Related papers: Linear Response Theory in Stochastic Resonance
We re-examine the procedure of adiabatic elimination of fast relaxing variables near a bifurcation point when some of the parameters of the system are stochastically modulated. Approximate stationary solutions of the Fokker-Planck equation…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
The Extended Theory of Finite Fermi Systems is based on the conventional Landau-Migdal theory and includes the coupling to the low-lying phonons in a consistent way. The phonons give rise to a fragmentation of the single-particle strength…
This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_\beta \langle v \rangle^{-\beta}$, in particular non-symmetric and non-centred. This work…
Time-dependent fluid dynamics plays a crucial role in both natural phenomena and industrial applications. Understanding the flow instabilities and transitions within these dynamical systems is essential for predicting and controlling their…
Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…
The classical Fokker-Planck equation (FPE) is a key tool in physics for describing systems influenced by drag forces and Gaussian noise, with applications spanning multiple fields. We consider the fractional Fokker-Planck equation (FFPE),…
In this study, we propose a new method that is useful for estimating unknown parameter values of stochastic differential equation (SDE) models, based on probability density function (PDF) data measured from random dynamical systems. As our…
The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the It\^o process and is of great importance to the literature of statistical physics and machine learning. The FPE can be regarded…
We consider the FENE dumbbell polymer model which is the coupling of the incompressible Navier-Stokes equations with the corresponding Fokker-Planck-Smoluchowski di ffusion equation. We show global well-posedness in the case of a 2D bounded…
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…
We consider Fokker-Planck equations with tilted periodic potential in the subcritical regime and characterize the spatio-temporal dynamics of the partial masses in the limit of vanishing diffusion. Our convergence proof relies on suitably…
A series of short time stochastic resonance (SR) phenomena, realized in a bistable receiver, can be utilized to convey train of information represented by frequency-shift keying (FSK) signals. It is demonstrated that the SR regions of the…
This study investigates the interconnections between the traditional Fokker-Planck Equation (FPE) and its fractal counterpart (FFPE), utilizing fractal derivatives. By examining the continuous approximation of fractal derivatives in the…
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We study well-posedness and long time behavior of the nonlinear Vlasov-Poisson- Fokker-Planck system with an external confining potential. The system describes the time evolution of particles (e.g.$\,\,$in a plasma) undergoing diffusion,…
Amorphous dielectric materials have been known to host two-level systems (TLSs) for more than four decades. Recent developments on superconducting resonators and qubits enable detailed studies on the physics of TLSs. In particular,…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…