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Directed motion of spheres induced by unbiased driving forces in viscous fluids beyond the Stokes' law regime

Abstract

The emergence of directed motion is investigated in a system consisting of a sphere immersed in a viscous fluid and subjected to time-periodic forces of zero average. The directed motion arises from the combined action of a nonlinear drag force and the applied driving forces, in the absence of any periodic substrate potential. Necessary conditions for the existence of such directed motion are obtained and an analytical expression for the average terminal velocity is derived within the adiabatic approximation. Special attention is paid to the case of two mutually perpendicular forces with sinusoidal time dependence, one with twice the period of the other. It is shown that, although neither of these two forces induces directed motion when acting separately, when added together, the resultant force generates directed motion along the direction of the force with the shortest period. The dependence of the average terminal velocity on the system parameters is analyzed numerically and compared with that obtained using the adiabatic approximation. Among other results, it is found that, for appropriate parameter values, the direction of the average terminal velocity can be reversed by varying the forcing strength. Furthermore, certain aspects of the observed phenomenology are explained by means of symmetry arguments.

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Directed motion of spheres induced by unbiased driving forces in viscous fluids beyond the Stokes' law regime

Author: Casado Pascual, Jesús
Publisher: American Physical Society
Year: 2018
DOI: 10.1103/PhysRevE.97.032219
Source: https://idus.us.es/bitstreams/62424816-8705-4628-876a-b255ca9e2fcd/download
PHYSICAL REVIEW E 97, 032219 (2018)
Di ec ed mo ion o sphe es induced by unbiased d i ing o ces in
iscous luids beyond he S okes’ law egime
Jesús Casado-Pascual*
Física Teó ica, Uni e sidad de Se illa, Apa ado de Co eos 1065, 41080 Se illa, Spain
(Recei ed 17 Sep embe 2017; e ised manusc ip ecei ed 27 Feb ua y 2018; published 30 Ma ch 2018)
The eme gence o di ec ed mo ion is in es iga ed in a sys em consis ing o a sphe e imme sed in a iscous
luid and subjec ed o ime-pe iodic o ces o ze o a e age. The di ec ed mo ion a ises om he combined ac ion
o a nonlinea d ag o ce and he applied d i ing o ces, in he absence o any pe iodic subs a e po en ial.
Necessa y condi ions o he exis ence o such di ec ed mo ion a e ob ained and an analy ical exp ession o he
a e age e minal eloci y is de i ed wi hin he adiaba ic app oxima ion. Special a en ion is paid o he case o
wo mu ually pe pendicula o ces wi h sinusoidal ime dependence, one wi h wice he pe iod o he o he . I is
shown ha , al hough nei he o hese wo o ces induces di ec ed mo ion when ac ing sepa a ely, when added
oge he , he esul an o ce gene a es di ec ed mo ion along he di ec ion o he o ce wi h he sho es pe iod. The
dependence o he a e age e minal eloci y on he sys em pa ame e s is analyzed nume ically and compa ed wi h
ha ob ained using he adiaba ic app oxima ion. Among o he esul s, i is ound ha , o app op ia e pa ame e
alues, he di ec ion o he a e age e minal eloci y can be e e sed by a ying he o cing s eng h. Fu he mo e,
ce ain aspec s o he obse ed phenomenology a e explained by means o symme y a gumen s.
DOI: 10.1103/PhysRe E.97.032219
I. INTRODUCTION
The gene a ion o di ec ed mo ion o pa icles in nonlinea
sys ems subjec ed o de e minis ic and/o s ochas ic unbiased
d i ing o ces has been an ac i e esea ch opic o e he
pas decades [1–3]. This phenomenon—commonly known
as a che e ec —has been s udied ex ensi ely in ields as
di e se as biophysics [4], nano echnology [5], g anula media
[6], and spa ially ex ended nonlinea sys ems [7,8]. On he
heo e icalside,muchwo khasbeen ocusedonunde s anding
he mechanisms by which nonlinea i y and symme y b eaking
coope a e o a o mo ion in one di ec ion [2,3].
One class o a che models ha has ecei ed conside able
a en ion in he li e a u e is he so-called ocking a che [9]. In
he ocking a che , pa icles mo ing in a pe iodic subs a e
po en ial also expe ience a pe iodic o quasipe iodic ime-
dependen o ce o ze o a e age. Al hough mos o he wo ks
also conside he p esence o andom o ces, noise is no a
c ucial elemen [10,11]. In his class o models, he mechanism
behind he gene a ion o di ec ed mo ion is basically ha monic
mixing [3,8,12]. Fo his mechanism o be e ec i e, ce ain
spa io empo al symme ies [13], supe symme ies [14], and
hidden symme ies [15] mus be b oken. Al e na i e ways o
b eaking hese symme ies ha e also been in es iga ed in a
wo-s a e B ownian mo o , ealized wi h B ownian pa icles
al e na ing be ween wo phase-shi ed, symme ic po en ials
[16]. I should be no ed ha , in he adi ional ocking a che ,
he ic ion o ces, i any, a e assumed o be linea in he
eloci ies o he pa icles. Consequen ly, he appea ance o
ha monic mixing is solely due o he subs a e po en ial, which
is he only sou ce o nonlinea i y in he sys em.
