Abstract
Atomic force microscopy (AFM) serves characterization and actuation in nanoscale applications. We study the stochastic dynamics of an AFM cantilever under tip-sample interactions represented by the Lennard–Jones and Morse potential energy functions. In both cases, we also study the contrasting dynamic effects of additive (external) and multiplicative (internal) noise. Moreover, for multiplicative noise, we study the two sub-cases arising from the Itô and Stratonovich interpretations of stochastic integrals. In each case, we also investigate the stochastic stability of the system by tracing the time evolution of the maximal Lyapunov exponent. Additionally, we obtain stationary probability densities for the unforced dynamics using stochastic averaging.
1 Introduction
Since its invention in the mid-1980s, the atomic force microscopy (AFM) has become the preeminent tool for imaging, measuring, and manipulating matter in the micro and nano scales [1–3]. An AFM comprises a cantilever with a sharp tip at the free end which interacts with the material specimen of interest. An AFM can operate in contact and non-contact modes. Nonlinearity and randomness are two fundamental aspects of AFM dynamics. While nonlinearity characterizes tip-sample interactions, randomness becomes important in the dynamical scale of AFM operation. Furthermore, phenomena such as stochastic resonance that arise when noise interacts with nonlinearity [4], can impact AFM design and operation. Noting that some of these aspects are recognized [5–7], we now turn to the open questions that motivate this work.
A fundamental point in stochastic dynamics is the contrasting influence of distinct types of noise on the system response. This distinction is brought into sharp relief when considering the effects of additive versus multiplicative noise. We note that while additive noise can represent the random effects of the environment (i.e., external noise), multiplicative noise—also known as state-dependent noise—better represents the random effects arising from within the system (i.e., internal noise). While these two types of noise can engender vastly different dynamics, their contrasting effects on AFM dynamics, to the best of our knowledge, remain yet unexplored.
Allied with the distinction between additive and multiplicative noise is the second fundamental point that unlike a deterministic integral a stochastic integral can be interpreted in two distinct ways—the Itô and Stratonovich interpretations. In the case of multiplicative noise, the two interpretations yield different values of the same stochastic integral. Understanding the consequences of this contrast for AFM dynamics is also an open question that motivates this paper.
Turning now to the nonlinear tip-sample interaction, typical representations include the potential corresponding to the Derjaguin–Muller–Toporov contact force as well as the Lennard–Jones (L–J) potential [8,9]. However, the Morse potential provides an analytically smoother alternative to the L–J potential, while preserving the key features of the latter. However, the role of the Morse potential in AFM dynamics is yet to be thoroughly studied. Hence it is of interest to compare the L–J and Morse potentials, for both the additive versus multiplicative contrast, as well as in the Itô versus Stratonovich interpretations.
We now focus on the specific questions studied. On the analytical front, we investigate AFM dynamics driven by multiplicative noise by deriving closed-form, stationary solutions to the F–P equation for both the L–J and Morse potentials. Stochastic averaging is used to accomplish this. On the computational front, we investigate the stochastic stability of AFM dynamics by computing the maximal Lyapunov exponent from numerical solutions of stochastic differential equations corresponding to each case. The contribution of the paper is two-fold. From the AFM viewpoint, the currently unexplored dynamics of the AFM cantilever under combined external (additive) and internal (parametric) stochastic excitations is an important aspect due to the dynamic scale and the nature of the forces involved. To our knowledge, this paper presents the first results in the AFM literature related to the contrast between the Itô and Stratonovich interpretations of a stochastic integral, the comparison between the Lennard–Jones and Morse potentials for tip-sample interactions, and related aspects. Taken together, our results are expected to motivate and serve novel AFM experiments and contribute to the design of the AFM cantilever for applications where noise is an inevitable dynamic consideration. From the viewpoint of stochastic dynamic systems, the choice between the Itô and Stratonovich interpretations for analysis of multiplicative noise remains a modeling choice and our results suggest yet another example of an important physical system where the Stratonovich interpretation is the more appropriate choice.
The rest of the paper is set as follows. In Sec. 2, we present the requisite analytic framework. Specifically, Sec. 2.1 presents the L–J and Morse potentials, as well as the stochastic differential equations representing a reduced-order model of the AFM cantilever dynamics. Section 2.2 provides a discussion of the Itô and Stratonovich interpretations of a stochastic integral, followed by explicit stochastic differential equations of the AFM cantilever motion under both interpretations. Section 2.3 presents a brief discussion of the Lyapunov exponent. Closed-form, analytical solutions of the Fokker-Planck (F–P) equations for the distinct cases are presented in Sec. 3. Numerical solutions yielding the system response and also the maximal Lyapunov exponent are presented in Sec. 4. A brief discussion and concluding remarks are presented in Sec. 5.
2 Analytic Framework
2.1 Atomic Force Microscope Cantilever Dynamics: Reduced-Order Stochastic Model.
2.2 Stochastic Differential Equations: Itô and Stratonovich Interpretations.
2.3 Lyapunov Exponents.
2.4 Stochastic Stability.
Comparing the relationship of the largest Lyapunov exponent to stability of solutions between deterministic and stochastic systems, we first note that for a deterministic system in stable limit cycle oscillations, the largest Lyapunov exponent converges to zero in time. For a stochastic system in stable limit cycle oscillations, the largest Lyapunov exponent similarly tends to zero in time, but now will be described as tending to zero with probability one. Stochastic systems are essentially described in a probabilistic sense and hence such limits are always described as being approached with probability one or almost surely [19–21].
