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A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

Probability · Mathematics 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

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

In [2] it has been proved that a linear Hamiltonian lattice field perturbed by a conservative stochastic noise belongs to the 3/2-L\'evy/Diffusive universality class in the nonlinear fluctuating theory terminology [15], i.e. energy…

Mathematical Physics · Physics 2018-08-01 Cédric Bernardin , Patricia Gonçalves , Milton Jara , Marielle Simon

In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…

Probability · Mathematics 2010-07-01 Freddy Hernandez

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

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

We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…

Statistical Mechanics · Physics 2021-05-19 Adrian van Kan , Alexandros Alexakis , Marc-Etienne Brachet

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…

Statistical Mechanics · Physics 2025-06-11 Ion Santra , Kristian Stølevik Olsen

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…

Probability · Mathematics 2023-09-19 Francesco Casini , Cristian Giardinà , Frank Redig

We present here a conjecture about the equivalence between the noise density of states of a system governed by a generalized Langevin equation and the fluctuation in the energy density of states in a Hamiltonian system. We present evidence…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mendeli H. Vainstein , Rafael Morgado , Fernando A. Oliveira

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…

Statistical Mechanics · Physics 2020-01-29 R. Chétrite , M. L. Rosinberg , T. Sagawa , G. Tarjus

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

Statistical Mechanics · Physics 2015-06-05 Cedric Bernardin , P. Gonçalves

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Dynamical Systems · Mathematics 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…

Statistical Mechanics · Physics 2021-08-25 Karol Capała , Bartłomiej Dybiec

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay
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