*[email p o ec ed]
Howe e , he e a e si ua ions in which ic ion canno be
assumed o be linea in he eloci ies o he pa icles. This is
he case, o ins ance, o he d ag o ce—a ype o ic ion ha
ac s on bodies mo ing in iscous luids—a Reynolds numbe s
beyond he S okes ange [17]. Nonlinea ic ion o ces also
appea in o he ields such as in he ac i e B ownian mo ion
[18], which desc ibes he mo ion o sel -p opelled o ganisms,
in he ela i is ic B ownian mo ion [19], as well as in he
B ownian mo ion wi h d y ic ion [20]. In hese si ua ions,
ic ion cons i u es an addi ional sou ce o nonlinea i y ha
may gi e ise o ha monic mixing, hus playing a majo ole in
he a che e ec . In pa icula —and con a y o wha in ui ion
migh sugges —nonlinea ic ion may con ibu e posi i ely
o he eme gence o di ec ed mo ion unde app op ia e condi-
ions. In he case o andom o ces, his possibili y has been
analyzedinRe .[21],whe e he ic ionconside edisnonlinea
and aniso opic.
The p ima y aim o he p esen wo k is o in es iga e
how di ec ed mo ion eme ges om he combined ac ion o
nonlinea ic ion and ze o-mean oscilla ing o ces. To his
end, we ocus ou analysis on a simple bu ealis ic model o a
physical sys em in which ic ion is he only nonlinea elemen
p esen . Mo e speci ically, we examine he mo ion o a sphe e
imme sed in a iscous luid and subjec ed o a ime-pe iodic
o ce o ze o a e age, co e ing a wide ange o Reynolds
numbe s. We pay special a en ion o he case o wo mu ually
pe pendicula o ces wi h sinusoidal ime dependence, one
wi h wice he pe iod o he o he . In pa icula , we show ha ,
al hough nei he o hese wo o ces induces di ec ed mo ion
when ac ing sepa a ely, he esul an o ce ob ained by adding
hem oge he causes a ne mo ion o he sphe e along he
di ec ion o he o ce wi h he sho es pe iod [22].
The ou line o he emainde o his pape is as ollows.
In Sec. II, we in oduce he sys em unde conside a ion and
2470-0045/2018/97(3)/032219(8) 032219-1 ©2018 Ame ican Physical Socie y
JESÚS CASADO-PASCUAL PHYSICAL REVIEW E 97, 032219 (2018)
de ine he quan i ies o in e es , namely, he ime-dependen
e minal eloci y and he a e age e minal eloci y. We also
p o ide necessa y condi ions o he appea ance o di ec ed
mo ion. The con e gence o he solu ions o he equa ion o
mo ion o he ime-dependen e minal eloci y is analyzed
in he Appendix. In Sec. III, we de i e an exp ession o he
a e age e minal eloci y wi hin he adiaba ic app oxima ion.
In Sec. IV, he heo e ical esul s o he p e ious sec ions a e
illus a ed by nume ical simula ions. Finally, in Sec. V,we
p esen conclusions o he main indings o ou wo k.
II. PROBLEM FORMULATION
We conside he mo ion o a sphe e o mass mand adius ,
imme sed in a s eady luid o densi y ρ and iscosi y η, and
subjec ed o a ime-pe iodic o ce F( )o pe iodTand ze o
ime a e age, i.e., wi h T
0d F( )/T =0. Since he objec i e
is o s udy how di ec ed mo ion eme ges om he combined
ac iono hed ag o ceandF( ), o exposi ionalcla i ywewill
assume ha hese a e he only o ces ac ing on he sphe e. This
implies ha he sys em is in a mic og a i y en i onmen and
ha he size o he sphe e is la ge enough o neglec he e ec s
o he B ownian o ces. The ime e olu ion o he eloci y o
he sphe e ela i e o he luid, ( ), is go e ned by he equa ion
o mo ion
m˙
( )=Fd( )+F( ),(1)
whe e he o e do indica es de i a i e wi h espec o ime and
Fd( ) is he hyd odynamic d ag o ce exe ed on he sphe e a
ime .
He eina e , we will also assume ha he hyd odynamic
d ag o ce can be exp essed in e ms o he s eady d ag
coe icien Cd(Re)[17]as
Fd( )=−π η
4Re( )Cd[Re( )] ( ),(2)
whe e Re( )=2 ρ | ( )|/η is he Reynolds numbe o he
sphe e a ime ( h oughou his pape , a pai o e ical ba s
indica es hemagni udeo heenclosed ec o ).Ino he wo ds,
we will assume ha he hyd odynamic d ag o ce a any gi en
ins an is wha i would be i he sphe e we e mo ing uni o mly
wi h i s ins an aneous eloci y ( ). This assump ion is s ic ly
alid in he low- equency limi de ined by he condi ion
2ρ ω/η 1, whe e ω=2π/T is he undamen al angula
equency o he d i ing o ce (see, e.g., §24 o Re . [17]). In
his limi , he eloci y a ies so slowly in ime ha he low
can be ega ded as s eady a any gi en ins an . In p ac ice, he
low- equency limi can be achie ed by su icien ly dec easing
he d i ing equency and/o he size o he sphe e (bu keeping
i la ge han he B ownian size). In addi ion, i is mo e
easily achie ed in luids wi h high kinema ic iscosi ies η/ρ .
