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We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

Statistical Mechanics · Physics 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

We study out-of-equilibrium transport in disordered superconductors close to the superconducting transition. We consider a thin film connected by resistive tunnel interfaces to thermal reservoirs having different chemical potentials and…

Superconductivity · Physics 2013-10-21 Aleksandra Petković , Valerii M. Vinokur

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and…

Statistical Mechanics · Physics 2009-10-31 Aldo H. Romero , Jose M. Sancho

Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and…

Chemical Physics · Physics 2016-08-24 Hélène Berthoumieux

We argue, physically and formally, that existing diffusive models of noise yield inaccurate microscopic descriptions of nonequilibrium current fluctuations. The theoretical shortfall becomes pronounced in quantum-confined metallic systems,…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 F. Green , M. P. Das

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

Data Analysis, Statistics and Probability · Physics 2012-10-23 B. Lehle

The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…

Classical Physics · Physics 2019-05-01 Jean-Régis Angilella

We consider the current fluctuations in a mesoscopic circuit consisting of nodes connected by arbitrary connectors, in a setup with multiple normal or superconducting terminals. In the limit of weak superconducting proximity effect,…

Superconductivity · Physics 2007-05-23 P. Virtanen , T. T. Heikkila

We consider finite frequency noise in a mesoscopic system with arbitrary interactions, connected to many terminals kept at finite electrochemical potentials. We show that the excess noise, obtained by subtracting the noise at zero voltage…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Ines Safi

Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…

Dynamical Systems · Mathematics 2009-01-19 Xianming Liu , Jinqiao Duan , Jicheng Liu , Peter E. Kloeden

For a wide class of stochastic athermal systems, we derive Langevin-like equations driven by non-Gaussian noise, starting from master equations and developing a new asymptotic expansion. We found an explicit condition whereby the…

Statistical Mechanics · Physics 2015-03-10 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

Synchronization is a widespread phenomenon observed in physical, biological, and social networks, which persists even under the influence of strong noise. Previous research on oscillators subject to common noise has shown that noise can…

Adaptation and Self-Organizing Systems · Physics 2021-06-02 Zachary G. Nicolaou , Michael Sebek , Istvan Z. Kiss , Adilson E. Motter

We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…

Statistical Mechanics · Physics 2012-09-10 John Realpe-Gomez , Tobias Galla , Alan J. McKane

We present evidence of the existence of a superdiffusive regime in systems with correlated disorder for which localization is suppressed. An expression for anomalous electrical conductivity at low frequencies is found by using a generalized…

Statistical Mechanics · Physics 2009-11-11 Fernando A. Oliveira , Rafael Morgado , Alex Hansen , J. M. Rubi

We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…

High Energy Physics - Theory · Physics 2009-10-28 F. Illuminati , M. Patriarca , P. Sodano

We consider chaotic dynamics of a system of two coupled ring resonators with a linear gain and a nonlinear absorption. Such a structure can be implemented in various settings including microresonator nanostructures, polariton condensates,…

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

The motion of oscillatory-like nonlinear Hamiltonian systems, driven by a weak noise, is considered. A general method to find regions of stability in the phase space of a randomly-driven system, based on a specific Poincar\'e map, is…

Chaotic Dynamics · Physics 2011-11-10 D. V. Makarov , M. Yu. Uleysky , M. V Budyansky , S. V. Prants