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Related papers: Levy ratchets with dichotomic random flashing

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L\'evy noise is a paradigmatic noise used to describe out-of-equilibrium systems. Typically, properties of L\'evy noise driven systems are very different from their Gaussian white noise driven counterparts. In particular, under action of…

Statistical Mechanics · Physics 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

Dynamical Systems · Mathematics 2012-01-31 Huiqin Chen , Jinqiao Duan , Chengjian Zhang

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei

The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…

Soft Condensed Matter · Physics 2007-05-23 Els Heinsalu , Risto Tammelo , Teet Ord

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

Using the method of quantum trajectories we study a quantum chaotic dissipative ratchet appearing for particles in a pulsed asymmetric potential in the presence of a dissipative environment. The system is characterized by directed transport…

Statistical Mechanics · Physics 2007-05-23 Gabriel G. Carlo , Giuliano Benenti , Giulio Casati , Dima L. Shepelyansky

Transport properties of overdamped Brownian paricles in a rocked thermal ratchet with space dependent friction coefficient is studied. By tuning the parameters, the direction of current exhibit multiple reversals, both as a function of the…

Statistical Mechanics · Physics 2009-10-31 Debasis Dan , Mangal C. Mahato , A. M. Jayannavar

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

In this work, the ratchet dynamics of Brownian particles driven by an external sinusoidal (harmonic) force is investigated. The gating ratchet effect is observed when another harmonic is used to modulate the spatially symmetric potential in…

Statistical Mechanics · Physics 2015-03-24 Luis Dinis , Niurka R. Quintero

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into…

Statistical Mechanics · Physics 2015-05-28 Piotr Garbaczewski , Vladimir Stephanovich

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the linear heat equation, and the quasi-linear heat equation.…

Probability · Mathematics 2014-10-07 Xuebin Lu , Wanyang Dai

Stationary states of overdamped anharmonic stochastic oscillators driven by L\'evy noise are typically multimodal. The very same situation is recorded for an underdamped L\'evy noise driven motion in single-well potentials with linear…

Statistical Mechanics · Physics 2020-08-26 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

This work is devoted to quantifying how periodic perturbation can change the rate of metastable transition in stochastic mechanical systems with weak noises. A closed-form explicit expression for approximating the rate change is provided,…

Dynamical Systems · Mathematics 2021-09-30 Ying Chao , Molei Tao

We analyzed voltage rectification for dc SQUIDs biased with ac current with zero mean value. We demonstrate that the reflection symmetry in the 2-dimensional SQUID potential is broken by an applied flux and with appropriate asymmetries in…

Condensed Matter · Physics 2009-10-31 S. Weiss , D. Koelle , J. Mueller , K. Barthel , R. Gross

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

Temporal broadening of pulsar signals results from electron density fluctuations in the interstellar medium that cause the radiation to travel along paths of different lengths. The Gaussian theory of fluctuations predicts that the pulse…

Astrophysics · Physics 2008-11-26 Stanislav Boldyrev , Carl Gwinn