By way o example, in he case o a sphe e o adius =
10−4m mo ing in wa e , e hanol, o ai a no mal empe a u e
and p essu e (i.e., 20◦C and 1 a m), he low- equency limi
is alid o ω1.0×102 ad/s, ω1.5×102 ad/s, and
ω1.5×103 ad/s, espec i ely [23].
The use o Eqs. (1) and (2) implies ha he e ec s
o he i ual mass o ce and he Basse his o y o ce a e
negligible [24,25]. In addi ion, i he densi y o he sphe e,
ρs=3m/(4π 3), is less han o o he o de o ρ , he ine ial
e m m˙
( ) is also negligible, since i is p opo ional o
he i ual mass o ce −2π 3ρ ˙
( )/3 wi h p opo ionali y
cons an −2ρs/ρ . In ac , i can be shown (see Sec. III) ha ,
in dimensionless uni s, he ine ial e m is p opo ional o
he dimensionless pa ame e 2ρsω/η and, consequen ly, i is
negligible in he low- equency limi 2ρ ω/η 1i ρs/ρ
is less han o o he o de o uni y. Thus, o ine ial e ec s
o be non-negligible, i is necessa y o assume ha ρ /ρs1
(hea y-pa icle limi ).
Acco ding o Eq. (2), he d ag o ce is a nonlinea unc ion
o ( ). Mo e speci ically, he a io |Fd( )|/| ( )|inc eases wi h
inc easing | ( )|i , as will be assumed hence o h, | ( )|<
105η/( ρ ). This is so gi en ha ReCd(Re) is an inc easing
unc ion o Reun il he onse o he “d ag c isis,” which occu s
o Re≈2×105[25]. I is only in he limi o anishing
Reynoldsnumbe ha ReCd(Re) ends o24andEq.(2) educes
o he linea exp ession Fd,S ( )=−6π η ( ) (S okes’ law)
[17]. In p ac ice, he depa u e om S okes’ law is al eady
qui e signi ican o Reynolds numbe s o he o de o uni y o
e ensmalle (see, o ins ance,Fig.3.9inRe .[24]).The e o e,
o he nonlinea na u e o he d ag o ce o become appa en , i
is su icien ha | ( )|η/(2 ρ ); his is p ecisely he egime
o in e es in his wo k. Fo example, in he case conside ed
abo e, he nonlinea i y becomes signi ican when | ( )|
5.0×10−3m/s(wa e ),| ( )|7.6×10−3m/s (e hanol),
and | ( )|7.6×10−2m/s (ai )— eloci ies ha can be ea-
sonably achie ed in he labo a o y.
Gi en an ini ial condi ion o he eloci y a some ini ial
ins an 0, he alue o he eloci y a any la e ime >
0
can be calcula ed by in eg a ing he equa ion o mo ion (1). In
he Appendix i is shown ha , as happens in he linea case,
as he ime in e al − 0inc eases, he solu ions o Eq. (1)
become independen o he ini ial condi ions and con e ge
exponen ially o a single ime-dependen e minal eloci y,
which will be deno ed by V( ). Mo eo e , i is also shown
ha he elaxa ion ime o each his e minal eloci y is less
han, o o he same o de as, he cha ac e is ic imescale
τ=m/(6π η).
The ime-dependen e minal eloci y V( ) is uniquely
de e mined by he equa ion o mo ion (1). Consequen ly, i
Eq. (1) is in a ian unde some ans o ma ion, so will be
V( ). Fo example, using Eq. (2) and he ac ha F( )is
pe iodic, i is easy o e i y ha Eq. (1) is in a ian unde
he ans o ma ion ( )→ ( )= ( +T), in he sense ha
i emains unchanged i ( ) is eplaced by ( )= ( +T).
I hen ollows ha V( ) mus also be in a ian unde he same
ans o ma ion, i.e., V( )=V( )=V( +T). The e o e, he
ime-dependen e minal eloci y is pe iodic in ime wi h
he same pe iod Tas F( ). We a e in e es ed in s udying he
a e age e minal eloci y
V=1
TT
0
d V( )(3)
and, mo e speci ically, he condi ions o V o be nonze o.
Fi s ly, i should be poin ed ou ha he exis ence o
nonze o a e age e minal eloci ies is an unequi ocal signal
ha S okes’ law is no longe applicable. Indeed, i S okes’
law we eapplicable, hen he ime-dependen e minal eloci y
032219-2
DIRECTED MOTION OF SPHERES INDUCED BY … PHYSICAL REVIEW E 97, 032219 (2018)
would sa is y he linea di e en ial equa ion
˙
V( )=−V( )
τ+F( )
m.(4)
By in eg a ing he abo e equa ion om 0 o T, and aking in o
accoun he pe iodici y o V( ) and ha F( ) has ze o ime
a e age, i would necessa ily ollow ha V=0.
In addi ion o he iola ion o S okes’ law, he e is ano he
necessa y condi ion o he exis ence o nonze o a e age
e minal eloci ies. Le us assume ha he o ce F( ) ul ills
he ime-shi symme y
F( )=−F( +T/2).(5)
In his case, i can be easily e i ied ha he equa ion o
mo ion(1)isin a ian unde he ans o ma ion ( )→ ( )=
− ( +T/2), so V( +T/2) =−V( ). This las esul , o-
ge he wi h Eq. (3), implies ha V=0. Consequen ly, nonze o
a e age e minal eloci ies a e only possible i he ime-shi
symme y (5) is b oken.
