In this thesis we investigate the structure formation and the out-of-equilibrium dynamics of driven and active magnetic colloids. The interactions in our system were tuned in situ by using external fields, with the aim of finding novel approaches to drive and engineer these microparticles into a rich variety of microstructures. The colloids formed chains and clusters able to transport cargos, space-filling gels and self-healing crystals. Moreover, we demonstrated the bidirectional transport of paramagnetic particles on top of a structured magnetic substrate. Because of their associated length-scale, colloids are experimentally accessible with traditional optical microscope techniques. We analysed the data extracted from digital video microscopy and used such information to infer the particle dynamics. Colloids have been proven to be excellent model systems for structures across different length scales that are more difficult to observe, such as collections of atoms and molecules. Furthermore, they are helpful test-beds to investigate fluid dynamics at low Reynolds number and can form artificial micromachines that are essential for the realization of disparate functional tasks at the microscale.
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