Related papers: Normal and Anomalous Fluctuation Relations for Gau…
The fluctuation-dissipation relation (FDR) is measured on the dielectric properties of a polymer glass (polycarbonate)in the range $20mHz - 100Hz$. It is found that after a quench below the glass transition temperature the fluctuation…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
Decarbonization in the energy sector has been accompanied by an increased penetration of new renewable energy sources in electric power systems. Such sources differ from traditional productions in that, first, they induce larger,…
The fluctuation-dissipation relation (FDR), a fundamental result of equilibrium statistical physics, ceases to be valid when a system is taken out of the equilibrium. A generalization of FDR has been theoretically proposed for…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We introduce the Fluctuating Two-Ray (FTR) fading model, a new statistical channel model that consists of two fluctuating specular components with random phases plus a diffuse component. The FTR model arises as the natural generalization of…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
High frequency stochastic resonance (SR) phenomena, associated with fluctuational transitions between coexisting periodic attractors, have been investigated experimentally in an electronic model of a single-well Duffing oscillator bistable…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…