As a pa icula ly illus a i e example, le us conside he
o ce F( )=F1( )e1+F2( )e2, whe e F1( ) and F2( )a e
pe iodic unc ions wi h pe iods T1=Tand T2=T/2, e-
spec i ely, and e1and e2a e wo mu ually pe pendicula uni
ec o s [22]. The pe iod o F( ) is, hus, equal o T. Le us
assume ha bo h F1( ) and F2( ) sa is y he a o emen ioned
ime-shi symme y, i.e., Fj( +Tj/2) =−Fj( ) o j=1,2.
Consequen ly, i each componen o F( ) we e conside ed
sepa a ely, he esul ing a e age e minal eloci y would be
ze o. By con as , i bo h componen s a e added oge he ,
a nonze o alue o Vis possible gi en ha F( +T/2) =
−F1( )e1+F2( )e2=−F( ). Mo eo e , in his case, he a -
e age e minal eloci y is necessa ily pa allel o e2. Indeed,
o he conside ed F( ), he equa ion o mo ion (1)isclea ly
in a ian unde he ans o ma ion ( )→ ( )= 1( )e1+
2( )e2− 3( )e3, whe e e3is a uni ec o pe pendicula o
bo h e1and e2. As a consequence, V3( )=−V3( )=0. Since
Eq. (1) is also in a ian unde he ans o ma ion ( )→
( )=− 1( +T/2)e1+ 2( +T/2)e2+ 3( +T/2)e3,i
hen ollows ha V( +T/2) =−V1( )e1+V2( )e2.Using
his las exp ession in Eq. (3), we ob ain ha , i V= 0, hen
i is necessa ily pa allel o e2[22]. In addi ion, we ha e also
p o ed ha he pe iod o V2( )isT/2.
III. ADIABATIC LIMIT
An explici exp ession o he a e age e minal eloci y can
be ob ained in he adiaba ic limi ωτ 1. No ice ha , in he
hea y-pa icle limi , he adiaba ic limi is mo e es ic i e han
he low- equency limi men ioned in he p e ious sec ion,
since 2ρ ω/η =9ρ ωτ/(2ρs)ωτ i ρ /ρs1. To s udy
he adiaba ic limi , we i s in oduce he dimensionless quan-
i ies θ=ω ,ν(θ)=2 ρ (θ/ω)/η, and (θ)=F(θ/ω)/F0,
wi h F0being a ypical alue o |F( )|such ha | (θ)|⩽1 o
all θ. The alue o he Reynolds numbe a he dimensionless
ime θis hus gi en by |ν(θ)|. In dimensionless a iables, he
equa ion o mo ion (1) becomes
ωτ dν(θ)
dθ =− 1
24 Cd[|ν(θ)|]|ν(θ)|ν(θ)+ 0 (θ),(6)
whe e 0=ρ F0/(3πη2) is a dimensionless pa ame e cha -
ac e izing he s eng h o he d i ing o ce.
The adiaba ic limi o ν(θ), deno ed he ea e as νad(θ), can
be ound by sol ing he equa ion
Cd[|νad(θ)|]|νad(θ)|νad(θ)=24 0 (θ),(7)
which is ob ained by aking he limi ωτ →0inEq.(6). Once
Eq. (7) is sol ed and νad(θ) is known, we can immedia ely
de e mine he adiaba ic limi o he a e age e minal eloci y,
Vad, using he exp ession
Vad =η
4π ρ 2π
0
dθ νad(θ),(8)
which is jus Eq. (3) ew i en in e ms o dimensionless
quan i ies.
In o de o sol e Eq. (7) and ob ain νad(θ), an explici
exp ession o he s eady d ag coe icien Cd(Re) is equi ed.
Fo he p esen pu poses, we will use he semiempi ical
exp ession
Cd(Re)=24
Re1+√Re
δ02
,(9)
wi h δ0=9.06 (see Re . [26] o a heu is ic de i a ion). This
exp ession is in ema kable ag eemen wi h he expe imen s
o Re5×103[26]. Consequen ly, in he case unde con-
side a ion, i s use is jus i ied p o ided ha |νad(θ)|5×103
o all θ.
A e inse ing Eq. (9) in o Eq. (7), one ob ains
1+√|νad(θ)|
δ02
νad(θ)= 0 (θ).(10)
I ollows om he abo e equa ion ha he ec o νad(θ)
poin s in he same di ec ion as he uni ec o (θ)/| (θ)|.
Fu he mo e,i also ollows ha hemagni udeo νad(θ)isaso-
lu iono he algeb aic equa ion [1 +|νad(θ)|1/2/δ0]2|νad(θ)|=
0| (θ)|. Thus, aking in o accoun ha |νad(θ)|mus be eal
and non-nega i e, i is s aigh o wa d o show ha he only
physically meaning ul solu ion o Eq. (10)is
νad(θ)=δ2
0
4⎡
⎣−1+1+4√ 0| (θ)|
δ0⎤
⎦
2
(θ)
| (θ)|.(11)
This las exp ession also allows us o es ima e he maximum
alue o 0consis en wi h he condi ion |νad(θ)|5×103.
