Related papers: Normal and Anomalous Fluctuation Relations for Gau…
The relativistic theory of hydrodynamic fluctuations, or noise, is derived and applied to high energy heavy ion collisions. These fluctuations are inherent in any space-time varying system and are in addition to initial state fluctuations.…
We prove density and current fluctuations for two examples of symmetric, interacting particle systems with anomalous diffusive behavior: the zero-range process with long jumps and the zero-range process with degenerated bond disorder. As an…
We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…
We present the theoretical analysis of steady state regimes and low-frequency noises in quasi-ballistic FETs. The noise analysis is based on the Langevin approach, which accounts for the microscopic sources of fluctuations originated from…
We investigate a problem of the necessary and sufficient conditions for appearance of the 1/f fluctuations in the simple systems affected by the external random perturbations, i.e. the power spectral density of the flux of particles moving…
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…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
The non-Markovian features of three typical anomalous diffusing systems are studied by analytically solving the generalized Langevin equation directly driven by three kind of internal structured-noises: harmonic noise, harmonic velocity…
Dirac fluids - interacting systems obeying particle-hole symmetry and Lorentz invariance - are among the simplest hydrodynamic systems; they have also been studied as effective descriptions of transport in strongly interacting Dirac…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We derive a generalized quantum Langevin equation and its fluctuation-dissipation relation describing the quantum dynamics of a tagged particle interacting with a medium (environment), where both the particle and the environment are driven…
We review how unitarity and stationarity in the Schwinger-Keldysh formalism naturally lead to a (quantum) generalized fluctuation-dissipation relation (gFDR) that works beyond thermal equilibrium. Non-Gaussian loop corrections are also…
We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…
We calculate analytically the fluctuation-dissipation ratio (FDR) for Ising ferromagnets quenched to criticality, both for the long-range model and its short-range analogue in the limit of large dimension. Our exact solution shows that, for…
The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…
We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…