Stefano
Villa
*a and
Maurizio
Nobili
b
aMax Planck Institute for Dynamics and Self-Organization, 37077 Göttingen, Germany. E-mail: stefano.villa@ds.mpg.de
bLaboratoire Charles Coulomb (L2C), UMR 5221 CNRS-Université de Montpellier, Montpellier, France. E-mail: maurizio.nobili@umontpellier.fr
First published on 24th July 2025
Brownian motion in confined systems is widespread in soft matter physics, biophysics, statistical physics and related fields. In most of these systems, a Brownian particle cannot freely diffuse in the space but is confined by a potential well in a limited range of positions. When performing data analysis, typically the harmonic assumption is made, assuming that in the regions explored by the particle during its dynamics, the confining potential is fairly well described by a harmonic potential. This is however not valid a priori. In this work, it is shown how the diffusion coefficient and the potential width obtained through standard analysis underlying a harmonic approximation are affected by increasing errors when moving away from the conditions under which harmonic approximation is legitimate. These observations motivate the research of a more general method for properly obtaining the diffusion coefficient for a particle diffusing in a generic potential well. Here, a method is proposed that allows retrieving the correct diffusion coefficient by comparing the original data and ad hoc simulations without any a priori knowledge of the potential.
In the present work, we propose a method to disentangle the viscous dominated behavior at short time scales from the potential dominated one at large time scales for a Brownian particle in a generic non-harmonic potential. We focus on two examples of potentials whose non-harmonic terms are tuned by control parameters. We computionally generate particle Brownian displacements and MSD in a fluid with given viscosity and external potential. The diffusion coefficient and plateau values, retrieved from the best fit of the full MSD assuming a harmonic potential, are then compared with the nominal ones to quantify the error underlying the harmonic assumption during the analysis. Building up on these results, a general method for obtaining the appropriate diffusion coefficient independent of the specific expression of the confining potential is proposed.
It must be noted that in some real systems – especially in biological ones – anomalous diffusion is present.18,19,26–28 The present work focuses on the simpler case of normal diffusion, but the proposed method can be extended to a wider plethora of phenomena, upon a proper adaptation of the simulation.
Noting U(x) as the conservative potential acting on the particle and as the stochastic force, where W(t) is the white noise, the Langevin equation is written as:
![]() | (1) |
![]() | (2) |
At first, the case of a harmonic potential U(x) = mω02(x − x0)2/2 is considered, where x0 and ω0 are the equilibrium position and the characteristic frequency of the harmonic potential, respectively. In this case, an analytical expression for the MSD can be found23,29 as:
![]() | (3) |
When ω0 ≪ ωμ, the MSD results in the simpler expression:
![]() | (4) |
Eqn (4) is commonly employed as the fitting function of the MSD in order to obtain the drag coefficient of particles confined in harmonic potentials, as for example in an optical trap.29 Please note that in the limit of τ → 0, eqn (4) reduces to 〈Δx(t,τ)2〉t = 2Dτ, as for a free Brownian motion. Meanwhile at large time lag τ → ∞, 〈Δx(t,τ)2〉t reaches a plateau value given by the equipartion theorem: .
For general potentials, there is usually no analytical expressions for the MSD and numerical simulations are required. In order to fit an MSD in a generic potential, we first need to numerically generate the MSD data. To this scope, we generalized the procedure of Volpe and Volpe30 developed for harmonic potentials. From eqn (2) a finite differential equation can be obtained in the form of:
![]() | (5) |
In order to be as general as possible, the physical quantities have been made non-dimensional by normalizing over the timestep δt and the lengthscale as follows: U′ = U/kBT, x′ = x/
, D′ = (Dδt)/
2, and
. For notational simplicity from here on, we redefine the non-dimensioned quantities without the prime: U′ → U, x′ → x, D′ → D and
.
The force F(xi) in eqn (5) is given by the x-derivative of a conservative potential U. In the present work, two sets of non-harmonic potentials have been chosen – one symmetric and the other non-symmetric with respect to their minimum at x = x0. A useful parameter to systematically study the effect of non-harmonicity upon the simulated MSD is the half width of the potential hw at a value Ud = 1 (kBT in dimensioned units).
By defining
x− = x(U = Ud, x < 0) | (6) |
x+ = x(U = Ud, x > 0) | (7) |
![]() | (8) |
At first, it is considered the case of a symmetric potential. To this end, a polynomial with even exponents is taken having the form:
![]() | (9) |
In Fig. 1a are shown examples of the considered non-harmonic potentials for different values of ρ.