Indeed, since | (θ)|⩽1 o all θ, i is hen clea ha |νad(θ)|⩽
δ2
0[−1+(1 +4 1/2
0/δ0)1/2]2/4. F om his inequali y i can
be eadily e i ied ha he condi ion |νad(θ)|5×103is
au oma ically ul illed o all θi 03.87 ×105. Fo la ge
0 alues he use o Eq. (9) is no longe jus i ied, and an
al e na i e exp ession o he s eady d ag coe icien mus be
used (see, e.g., Re . [24] o a discussion o possible choices).
Finally, acco ding o Eq. (8), he adiaba ic limi o he
a e age e minal eloci y, Vad, can be calcula ed by e alua ing
he in eg al
Vad =δ2
0η
16π ρ 2π
0
dθ⎡
⎣−1+1+4√ 0| (θ)|
δ0⎤
⎦
2
(θ)
| (θ)|.
(12)
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JESÚS CASADO-PASCUAL PHYSICAL REVIEW E 97, 032219 (2018)
As shown in he ollowing sec ion, e en hough 2π
0dθ (θ)=
0, he alueo Vad ob ained om he abo e exp ession is in
gene al nonze o.
IV. RESULTS
In his sec ion, we illus a e ou esul s using he pa icula
case o a dimensionless biha monic o ce o he o m
(θ)=ζcos (θ)e1+(1 −ζ) cos (2θ+ϕ)e2,(13)
whe e ζis a pa ame e ha allows us o simul aneously a y
he ampli udes o he wo ha monic componen s, and ϕis
he phase di e ence be ween hem. The pa ame e ζ akes
alues be ween 0 and 1, wi h ζ=0 and ζ=1 co esponding,
espec i ely, o monoch oma ic o ces along he di ec ions o
he uni ec o s e2and e1.
In o de o de e mine he ime-dependen e minal eloc-
i y, we ha e nume ically in eg a ed he di e en ial equa ion
ob ained by subs i u ing Eqs. (9) and (13) in o Eq. (6), wi h
he ini ial condi ion ν(θ0)=0. The pa ame e θ0has been
chosen o be nega i e and much la ge in magni ude han he
dimensionless elaxa ion ime ωτ, so as o ensu e ha he
asymp o ic ime-pe iodic egime has been eached o θ⩾
0. Once he ime-dependen e minal eloci y is known, he
a e age e minal eloci y can be easily compu ed by e alua ing
nume ically he in eg al appea ing in Eq. (3).
In Fig. 1, he me hod desc ibed abo e has been used o de-
e mine he dependence o he dimensionless e minal eloci y
2 ρ V/η on he dimensionless ime θ o h ee alues o ωτ,
namely, ωτ =0.1 (do ed lines), ωτ =1.1 (dashed lines), and
ωτ =2.1 (do -dashed lines). Only he i s wo componen s o
2 ρ V/η ha e been plo ed, since he hi d one is iden ically
ze o. The esul s ob ained by using he adiaba ic exp ession
in Eq. (11) a e indica ed wi h solid lines. The alues o he
emaining pa ame e s a e 0=100, ζ=0.5, and ϕ=π.We
ha e chosen a ela i ely la ge alue o 0in o de o highligh
he e ec o nonlinea i y. Howe e , his does no necessa ily
mean ha he magni ude o he d i ing o ce is also la ge. Fo
-20
-10
0
10
20
0
-20
-10
0
10
20
θ
π/2π3π/22π
2 ρ V2/η2 ρ V1/η
Adiaba ic limi
ωτ =0.1
ωτ =1.1
ωτ =2.1
FIG. 1. Dependence o he componen s o he dimensionless
ime-dependen e minal eloci y 2 ρ V/η on he dimensionless ime
θ o ωτ =0.1, 1.1, and 2.1. The esul s ob ained by using he
adiaba ic exp ession in Eq. (11) a e depic ed wi h solid lines. The
emaining pa ame e alues a e 0=100, ζ=0.5, and ϕ=π.
example, i he luid is ai a no mal empe a u e and p essu e,
i can be easily e i ied om he de ini ion o 0 ha he
alue 0=100 co esponds o a alue o F0o app oxima ely
2.6×10−7N. In he case o a solid i on sphe e o adius
=10−4m, his is abou 80.4% o i s weigh on Ea h.
The esul s in Fig. 1con i m ha he i s componen o
2 ρ V/η (bo om panel) e e ses sign e e y hal pe iod and
ha he second componen ( op panel) has hal he pe iod o
he i s , as was shown a he end o Sec. II. Fu he mo e, i
is obse ed ha he ag eemen be ween he analy ical esul s
ob ained om Eq. (11) and he nume ical esul s is qui e
good o he lowes dimensionless equency, ωτ =0.1, bu
becomes p og essi ely wo se as ωτ inc eases, as is o be
expec ed in an adiaba ic app oxima ion. Mo e speci ically,
wi h inc easing he alue o ωτ, he cu es shi o he igh
and he ampli udes o he oscilla ions dec ease.
A his poin , i is con enien o ecall ha , as poin ed ou
in Sec. III, he adiaba ic limi is mo e es ic i e han he
low- equency limi i ρ /ρs1; as a esul , in he hea y-
pa icle limi , he low- equency ange ex ends beyond he
adiaba ic egime.Toillus a e his ac ,le usconside again he
example o a solid i on sphe e o adius =10−4m imme sed
in ai a no mal empe a u e and p essu e. In his case, i
is easy o e i y ha ρ /ρs≈1.5×10−4and 2ρ ω/η =
9ρ ωτ/(2ρs)≈6.9×10−4ωτ. F om his las exp ession, i is
clea ha he h ee alues o ωτ conside ed in Fig. 1a e in he
low- equency ange. Howe e , as can be seen in Fig. 1, he
adiaba ic app oxima ion is no longe alid o ωτ =1.1 and
ωτ =2.1.