3 Steady-State Behavior: Analytic Stationary Solutions to F–P Equations
An alternative to directly solving SDE is to solve for probability density functions that equivalently characterize the dynamics. For AFM dynamics (represented by the stochastic process known as the standard diffusion), it can be shown in Ref. [14] that the corresponding probability density function satisfies a (deterministic) partial differential equation known as the F–P equation. While F–P equations can be challenging for nonlinear systems (particularly those driven by multiplicative noise), their closed-form solutions are desirable. Stationary solutions to the F–P equation can illuminate a variety of phenomena including stochastic bifurcations.
3.1 F–P Equation in L–J Potential: Multiplicative Noise.
μ = γ + Δ, ,
3.2 F–P Equation and Probability Density in Morse Potential: Multiplicative Noise.
3.3 F–P Equation and Probability Density: Additive Noise.
4 System Response and Stability: Numerical Solutions of Stochastic Differential Equation
We now study both the system response and stochastic stability by directly numerically solving the corresponding SDE in each case. The algorithm used is Heun’s method [23].
For the L–J potential, numerically obtain the average response (output) from the SDE under additive and multiplicative noise in Fig. 3. The displacement of the AFM cantilever in both Stratonovich and Itô cases is approximately identical. However, the displacement is higher in the additive noise case for the L–J potential. In contrast, for Morse potential, one finds that displacement is identical in additive and multiplicative noises in Fig. 4. The amplitude level of AFM in L–J potential is also higher than that of Morse potential. For clarity of periodic motions, 3D plots for the displacement, velocity, and time are given in Figs. 5–7. We can see that the system, while evolving from the same initial states, approaches different attractors for the two potentials. The nature of the nonlinearity in these potentials being different, this behavior may be expected. Also, if we restrict the analysis to weak noise and periodic force of small magnitude, these limit cycle oscillations are stable. However, if the periodic forcing amplitude is increased, these periodic orbits can become unstable, leading to the chaotic regime. Moreover, increasing the noise intensity can lead as well to chaotic dynamics [24].
Turning now to stability, we present the time evolution of the maximal Lyapunov exponents (LLE) for L–J and Morse potentials, respectively in Figs. 8 and 9. We see that the asymptotic values of LLEs are zero, hence, we have stable limit cycle oscillations in Figs. 3 and 4, respectively. It is also possible to get noise-induced chaotic motion in AFM but this lies outside the scope of this paper [1].
Next, we turn to the stationary PDF for multiplicative noise, presented in Fig. 1, and for additive noise in Fig. 2. In the Stratonovich interpretation, the stationary PDF for L–J potential has a smaller value than the stationary PDF in Morse potential. However, in Itô interpretation, this behavior is the opposite, i.e., stationary PDF in L–J potential is greater in value than the stationary PDF in Morse potential (see Fig. 1). Interestingly, for each type of potential, the stationary probability densities have contrasting behaviors for the Stratonovich and Itô interpretations. In low amplitude region, the Stratonovich interpretation has higher PDF values than Itô. In larger amplitude region, the Itô interpretation yields a PDF larger in value than in the Stratonovich case.
Also, a damped deterministic system, in the absence of external forcing must converge to stable fixed point states (oscillation amplitude zero) due to the inevitable loss of energy. Correspondingly, for a stochastic system, the most probable values of amplitude must be zero as there are no oscillations in the fixed point states. For additive noise, the plots in Fig. 2 affirm this conclusion. However, it is observed from the plots in Fig. 1 that, for the multiplicative noise case (for both L–J and Morse potentials), this conclusion is supported only by the stationary densities obtained from the Stratonovich interpretation. This suggests that the latter interpretation might be the more appropriate model for AFM dynamics driven by multiplicative noise.
Under additive noise, the Stratonovich and Itô interpretation have no distinction. In this case, the PDF in L–J potential is higher in value than for the Morse potential. However, this difference in the stationary PDF is quite small (see Fig. 2).
5 Discussion and Conclusion
Comparing the effects of additive versus multiplicative noise on AFM dynamics, the results show that in the L–J potential case, additive noise yields a system response of higher magnitude; little difference exists between the two types of noise under the Morse potential. By way of the Itô versus Stratonovich contrast, only the stationary densities in the Stratonovich version indicate zero-amplitude oscillations with probability one, in the fixed state. This suggests that the Stratonovich interpretation might be the more appropriate choice for modeling AFM dynamics. All cases yielded stable, limit cycle oscillations. However, in the case of additive noise and the L–J potential the LLE shifted from positive values in the transient phase to ultimately converge to values indicating stability. Overall, the results advance our understanding of stochastic AFM dynamics in the presence of multiplicative noise. They clarify that environmental and internal noise result in distinct dynamic behaviors, also depending on the specifics of the tip-surface interaction. From the stochastic analysis viewpoint, the results indicate the AFM to be yet another physical system where the Stratonovich interpretation yields physically meaningful results. Finally, the need for experiments to validate the reported results cannot be overstated. Noise is an important aspect of AFM dynamics and ingeniously devised experiments are essential to validate and build upon theoretical results. We trust that the reported results can serve to motivate such experiments and conclude with the hope that the paper contributes to future AFM research.
Footnote
Paper presented at the 2023 Modeling, Estimation, and Control Conference (MECC 2023), Lake Tahoe, NV, Oct. 2–5. Paper No. MECC2023-106.
Acknowledgment
The authors would like to acknowledge critical and helpful comments from the anonymous referees.
Funding Data
This work was partially supported by the U.S. National Science Foundation (NSF Award: CMMI-2140405).
Conflict of Interest
There are no conflicts of interest.
Data Availability Statement
The datasets generated and supporting the findings of this article are obtainable from the corresponding author upon reasonable request.