![]() | ||
Fig. 1 Non-harmonic (a) and asymmetric (b) potentials as defined in the text for different values of ρ and α, respectively, as a function of the non-dimensioned space coordinate x. |
Although considering higher order symmetric terms is the first logical step for exploring the effect of non-harmonic potentials, in most real cases, the potential is also non-symmetric. For such types of potential, one can define an asymmetric parameter α in order to quantify the degree of asymmetry:
![]() | (10) |
α is zero for symmetric potential wells and increases for increasing asymmetry between the left and the right sides of the potential with respect to the equilibrium position.
A typical example of a non-symmetric potential in colloidal dynamics experiments is the combination of van der Waals (or DLVO) and gravitational potentials. This is the case of a colloid sedimented near a wall or an interface.7 A simplified version of such potential can be obtained adding an hyperbolic repulsive term (van der Waals) to a linear term (gravity), in the form of:
![]() | (11) |
![]() | (12) |
![]() | (13) |
![]() | (14) |
Examples of the asymmetric potentials obtained with the expression in 11 are reported in Fig. 1b for α ranging from 0.02 to 1.9.
The simulation parameters and other relevant quantities are reported in Table 1.
D = 1.76 | U d = 1 |
h w = 1 | n p = 9 |
ρ ∈ [0,1] | α ∈ [0,2] |
n. points per simulation 2 × 106hw |
For each generated trajectory, the MSD was then computed and fitted with the analytical MSD expression for a harmonic potential (eqn (4)) to obtain the diffusion coefficient Dfit and the plateau value hfit2. For the MSD, only one point every 2000·hw was considered. Thus, the MSD time step is dtMSD = 2000·hwδt. This is made to reduce the computational time and to be closer to the sampling rate of real experiments, where the linear part of the confined MSD typically does not exceed the first 2–3 experimental points. The obtained Dfit and hfit are then compared with the simulation inputs D and hw in order to assess the validity of the harmonic approximation in the MSD analysis. For the sake of comparison, the relative errors eD = (Dfit − D)/D in the diffusion coefficient and eh = (hfit − hw)/hw in the potential width related to the MSD plateau have then be computed.
Please note that such a comparison is independent of the chosen value of the input diffusion coefficient in the limit of relatively slow diffusion when the force can safely be assumed constant between two successive time steps.
As an output of the analysis, it was also noticed that the discrepancies are also independent of the value of hw, as it can be seen in Fig. 2. Simulations have been performed for different values of hw in the range 0.25–25. In Fig. 2, eD and eh are reported as a function of hw for different values of ρ for simulations using the symmetric non-harmonic potential. Points are the averages over different simulations, while the error bars indicate the standard deviation and the standard deviation of the mean. Within a given potential and for a given control parameter ρ, they are all equal within the statistical incertitude. Similar results are obtained for the asymmetric potential for each considered value of α. Consequently, in the following discussion, we focus on the dependence of eD and eh on ρ and α.
![]() | ||
Fig. 2 Values of eh (a and b) and eD (c and d) as a function of hw obtained by fitting trajectories simulated from eqn (9). In the shown data, ρ is equal to 10−5 (a and c) and to 1 (b and d). Points are averages over 35 different simulations, while the error bars indicate the standard deviation and the standard deviation of the mean. |
In Fig. 3a–c are shown the main results relative to the simulations within the non-harmonic symmetric potential described by eqn (9). In Fig. 3a are shown the MSDs obtained for hw = 1 for increasing values of the non-harmonic parameter ρ. As expected, for low values of ρ the MSD is close to the one expected for a particle moving within a harmonic potential (black crosses). As ρ increases, both the plateau values and the diffusion coefficients decrease. This trend can be better visualized in Fig. 3b and c, where eh and eD are respectively reported as a function of ρ. The black lines are averages over 35 simulations, while the gray shadow region represents the corresponding standard deviation of the mean. The MSD fit undervalues the diffusion coefficient up to 8% as ρ increases from 0 to 1. It may be surprising that the slope of the MSD changes with ρ if the input D is the same for all simulations, but it must be pointed out that in the present data, the linear regime of the MSD holds only for very low values of τ/dtMSD. For larger time scales, the effect of the potential is strong enough to affect the slope of the MSD (i.e., the dynamics is already subdiffusive). This is the case for the intermediate region of the curve shown in the inset of Fig. 3a. The deviation of Dfit from D is therefore originated by the wrong assumption of a harmonic potential underlying eqn (4) used for the fit.
Concerning the potential width, it can be seen in Fig. 3b that the MSD plateaus at lower values when ρ increases, in spite of the fact that all the potentials have been built with the same half-width hw at kBT. For the upper limit of ρ, this discrepancy exceeds 20%.