Figu e 2depic s he dependence o he second componen
o 2 ρ V/η on he ela i e phase ϕ o he same alues o ωτ,
0, and ζas in Fig. 1. In his and he ollowing igu es, he
i s componen o 2 ρ V/η is no shown as i is iden ically
ze o (see he p oo in Sec. II). We ha e es ic ed he alues o
ϕ o he in e al [0,2π] since he a e age e minal eloci y is
2πpe iodic in ϕ. This pe iodici y ollows om he in a iance
o he dynamics unde he ans o ma ion ϕ→ ϕ+2π[see
Eqs. (6) and (13)]. Again, he adiaba ic app oxima ion (solid
0
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
π/2π3π/22π
2 ρ V2/η
ϕ
Adiaba ic limi
ωτ =0.1
ωτ =1.1
ωτ =2.1
FIG. 2. Dependence o he second componen o he dimension-
less a e age e minal eloci y 2 ρ V/η on he ela i e phase ϕ o
ωτ =0.1, 1.1, and 2.1. The esul ob ained in he adiaba ic limi by
using Eq. (12) is depic ed wi h a solid line. The emaining pa ame e
alues a e 0=100 and ζ=0.5.
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line) p o ides a e y sa is ac o y desc ip ion o he nume ical
esul s o he lowes dimensionless equency (do ed line).
A close examina ion o Fig. 2 e eals ha he unc ion
V2(ϕ), as well as i s adiaba ic limi Vad,2(ϕ), sa is ies he
phase-shi symme y
V2(ϕ+π)=−
V2(ϕ).(14)
To elucida e he o igin o his symme y, obse e ha eplacing
ϕby ϕ+πin Eq. (13) is equi alen o changing he sign o
he second componen o (θ). Using his ac , i is easy o
e i y ha he equa ion o mo ion (1) is in a ian unde he
ans o ma ion ( ,ϕ)→ ( ,ϕ)= 1( ,ϕ +π)e1− 2( ,ϕ +
π)e2+ 3( ,ϕ +π)e3, whe e he dependence o he eloci y
on he phase di e ence ϕhas been explici ly indica ed. Since
he ime-dependen e minal eloci y is uniquely de e mined
by Eq. (1), i is clea ha V( ,ϕ)=V1( ,ϕ +π)e1−V2( ,ϕ +
π)e2. This, oge he wi h Eq. (3), leads o Eq. (14). No e ha ,
acco ding o his easoning, Eq. (14) is alid independen ly o
he alue o ωτ and, in pa icula , in he limi ωτ →0 [i.e.,
when V2(ϕ) is eplaced by Vad,2(ϕ)].
The esul s in Fig. 2also e eal ha he adiaba ic limi o
V2(ϕ) sa is ies he symme y ela ion
Vad,2(ϕ)=Vad,2(−ϕ),(15)
whe eas ou side he adiaba ic egime, gene ally V2(ϕ)=
V2(−ϕ).Tounde s andwhy hisisso,obse e ha he unc ion
(θ)inEq.(13) is unchanged i he sign o bo h θand ϕis
swi ched. F om his, i eadily ollows ha Eq. (7) is in a ian
unde he ime-and-phase- e e sal ans o ma ion νad(θ,ϕ)→
ν
ad(θ,ϕ)=νad(−θ, −ϕ) and, consequen ly, ha νad(θ,ϕ)=
νad(−θ, −ϕ). A e an app op ia e change o a iables, his
las exp ession, oge he wi h Eq. (8),leads o Eq.(15). Ou side
he adiaba ic egime, howe e , his a gumen ails because he
in a iance o Eq. (6) unde ime-and-phase e e sal is b oken
by he p esence o he i s -o de ime de i a i e.
Thesymme y ela ion(15) is bu a special case o he mo e
gene al ela ion
Vad,2(nπ/2+ϕ)=(−1)nVad,2(nπ/2−ϕ),(16)
alid o any in ege n.Top o eEq.(16), i su ices o
no e ha , acco ding o Eq. (14), he igh -hand side o he
equali y Vad,2(nπ/2+ϕ)=Vad,2(−nπ/2−ϕ) is equal o
(−1)nVad,2(nπ/2−ϕ). By se ing ϕ=0inEq.(16), we
conclude ha
Vad,2(nπ/2)=0 (17)
i nis odd. The p ope ies (16) and (17) a e isible in Fig. 2.
As a inal commen on Fig. 2, i is wo h men ioning ha he
cu es shown can be e y well i ed by an exp ession o he
o m A1cos(ϕ+χ1)+A3cos(3ϕ+χ3), whe e A1,χ1,A3,
and χ3a e i ing pa ame e s which depend on he alue o ωτ;
he i ingcu esa eno shownin he igu e,as heya e isually
indis inguishable om he o iginal ones. The unc ional o m
o his i ing unc ion is a di ec consequence o he sys em
symme ies, being independen o he de ails o he dynamics
(see, e.g., Re s. [27,28]). In pa icula , in he adiaba ic limi ,
i is only necessa y o calcula e wo i ing pa ame e s since,
acco ding o Eq. (15), χ1and χ3can be chosen o be ze o.
