Figure 2

Experimental evidence of short-time stochastic non-linear dynamics. Panel (a) shows the mean particle position 〈x(t)〉, panel (b) its variance 〈Δx ²(t)〉 and panel (c) the signal-to-noise ratio SNR(t) = 〈x(t)〉²/〈Δx ²(t)〉 developing in time from 〈x(0)〉 = 0 for three initial variances 〈Δx ²(0)〉 = 0 (blue), 0.047 (red), and 0.12 μm² (yellow). Solid curves correspond to experimental data, dotted to equations (4, 5) in (a) and (b) or their ratio in (c) for κ obtained from the potential profile and corresponding hydrodynamic drag coefficient. Dotted grey lines show contribution of only linear time dependence terms taking place in equations (4) and (5). Dashed curves correspond to Monte Carlo simulations of the particle motion based on numerical solution of equation (1) with initial Gaussian distribution.