3: The probability distributions of finding the particle in trap when kx = 1X10− 6, ky =
5X10− 7 and kx = ky = 1X10− 6 respectively. They follow a two dimensional Gaussian distri-
bution around the trap center.

where U(x) = 21 kx2 in a harmonic trapping potential.

Positional Autocorrelation function The position autocorrelation function indicates how

long it takes for a particle to forget its current location. It is expressed as,

Cx (t) = ⟨x(t′ + t)x(t)⟩ (3.6)

In a harmonic trapping potential,

kB T kt
Cx (t) = exp(− ) (3.7)
k γ
As the stiffness increases, the particle undergoes a stronger restoring force and the correlation
time decreases, since the particle explores a smaller phase-space. Comparing with the free
diffusion case, the mean square displacement [see Fig.3.5)] does not increase indefinitely but
reaches a plateau because of the confinement imposed by the trap. The transition from the linear
growth corresponding to the free diffusion behavior and the plateau due to the confinement
occurs at about ϕ
.

18
Figure 3.4: (a)The position autocorrelation function of a trapped particle.(b)The mean square
displacement. Ref[[14]]

Figure 3.5: As the trap stiffness kxy increases, the particles become more and more confined
as shown by the theoretical (solid curve) and numerical (symbols) variance σxy of the particle
position around the trap center in the y-plane. Ref[[14]]

Positional variance This indicates how much the particle position deviates from the center
of the trap during its motion. σ 2 (x) = ⟨x2 ⟩ In the harmonic potential trap,
kB T
σ 2 (x) = (3.8)
k
It is possible to increase the stiffness of the trap by increasing the optical power, thereby im-
proving the confinement of particle. The stiffness can be quantified by calculating the variance
2
σxy of the particle position around the trap center in the y-plane. In the figure(3.5) variance is
2
shown as a function of k. It can be seen that σxy ∝ 1/kxy .

3.2 Kramer’s Transitions

By following the approach we have discussed yet, readers can study other phenomena where
more complex forces act on the particle. Equation (1.1) can be generalized to
1 √
ẋ(t) = F (x(t), t) + 2DW (t) (3.9)
γ
where F(x(t),t) represents a force that is acting on that can vary in both space and time.
In case of optical traps, it is equal to -kx(t).

19
 Figure 3.6: A double well potential.

Kramer’s problem deals with the dynamics of the escape of a Brownian particle from a
potential well, over an energy barrier.The Kramers problem is an anharmonic oscillator problem.
[8] It is possible to study several statistical phenomena such as a double well potential.

Double well potential Consider the equation of double well potential,

V0 2
(q − 1)2
V (q) = (3.10)
4
This potential has minima at q = ±1 and a maximum at q=0. See fig.(3.6)

Kramers problem involves the passage of a particle initially in one well to the other. The
dynamics of a classical particle of mass m in a potential U(x), with damping γ , can be
summarized as[10]
∂U (x)
mẍ(t) = − − γ ẋ + η(t) (3.11)
∂x
where η(t) is the fluctuating described by white noise. In the strongly damped limit, this
equation reduces to Langevin’s equation,

∂U (x)
γ ẋ = − + η(t) (3.12)
∂x
For example, consider the double well potential such as: U (x) = ax4 /4 + bx2 /4. Therefore
it produces a force, F (x) = −ax3 + bx.
The optically induced potential wells constructed in the present experiments are formed by
focusing two parallel laser beams through a single objective lens. Each beam creates a stable
three dimensional trap as a result of electric field gradient forces exerted on the particle.
In finite difference equation, it can be written as,
(ax3 + bx) √
xi = xi−1 − xi−1 ∆t + 2D∆tW (t) (3.13)
γ
There are two equilibrium positions located at the potential minima and separated by a po-
tential barrier between which the Brownian particle can jump (Kramers transitions), as shown
by the trajectory shown in Fig.3.7. As the potential barrier decreases and/or the temperature
increases, the jumps become more frequent. Because the double-well potential is symmetric,
the residence times are equal for the two equilibrium positions.

20
Figure 3.7: Kramer’s Transition.Dynamic transition between two equilibrium positions in a
double well potential with a = 1.0X10−6 N/m3 andb = 1.0X10− 6N/m3 .