In Fig. 3, he dependence o 2 ρ V2/η on he pa ame e ζ
is shown o he same alues o ωτ, 0, and ϕas in Fig. 1.
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
ζ
2 ρ V2/η
Adiaba ic limi
ωτ =0.1
ωτ =1.1
ωτ =2.1
FIG. 3. Dependence o he second componen o he dimen-
sionless a e age e minal eloci y 2 ρ V/η on he pa ame e ζ o
ωτ =0.1, 1.1, and 2.1. The esul ob ained in he adiaba ic limi by
using Eq. (12) is depic ed wi h a solid line. The emaining pa ame e
alues a e 0=100 and ϕ=π.
The nume ical esul s ob ained o ωτ =0.1 (do ed line) a e
indis inguishable om hose p o ided by he adiaba ic exp es-
sion (12) (solid line). No ice ha , independen ly o he alue
o ωτ, he a e age e minal eloci y anishes o ζ=0 and
ζ=1. This is so because he dimensionless o ce in Eq. (13)
sa is ies he ime-shi symme ies (θ+π/2) =− (θ), i ζ=
0, and (θ+π)=− (θ), i ζ=1 (see discussion a he end
o Sec. II). The cu es in Fig. 3also e eal ha , o ixed
alues o he o he pa ame e s, he e exis s an op imal alue
o ζwhich maximizes he second componen o he a e age
e minal eloci y. Fu he mo e, as ωτ inc eases, he maximum
eloci y dec eases and i s loca ion shi s owa d lowe alues
o ζ.
I should be no ed he e ha , in he lowes o de , he gene al
o malism de eloped in Re s. [27,28] leads o he app oxima e
exp ession V2(ζ)≈Cζ2(1 −ζ), whe e Cis independen o
ζ. This exp ession anishes a ζ=0 and ζ=1, and displays
a maximum a ζ=2/3, hus quali a i ely esembling he
beha io seen in Fig. 3. Howe e , i is unable o accoun o
he dependence o he loca ion o he maximum eloci y on
ωτ. This de iciency is no su p ising, gi en ha he abo e
app oxima ion is expec ed o be accu a e only o small alues
o 0and, in Fig. 3, we ha e aken 0=100.
In Fig. 4, we plo he dimensionless a e age e minal
eloci y 2 ρ V2/η as a unc ion o he dimensionless d i ing
s eng h 0 o he same alues o ωτ,ϕ, and ζas in Fig. 1.We
ha e limi ed he ange o 0 o alues well below 3.87 ×105,
so as o ensu e he applicabili y o Eq. (9) (see Sec. III).
In pa icula , he la ge panel shows he esul s ob ained o
alues o 0 a ying om 0 o 104, while he inse zooms
in on he ange 0 ⩽ 0⩽400. Again he nume ical esul s
ob ained o ωτ =0.1 (do ed line) a e indis inguishable om
hose p o ided by he adiaba ic exp ession (12) (solid line). A
glance a he la ge panel migh emp one o conclude ha , o
he pa ame e alues conside ed, an inc ease in ωτ causes an
inc ease in 2 ρ V2/η. Howe e , his conclusion is e u ed by
he da a shown in he inse .
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0 2000 4000 6000 8000 10000
0
5
10
15
20
25
30
0 100 200 300 400
0
0.5
1
1.5
2
0
0
2 ρ V2/η
2 ρ V2/η
Adiaba ic limi
ωτ =0.1
ωτ =1.1
ωτ =2.1
FIG. 4. Dependence o he second componen o he dimension-
less a e age e minal eloci y 2 ρ V/η on he pa ame e 0 o
ωτ =0.1, 1.1, and 2.1. The esul ob ained in he adiaba ic limi by
using Eq. (12) is depic ed wi h solid lines. The emaining pa ame e
alues a e ζ=0.5andϕ=π. The inse shows a zoomed-in iew o
he cu es in he ange 0 ⩽ 0⩽400.
In he case shown in Fig. 4 he a e age e minal eloci y
is an inc easing unc ion o 0.F omEq.(14) i is e iden
ha , i we had used ϕ=0 ins ead o ϕ=π, we would
ha e obse ed ha he a e age e minal eloci y dec eases
mono onically wi h 0. The ques ion hen a ises as o whe he
he e a e pa ame e alues o which he a e age e minal
eloci y exhibi s a nonmono onic dependence on 0.The
answe o his ques ion is a i ma i e, as can be seen in Fig. 5
o ϕ=π/2 and ωτ =1.1 and ωτ =2.1. No ice ha he
nonmono onic beha io is accompanied by he appea ance o
a cu en e e sal as a unc ion o he dimensionless d i ing
s eng h 0. As he alue o he dimensionless equency ωτ
dec eases, he posi ion o he cu en e e sal shi s owa d
0=0, becoming indis inguishable om ze o o ωτ =0.1.