The MSD's plateau value represents the square of the maximum displacement the particle explores on average inside the potential well. In order to rationalize why for the same potential width the presence of non-harmonic symmetric terms reduces hw, it is possible to resort to a simple qualitative argument. As can be seen in eqn (5), the instantaneous displacement of the particle depends on the resultant force given by the sum of the stochastic force plus the conservative one. If the simulated particle at a given time step is located in a position x, in the following simulation step, it can move further away from the equilibrium position only if the stochastic noise is larger than the absolute value of the conservative force in that point. In this view, the limit of the displacements is therefore given by the comparison between F(x) and the width of the stochastic term distribution. In other words, for a given stochastic noise, the maximum displacement from the minimum depends on the local slope of the potential. This has been qualitatively tested by computing for a non-harmonic potential the distance Δx between the position of the potential minimum and the point where the slope of the potential is the same as one of the harmonic potential at kBT (Δx = hw in the harmonic case). In Fig. 4a, the relative difference between Δx and hw has been plotted versus ρ. There it can be seen that indeed the trend with ρ is similar to the one of eh. For increasing ρ, therefore, the distance from the equilibrium that the particle can reach before reaching an overwhelming recall force decreases, thus resulting in a lower plateau value in the MSD, as observed in Fig. 3b.
![]() | ||
Fig. 4 Relative difference between Δx and hw computed as a function of ρ (a) and α (b) using eqn (9) and (11), respectively. Here Δx is defined as the average distance (left and right) from the potential minimum to the coordinate where the slope of the potential is equal to the slope of the harmonic potential at kBT. |
The slow increase that can be seen in eh for ρ approaching 1 can be understood considering the limit case of a box potential. There, the potential is zero in the range (−hw, hw) and becomes infinite for x < −hw or x > hw. The particle is therefore expected to diffuse as a free particle in the range −hw < x < hw and the MSD should plateau at hw2, as in the harmonic case. Consequently, we expect that by approaching the box potential at the largest values of ρ, the difference eh with respect to the harmonic case has to reduce as observed in Fig. 3b.
The results of the simulations with the asymmetric potential can be seen in Fig. 3d–f. As for the non-harmonic potential, in Fig. 3d, some examples of the MSD are reported, in this case for increasing α. Good agreement is found between the MSD simulated at low α and the one for the harmonic potential (black crosses). As α increases, both the fitted diffusion coefficient and plateau value deviate from those of the harmonic potential, but with some differences in the trend. Contrary to the case of the non-harmonic potential, now hfit is systematically larger than the potential width (Fig. 3e), signaling that by increasing the asymmetry, the particle thermally explores a larger region of the potential. As for the non-harmonic potential, the sign of the deviation is the same as that of the relative difference between Δx and hw as a function of α, as shown in Fig. 4b, thus highlighting a similar mechanism. In this case, Δx is always larger than hw. As α increases, indeed, the coordinate on the right-side of the potential where the slope reaches that of the parabolic potential at kBT moves away from the equilibrium position faster than how the corresponding coordinate on the left-side approaches the equilibrium.
Concerning the diffusion coefficient, eD decreases as the potential deviates from the harmonic case for low values of α. In this region, the trend is therefore the same as for the non-harmonic potential: an underestimation of the real diffusion coefficient. The amount of the deviation is greater but comparable to the one of the non-harmonic case.
In general, the deviation of the diffusion coefficient in the case of a non harmonic potential may therefore be significant and potential-dependent, thus making questionable the use of a harmonic potential to fit the MSD data. This raises the question as how to properly extract a diffusion coefficient from experimental data of Browinian diffusion of a confined particle in the most general case, when the analytical expression for the MSD is missing.
In the following discussion, a method is proposed to overcome such difficulties which is based on the combination of experimental data analysis and ad hoc simulations, named the iterated simulation (IS) method.
From the particle positions x, a probability distribution p(x) is calculated, as shown in Fig. 5a. From the probability distribution, the confining potential is retrieved using the Boltzmann equation:7,32
![]() | (15) |
In Fig. 5b–e are shown potential profiles obtained from the probability distributions shown in Fig. 5a. Green dashed lines represent the analytical function of the potential given as an input to numerically calculate the trajectories used in the p(x), as shown in Fig. 5a. A good agreement can be observed between the input potential and the one obtained from the statistical analysis of the original datasets, except for the higher values of x due to the scarce statistics.
The force obtained from the probability distribution is then used to replace the analytical expression for the force in eqn (5) and used to simulate a series j of simulations having the same timestep of x(t) and different diffusion coefficients Din varying within a reasonable range of values.
In order to retrieve the input diffusion coefficient Dk, we fit the MSD of the original dataset x(t) with eqn (4), thus obtaining Dfit, as in standard analyses. Similarly, each MSD obtained from the set of simulations for different Din is fitted with the same expression, obtaining a different value of
for each Din.
The correct diffusion coefficient is found when both fits return the same value of the diffusion coefficient in the range of the error bars. Practically, because of the randomly generated white noise and the finite number of points per simulation, simulations performed with identical parameters yield different MSDs. To gain in stability, a number of simulations are thus generated for a given Din and fitted with eqn (4) until the standard deviation of the obtained values of the diffusion coefficient stabilizes at a given value σD. The average for a given Din is then compared with Dfit obtained by fitting the original dataset. When
, the corresponding Din is taken as the effective diffusion coefficient Dout resulting from the IS method. A summary of the IS method is shown in Fig. 6.
