Related papers: Fractional Brownian Gyrator
A microscopic model for a translational Brownian motor, dubbed as Brownian Translator, is introduced. It is inspired by the Brownian Gyrator of Filliger and Reimann (Filliger and Reimann 2007). The Brownian Translator consists of a…
Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…
We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic…
We consider a toy model for glassy dynamics of colloidal suspensions: a single Brownian particle diffusing among immobile obstacles. If Gaussian factorization of static density fluctuations is assumed, this model can be solved without…
Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
We address the characterization of classical fractional random noise via quantum probes. In particular, we focus on estimation and discrimination problems involving the fractal dimension of the trajectories of a system subject to fractional…
In contrast to the classical concept of a Carnot engine that alternates contact between heat baths of different temperatures, naturally occurring processes usually harvest energy from anisotropy, being exposed simultaneously to chemical and…
We study three different experiments that involve dry friction and periodic driving, and which employ both single and many-particle systems. These experimental set-ups, besides providing a playground for investigation of frictional effects,…
We demonstrate theoretically that in gyrotropic semiconductors and semiconductor nanosystems the Brownian motion of electrons results in temporal fluctuations of the polarization plane of light passing through or reflected from the…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimators for both the Hurst index as well as a vector of unknown…
The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…
The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…
The Brownian motion of a quantum particle in a harmonic confining potential and coupled to a harmonic quantum thermal bath is exactly solvable. It is shown that at low enough temperatures the stationary state is non-Gibbsian due to an…