This ype o cu en e e sal is qui e common in unde damped
ocking a che s (see, e.g., Re s. [10,29]). The abo e esul s
clea ly show ha , when nonlinea ic ion is p esen , cu en
0 2000 4000 6000 8000 10000
-5
-4
-3
-2
-1
0
0 100 200 300 400
-0.2
0
0.2
0.4
0
0
2 ρ V2/η
2 ρ V2/η
Adiaba ic limi
ωτ =0.1
ωτ =1.1
ωτ =2.1
FIG. 5. The same as in Fig. 4bu now ϕ=π/2.
e e sals can be obse ed e en in he absence o any pe iodic
subs a e po en ial.
V. CONCLUSIONS
In his pape , a heo e ical s udy o he mo ion o a sphe e
imme sed in a iscous luid and subjec ed o a ime-pe iodic
o ce o ze o a e age has been p esen ed. Ou ocus has been
on si ua ions in which S okes’ law is no applicable, so he d ag
o ce depends nonlinea ly on he eloci y o he sphe e ela i e
o he luid. Le us summa ize he main esul s o his wo k.
(i) I has been shown ha , when he ime-shi symme y
(5) is b oken, he combined ac ion o he ze o-mean oscilla ing
o ce and he nonlinea d ag o ce is able o induce a di ec ed
mo ion o he sphe e. Unlike in he adi ional ocking a che ,
in his case he di ec ed mo ion eme ges in he absence o any
pe iodic subs a e po en ial.
(ii) Explici exp essions o he e minal eloci y and he a -
e age e minal eloci y ha e been de i ed wi hin he adiaba ic
app oxima ion. A compa ison be ween he p edic ions o hese
exp essionsand he esul sob ainedbynume icallysol ing he
equa ion o mo ion has been ca ied ou . As expec ed, i has
been ound ha he lowe he equency o he d i ing o ce,
he mo e accu a e he adiaba ic app oxima ion becomes.
(iii) By way o example, he case o wo mu ually pe -
pendicula o ces wi h sinusoidal ime dependence has been
conside ed. Al hough nei he o hese wo o ces induces
di ec ed mo ion when ac ing sepa a ely, i has been shown ha
he esul an o ce ob ained by adding hem oge he causes a
ne mo ion o he sphe e along he di ec ion o he o ce wi h
he sho es pe iod [22].
(i ) A de ailed analysis o he dependence o he a e age
e minal eloci y on he sys em pa ame e s has been made
and some aspec s o he obse ed phenomenology, such as he
supp essiono anspo o pa icula alueso he pa ame e s,
ha e been a ionalized using symme y a gumen s.
( ) A ema kable inding o his analysis is ha , o
app op ia e pa ame e alues, he a e age e minal eloci y
exhibi s a nonmono onic beha io as a unc ion o he o cing
s eng h, esul ing in he appea ance o cu en e e sal. This
kind o beha io esembles ha obse ed in unde damped
ocking a che s [10,29].
A na u al ex ension o his wo k would be o empi ically
e i y he heo e ical esul s epo ed he e. I is hoped ha
he p esen pape will p o ide he s imulus o do expe imen al
esea ch in his a ea.
ACKNOWLEDGMENTS
I hank he Jun a de Andalucía o unding suppo . I also
wan o hank M. L. Oli e a-A encio, N. R. Quin e o, R.
Al a ez-Noda se, J. A. Cues a, and A. T. Pé ez o hei c i ical
eading o he manusc ip and ui ul discussions.
APPENDIX: CONVERGENCE OF THE SOLUTIONS OF
EQ. (1) TO THE TIME-DEPENDENT
TERMINAL VELOCITY
Le ( ) and ( ) be wo solu ions o he equa ion o
mo ion (1) co esponding o he ini ial condi ions ( 0)= 0
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DIRECTED MOTION OF SPHERES INDUCED BY … PHYSICAL REVIEW E 97, 032219 (2018)
and ( 0)= 
0= 0. By using Eqs. (1) and (2), i is no ha d
o e i y ha
d
d | ( )− ( )|2=−( )| ( )− ( )|2−( ),(A1)
whe e
( )=π η
4m{Re( )Cd[Re( )] +R
e( )Cd[R
e( )]}(A2)
and
( )=3πη3
2m ρ2
{[Re( )]2−[R
e( )]2}
×{Re( )Cd[Re( )] −R
e( )Cd[R
e( )]},(A3)
wi h Re( )=2 ρ | ( )|/η and R
e( )=2 ρ | ( )|/η.
As men ioned in Sec. II, in he ange o Reynolds numbe s
conside ed in his wo k, ReCd(Re) is an inc easing unc ion o
Re. Thus, om Eq. (A3) i ollows ha ( )⩾0. In addi ion,
since limRe→0ReCd(Re)=24, i is clea om Eq. (A2) ha
( )⩾12π η/m. Using hese esul s, Eq. (A1) leads o he
inequali y
d
d | ( )− ( )|2⩽−2
τ| ( )− ( )|2,(A4)
wi h τ=m/(6π η). I hen ollows om G onwall’s inequal-
i y (see, e.g., Re . [30]) ha
| ( )− ( )|2⩽| 0− 
0|2e−2( − 0)/τ .(A5)
The e o e, as he ime in e al − 0inc eases, he solu ions
o Eq. (1) become independen o he ini ial condi ions and
con e ge exponen ially o a single ime-dependen e minal
eloci y. Fu he mo e, acco ding o Eq. (A5), he elaxa ion
ime o each his e minal eloci y is less han, o o he same
o de as, he cha ac e is ic imescale τ=m/(6π η).
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