![]() | ||
Fig. 6 Sketch summarizing the procedure to measure the diffusion coefficient for a particle diffusing in a generic confinement potential, as described in the text. |
In order to test the efficiency of the IS method, some examples are reported in Fig. 7 for different values of α. Each plot refers to one of the datasets shown in Fig. 5. Among all the possible simulations, for each α the original dataset has been chosen so that they have a discrepancy between Dk and Dfit corresponding to the average one as depicted in Fig. 3. Each blue point is the average made over 500 independent simulations with a given Din. The continuous and the dashed blue lines are respectively the linear fit of the different
and the input Din. Once again, the discrepancy can be seen between the input and the fitted diffusion coefficients, negligible for small α but increasing for larger values of the asymmetry parameter. Similarly, red continuous and dashed lines represent the fitted Dfit and the diffusion coefficients Dk used to build the original dataset. In the same figures, it is also illustrated how Dout is defined: the coordinate where the linear fit of
intersects Dfit. For helping with the comparison between Dk, Dfit, and Dout, lines transfer the intersect coordinate on the y-axis (green line). It can be seen that for low values of α, both Dfit and Dout coincide with Dk. For increasing values of the asymmetry, Dfit underestimates more and more Dk, while Dout shows a better estimation of Dk. The corresponding numerical values are reported in Table 2: for the reported cases, the maximum deviation of the obtained diffusion coefficient from the value used to build the trajectory is of the order of 2%, while the error made with the standard fit of the MSDs is systematic and reaches up to 10%. The IS method used here on simulated data sets can thus be reliably employed for measuring the diffusion coefficient of experimental data for particles diffusing within a generic potential.
![]() | ||
Fig. 7 Results of the process for obtaining Dout using the simulation procedure described in the text. The original datasets are simulations made using the potential in eqn (11) with α equal to 0.002 (a), 0.8 (b), 1.2 (c) and 1.7 (d). Blue points represent the ![]() |
α | D k | D fit | D out |
---|---|---|---|
0.002 | 1.76 | 1.76, 0% | 1.76, 0% |
0.8 | 1.76 | 1.66, −6% | 1.73, −2% |
1.2 | 1.76 | 1.62, −8% | 1.74, −1% |
1.7 | 1.76 | 1.59, −10% | 1.78, 1% |
Although this method is applied here to the one-dimensional case, a generalization to the multidimensional case – 2D and 3D, also considering rotational degrees of freedom – is possible. A thorough examination of these cases is beyond the scope of this paper. In this section, we will provide a concise overview of the primary features of the transition to the multi-dimensional case. The extension to a multidimensional case results in an increase in the number of differential equations and the introduction of coupling terms between them. The coupling terms may arise from the non-separability of the potential and from the roto-translational coupling. In order to generalize the IS method, the potential must first be obtained as for the 1D case, from the multidimensional histogram of positions. It is then possible to recover the different components of the force by means of space derivatives of the given potential. Subsequently, the set of coupled differential equations (one for each degree of freedom) can be obtained by utilizing the recovered force. The coupling between different degrees of freedom (e.g. roto-translation) should be eventually taken into account. The differential equations can then be used for implementing numerical simulations. Finally, the MSDs can be obtained from each degree of freedom from the original and simulated datasets and compared, as previously described, in order to get the diffusivity value for each degree of freedom.
Even though the relevant cases of anomalous diffusion have not been considered in the present work, the same working principle can per se be adapted to such rich systems. For this, simulations should, however, be adapted case by case for modeling super- or sub-diffusive behaviors. The present work only considers the passive case. The possibility of generalizing the same arguments and method to the active case depends on whether it is allowed to consider the activity as an effective temperature. This can be verified when the active motion is isotropic, sufficiently homogeneous in time and space, and with a persistent length smaller than the size of the well.36
Recently, the IS method has been applied to the study of the viscous drag of spherical21 and ellipsoidal22 colloids in the vicinity of an air–water interface, where the superposition of a gravity potential and DLVO interactions results in an asymmetric non-harmonic potential.7 There, the method has made it possible to verify the validity of the harmonic approximation in the studied cases. We believe that the proposed methodology is not only limited to the colloidal field but can potentially be employed in any confined Brownian dynamics when a precise evaluation of diffusivity is required.
Footnotes |
† Here and in the following we only consider thermal passive systems, where particle diffusivity is properly defined. This can be in principle generalized to out-of-equilibrium systems where an effective diffusivity can be defined, but a case-by-case assessment must be carried out. |
‡ For the reason why W(t) can be discretized as ![]() |
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