21
Chapter 4

CONSTRUCTIVE ROLE OF NOISE

Random noise is typically thought of as the enemy of order rather than as a constructive influ-
ence. Noise introduces disorder and random fluctuations into any type of system; and in many
cases this is deleterious for the system performance. In recent years considerable and increasing
attention has been focused on the constructive role of noise in nature:the influence of noise is
not limited to destructive and thermodynamic effects, but can have positive outcomes. Exam-
ples include stochastic resonance, in which the addition of noise to an input signal improves
the output signal to noise ratio : SNR, Brownian ratchets and motors, in which the thermal
jiggling of a Brownian particle can be rectified by a periodic asymmetric or oscillating potential
etc.

4.1 Stochastic Resonance

Users of modern communication devices are annoyed by any source of background hiss. Under
certain circumstances, however, an extra dose of noise can actually help rather than hinder the
performance of some devices. There is a name for the phenomenon: stochastic resonance. Noise
and Brownian motion can facilitate transmission of information via Stochastic Resonance. This
effect requires three basic ingredients: (i) an energetic activation barrier or, more generally, a
form of threshold; (ii) a weak coherent input (such as a periodic signal); (iii) a source of noise
that is inherent in the system, or that adds to the coherent input. The response of the sys-
tem undergoes resonance-like behavior as a function of noise level; hence it is given the name
stochastic resonance. Stochastic resonance has been observed in a large variety of systems,
including bistable ring lasers, semiconductor devices, chemical reactions, and mechanoreceptor
cells in the tail fan of a crayfish.[17]

Consider a heavily damped particle of mass m and viscous friction γ, moving in a symmetric
double well potential V(x). ∆V is the height of potential barrier seperating the two minima
and D = kB T is the noise strength.
If we apply a weak periodic forcing to the particle, the double-well potential is tilted asym-
metrically up and down, which periodically raises and lowers the potential barrier, as shown
in Fig. 1(4.1). Although the periodic forcing is too weak to make the particle roll periodically
from one potential well into the other one, noise induced hopping between the potential wells
can become synchronized with the weak periodic forcing. This statistical synchronization takes
place when the average waiting timeTK (D) = 1/rk between two noise-induced interwell tran-
sitions is comparable with half the period TΩ of the periodic forcing where rK is the Kramer’s
rate. This yields the time-scale matching condition for stochastic resonance.

2TK (D) = TΩ (4.1)

22
 Figure 4.1: Stochastic resonance in a symmetric double well.

In short, stochastic resonance in a symmetric doublewell potential manifests itself by a syn-

chronization of activated hopping events between the potential minima with the weak periodic
forcing.

We consider the overdamped motion of a Brownian particle in a bistable potential in the

presence of noise and periodic forcing.

F (x(t), t) = −ax3 + bx + csin(2πf t) (4.2)

Here f is the oscillating frequency and c is magnitude of oscillating force. Then,

ẋ(t) = −V ′ (x) + csin(2πf t) + η(t) (4.3)

V(x) denores the reflection symmetric quadratic potential. The potential V(x) is bistable with
minima located at ±xm , with xm = 1. If f is comparable to the Kramers jump frequency, there
can be a partial synchronization of the jumps with the oscillating force. This synchronization
strongly depends on the temperature of the system. At low temperatures, the particle cannot
jump over the potential barrier because the intensity of the noise is not large enough. At high
temperatures, the particle is not remarkably affected by the force modulation. Hence, there is
an optimal temperature at which the synchronization occurs.

4.2 Stochastic resonance damping

Usually in the presence of a background noise an increased effort put in controlling a system
stabilizes its behavior. Hardly, it is thought that an increased control of the system can lead to a
looser response and, therefore, to a poorer performance. Strikingly there are many systems that
show this weird behavior; examples can be seen in physical, biological, and social systems. Here
we show that such a mechanism, named stochastic resonant damping, can be provided by the

23
interplay between the background noise and the control exerted on the system. While stochastic
resonance is concerned with the maximization of the SNR, stochastic resonant damping is
engaging with the minimization of the system output variance. [15]Here,

F (x(t), t) = −k[x(t) − xc sin(2πf t)] (4.4)

For some conditions, namely, when the magnitudes of f and ϕ− 1 are comparable, such an
oscillation leads to the counterintuitive result that the variance of the particle position increases
as the trap stiffness increases.

