Related papers: Normal and Anomalous Fluctuation Relations for Gau…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained
We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…
We consider a one-dimensional fermionic lattice system with long-ranged power-law decaying hopping with exponent $\alpha$. The system is further subjected to dephasing noise in the bulk. We investigate two variants of the problem: (i) an…
Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These processes are often characterized by time-varying dynamics,…
Neurons display spontaneous spiking (in the absence of stimulus signals) as well as a characteristic response to time-dependent external stimuli. In a simple but important class of stochastic neuron models, the integrate-and-fire model with…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
We clarify the structure of thermal noise in AdS/CFT by studying the dynamics of an equilibrated heavy quark string. Using the Kruskal extension of the correspondence to generate the dynamics of the field theory on the Keldysh contour, we…
In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…
We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…
We present new numerical schemes to integrate stochastic partial differential equations which describe the spatio-temporal dynamics of reaction-diffusion (RD) problems under the effect of internal fluctuations. The schemes conserve the…
In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
The main objective of this work is to explore aspects of stochastic resonance (SR) in noisy bistable, symmetric systems driven by subthreshold periodic rectangular external signals possessing a large duty cycle of unity. Using a precise…
Recently, novel exact identities known as Fluctuation-Response Relations (FRRs) have been derived for nonequilibrium steady states of Markov jump processes. These identities link the fluctuations of state or current observables to a…
The fluctuation-dissipation relation (FDR) is measured on the dielectric properties a polymer glass (polycarbonate). It is observed that the fluctuation dissipation theorem is strongly violated for a quench from above to below the glass…
The famous Johnson-Nyquist formula relating noise current to conductance has a microscopic generalization relating noise current density to microscopic conductivity, with corollary relations governing noise in the components of the…
In nonequilibrium steady states of Markov jump processes, we derive exact Fluctuation-Response Relations (FRRs) that express the covariance between any pair of currents in terms of static responses in a notably simple form, thus…