  The understanding of the dynamics of nonequilibrium cooling and heating
processes at the nanoscale is still an open problem. These processes can follow
surprising relaxation paths due to, e.g., memory effects, which significantly
alter the expected equilibration routes. The Kovacs effect can take place when
a thermalization process is suddenly interrupted by a change of the bath
temperature, leading to a non-monotonic dependence of the energy of the system.
Here, we demonstrate that the Kovacs effect can be observed in the
thermalization of the center of mass motion of a levitated nanoparticle. The
temperature is controlled during the experiment through an external source of
white gaussian noise. We describe our experiments in terms of the dynamics of a
Brownian particle in a harmonic trap without any fitting parameter, suggesting
that the Kovacs effect canappear in a large variety of systems.