4.3 Brownian motors

Biological molecular motors achieve directed motion and perform work in an environment dom-
inated by thermal noise and in most cases incorporate thermally driven motion into the motor
process. Inspired by bio-molecular motors, many other motor systems that incorporate thermal
motion have been developed and studied. These motors are broadly referred to as Brownian
motors. Generally, a motor is a machine that can convert energy (chemical, thermal, electrical,
etc.) into mechanical work. A wide range of biological processes in the cell, such as cell division
and DNA-replication, rely on a combination of protein-bases molecules that undergo directed
transport, i.e. motion in a specific direction. These special molecules are referred to as molec-
ular motors.Because of the ubiquity and functional importance of molecular motors to a broad
range of biological processes, there has been considerable effort to understand molecular motors
on basic physical level. With revolutionary advances in experimental resolution, such as optical
tweezers and fluorescence-based microscopy, single-molecule observations of active molecular
motors have inspired many successful models of biological molecular motors. In addition to
bio-molecular motors, many other theoretical and experimental Brownian motors have been
developed.
Brownian motor trasports in a Brownian environment. It’s dynamical behaviour can be de-
scribed using Langevin’s formalism. They make the transport in a prefferential direction since
it is designed such that it rectifies the unbiased fluctuations into a directed motion. The basic
criterion for the operation of such motors are[12]:

ˆ The system has to be driven away from thermal equilibrium by an additional deterministic
or stochastic perturbation.

ˆ Breaking of the spatial inversion symmetry.(Asymmetry)

Here we discuss one of the Brownian motors.

4.3.1 Flashing Ratchet

One of the simplest established Brownian ratchets is the flashing ratchet, which incorporates a
periodic, spatially asymmetric saw-tooth potential energy landscape that is temporally switched
on and off. The energy landscape is shown in Figure 4.2, where there are alternating steep
upward slopes and shallow downward slopes that generate a series of asymmetric peaks and
valleys. [5]
The flashing ratchet functions as follows: At first, the ratchet potential is on such that
particles are confined to the valley’s of the potential. The potential is then switched off, and
the particles start to diffuse isotropically about their equilibrium center of mass. After a
definite amount of time, the potential is switched back on, and because of the asymmetry of
the potential, more particles get trapped in the valley to the right of the original valley than

24
 Figure 4.2: The flashing ratchet.

to the left of the valley. This leads to a shift in the center of mass of the particle distribution
and hence net transport. The ratchet not only achieves transport in a noisy environment, but
also it relies on the diffusive motion of particles to spread the distribution in the off-state. Here
Asymmetry is accomplished by the potential shape, introduces directionality into the system.
Free energy input is obtained by switching the potential on and doing work on particles to
confine them, takes the system out of equilibrium.

25
Chapter 5

CONCLUSION

Computational modelling has made many useful contributions to the field of Science. Whether
or not it is desirable, noise arises in the descriptions of physical systems, and it arises in a
variety of forms and contexts. The significance of noise is mainly in small systems. So far we
discussed the idea of Brownian motion and the equation describing the motion of brownian
particles, i.e, The Langevin Equation.
Brownian motion is then simulated by using finite difference algorithm and computational
software python. Hence the effect of white noise and random walk at different time scales is
obtained. We then simulated Brownian motion in inertial and non-inertial regimes and the
corresponding difference is studied using momentum relaxation time.
Further Brownian motion is observed in overdamped conditions by trapping it in optical traps.
This gave the conclusion that particle is more confined when the trap stiffness is increased. An
optically trapped Brownian particle is a sensitive probe of molecular and nanoscopic forces.
An understanding of its motion, which is caused by the interplay of random and deterministic
contributions, can lead to greater physical insight into the behavior of stochastic phenomena.
Since noise is usually seen as a hindrance, the counterintuitive case of using noise as a construc-
tive effect is observed.We outline how to use simulations of optically trapped Brownian particles
to gain understanding of nanoscale force and torque measurements, and of more complex phe-
nomena, such as Kramers transitions, stochastic resonant damping, stochastic resonance and
Brownian motors.

26
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[3] Carlos Bustamante, Yann Chemla, Shixin Liu, and Michelle Wang. Optical tweezers in
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[15] Giovanni Volpe, Sandro Perrone, J. Rubi, and Dmitri Petrov. Stochastic resonant damping
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.1 APPENDIX
.1.1 SIMULATION CODES
Here we provide codes to perform simulations in this thesis. The software used is python and
each case can be modified according to our requirement.

