Related papers: Microscopic realization of cross-correlated noise …
The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions…
Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Casimir physics covers a wealth of phenomena where forces between macroscopic objects are induced by long range fluctuations of either classical or quantum origin. Fluctuations of the quantum electrodynamic vacuum epitomize this type of…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
We work out a unified theory describing both non-local electron transport and cross-correlated shot noise in a three-terminal normal-superconducting-normal (NSN) hybrid nanostructure. We describe noise cross correlations both for subgap and…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We prove diffusive behaviour of the energy fluctuations in a system of harmonic oscillators with a stochastic perturbation of the dynamics that conserves energy and momentum. The results concern pinned systems or lattice dimension $d\ge 3$,…
In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar non-linear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We study a superconducting transmission line (TL) formed by distributed LC oscillators and excited by external magnetic fluxes which are aroused from random magnetization (A) placed in substrate or (B) distributed at interfaces of a…
We study a granular gas heated by a stochastic thermostat in the dilute limit. Starting from the kinetic equations governing the evolution of the correlation functions, a Boltzmann-Langevin equation is constructed. The spectrum of the…
We show that uncorrelated Gaussian noise, despite its paradigmatic association with thermal equilibrium, can drive a system out of equilibrium and can serve as a resource from which work can be extracted. We consider an overdamped particle…