SIMULATION OF WHITE NOISE

from numpy import *

from pylab import *
N=50
w=randn (N)
dt=1
W=z e r o s (N)
t=z e r o s (N)
f o r i i n r ange (N ) :
W[ i ]=w[ i ] / s q r t ( dt )
t [ i ]= t [ i =1]+dt

p l o t ( t ,W, ’ . ’ , c o l o r =’ r ’ )
xlabel ( ’ t ’)
y l a b e l ( ’W( i ) ’ )
t i t l e ( ’ dt = 0 . 1 ’ )
a x i s ( ’ equal ’ )
show ( )
The time steps can be changed in the command dt=()

Free diffusion Trajectories

from numpy import *

from pylab import *
N= 200
w= randn (N)
dt=1
x , t =0 ,0
x=z e r o s (N)
t=z e r o s (N)
f o r i i n r ange (N= 1):
x [ i +1]=x [ i ]+ s q r t ( dt ) * w[ i +1]
t [ i +1]= t [ i ]+ dt

28
plot ( t , x , ’ r ’ )
xlabel ( ’ t ’)
ylabel ( ’x( i ) ’)
t i t l e ( ’ dt = 0 . 0 1 ’ )
a x i s ( ’ equal ’ )
show ( )
Appropriate time steps can be provided in command dt=()

Gaussian distribution of Random walk

import numpy as np
from m a t p l o t l i b import p y p l o t as p l t

N = 1000 # Number o f s t e p s
n = 10000 # Number o f c o p i e s
r = np . random . randn (N, n)# Random s t e p s with a Gaussian d i s t r i b u t i o n
x = [ np . cumsum ( r , a x i s =0)]# Computing t r a j e c t o r i e s from random numbers
p l t . f i g u r e ( f i g s i z e =(10 ,6))
f o r subplot , t r a j e c t o r i e s in zip ( [ 1 ] , x ) :
p l t . p l o t ( t r a j e c t o r i e s [ : , : 1 0 0 ] , l i n e w i d t h =0.1 , c o l o r =’#E66C00 ’ )
p l t . ylim ( [ = 1 4 0 , 1 4 0 ] )
p l t . x l a b e l ( ” Time ” , f o n t s i z e =20)
p l t . y l a b e l ( ’ $ x $ ’ , f o n t s i z e =10)
p l t . t i t l e ( ’ Gaussian d i s t r i b u t e d s t e p s ’ , f o n t s i z e =20)
p l t . show ( )
FROM BALLISTIC MOTION TO BROWNIAN DIFFUSION
Inertial Regime

from numpy import *

from pylab import *
N=10000 #no . o f samples
x , t =0 ,0 #i n i t i a l c o n d i t i o n s
dt=1e =10
R=1e =6 #Radius o f p a r t i c l e
T=300 #Temperature
e t a =0.001# v i s o s i t y o f f l u i d
d=2.6 e+3 #d e n s i t y
kb =1.38 e =23 #boltzman ’ s c o n s t a n t
gamma=6* p i *R* e t a
m= 4/3 * p i * (R * * 3) * d #mass
tau=m/gamma

x=z e r o s (N)
t=z e r o s (N)

f o r i i n r ange (N ) :
r=s q r t ( 2 * kb *T*gamma ) / (m+dt *gamma) * randn ( )
x [ i ]= (2+ dt *gamma/m)/(1+ dt *gamma/m) * x [ i = 1] = 1/(1+ dt *gamma/m) * x [ i =2]+ r
t [ i ]= t [ i =1]+dt

29
p r i n t ( tau )

p l o t ( t / tau , x * 1 e = 9 , ’m’ )
x l a b e l ( ’ t / tau ’ )
y l a b e l ( ’ x [nm ] ’ )
t i t l e ( ’ dt<<tau ’ )
show ( )
Suitable timesteps should be input from the keyboard.

Diffusive Regime

from numpy import *

from pylab import *
N= 10000
dt=f l o a t ( i n p u t ( ’ Timestep : ’ ) )
T=300
R=1e =6
e t a =0.001
kb =1.38 e =23
gamma=6* p i *R* e t a
D=kb *T/gamma
m=1e =14
tau=m/gamma
x=z e r o s (N)
t=z e r o s (N)
f o r i i n r ange (N= 1):
x [ i +1]=x [ i ]+ s q r t (2 *D* dt ) * randn ( )
t [ i +1]= t [ i ]+ dt

p r i n t ( tau )
p l o t ( t / tau , x * 1 e = 9)
x l a b e l ( ’ t / tau ’ )
y l a b e l ( ’ x [nm ] ’ )
t i t l e ( ’ dt< tau ’ )
xlim ( = 1 ,10)
show ( )
Required time step should be inputed.

BROWNIAN MOTION IN AN OPTICAL TRAP

import m a t p l o t l i b . p y p l o t as p l t
from numpy import *
from pylab import *
from m p l t o o l k i t s import mplot3d
ax=p l t . a x e s ( p r o j e c t i o n =”3d ” )
N=1000
dt=1e =3
R=1e =6
T=300
e t a =0.001

30
kx , ky , kz=1e = 6 ,1 e = 6 ,0.2 e =6
kb =1.38 e =23
gamma=6* p i *R* e t a
D=kb *T/gamma
t= a ra nge ( 0 , (N= 1) * dt , dt )
#t=z e r o s (N)
x , y , z= z e r o s (N) , z e r o s (N) , z e r o s (N)

f o r i i n r ange (N ) :
x [ i ] = x [ i = 1] = kx * dt /gamma* x [ i = 1]
y [ i ] = y [ i = 1] = ky * dt /gamma* y [ i = 1]
z [ i ] = z [ i = 1] = kz * dt /gamma* z [ i = 1]
x [ i ] = x [ i = 1] + s q r t (2 *D* dt ) * randn ( )
y [ i ] = y [ i = 1] + s q r t (2 *D* dt ) * randn ( )
z [ i ] = z [ i = 1] + s q r t (2 *D* dt ) * randn ( )
#t [ i +1]= t [ i ]+ dt

ax . p l o t ( x , y , z )
ax . s e t x l a b e l ( ’ x [m] ’ )
ax . s e t y l a b e l ( ’ y [m] ’ )
ax . s e t z l a b e l ( ’ z [m] ’ )
#a x i s ( ’ equal ’ )
show ( )
Probability distribution

import numpy as np
from m a t p l o t l i b import p y p l o t as p l t
T = 300 # Temperature
kB = 1 . 3 8 e =23 # Boltzmann c o e f f i c i e n t
R = 1 e =6 # Radius o f th e Brownian p a r t i c l e
kx = 1 e =6 # S t i f f n e s s o f t he o p t i c a l t r a p a l o n g x
ky = 1 e =6 # S t i f f n e s s o f t he o p t i c a l t r a p a l o n g y
gamma = 0 . 0 0 6 * np . p i *R # Drag c o e f f i c i e n t o f th e medium
N = i n t ( 1 e5 ) # Simulation steps
dt = 1e =3 # Time s t e p

x = np . z e r o s (N) # I n i t i a t e d t r a j e c t o r y array x
y = np . z e r o s (N) # I n i t i a t e d t r a j e c t o r y array y
Wx=np . random . randn (N) # Gaussian d i s t r i b u t e d random numbers
Wy=np . random . randn (N) # Gaussian d i s t r i b u t e d random numbers

f o r i i n r ange (N= 1):

x [ i +1] = x [ i ] = kx * x [ i ] * dt /gamma + np . s q r t (2 * kB *T* dt /gamma) *Wx[ i ]
y [ i +1] = y [ i ] = ky * y [ i ] * dt /gamma + np . s q r t (2 * kB *T* dt /gamma) *Wy[ i ]

### P l o t t i n g t h e 2D t r a j e c t o r y

p l t . f i g u r e ( f i g s i z e =(10 ,10))
p l t . p l o t ( x * 1 e9 , y * 1 e9 , ’ . ’ , c o l o r =’g ’ , m a r k e r s i z e =0.6)
p l t . a x i s ( ’ equal ’ )

31
p l t . show ( )
The value of trap stiffness can be changed inorder to trap the particle in different direction.

Kramer’s Transition

import numpy as np
from m a t p l o t l i b import p y p l o t as p l t
T = 300 # Temperature
kB = 1 . 3 8 e =23 # Boltzmann c o e f f i c i e n t
R = 1 e =6 # Radius o f th e Brownian p a r t i c l e
kx = 1 e =6 # S t i f f n e s s o f t he o p t i c a l t r a p a l o n g x
ky = 5 e =7 # S t i f f n e s s o f t he o p t i c a l t r a p a l o n g y
gamma = 0 . 0 0 6 * np . p i *R # Drag c o e f f i c i e n t o f th e medium
N = i n t ( 2 e +6)
dt = 1e =4
a=1e7
b=1e =6

x = np . z e r o s (N)
t = np . a ra nge ( 0 , N* dt , dt )
Wx=np . random . randn (N)
f o r i i n r ange (N= 1):
l= np . s q r t (2 * kB *T* dt /gamma) *Wx[ i ]
x [ i +1] = x [ i ] = a * dt /gamma * ( x [ i ] ) * * 3 + b * dt /gamma * ( x [ i ])+ l

p l t . p l o t ( t , x * 1 e = 9, m a r k e r s i z e =0.6)
plt . xlabel ( ’ t [ s ] ’)
p l t . y l a b e l ( ’ x [nm ] ’ )
p l t . show ( )

32