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Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

Complex systems, such as the power grid, are essential for our daily lives. Many complex systems display (multi-)fractal behavior, correlated fluctuations and power laws. Whether the power-grid frequency, an indicator about the balance on…

A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…

Instrumentation and Methods for Astrophysics · Physics 2023-02-13 Robert Kimberk , Keara Carter , Todd Hunter

We study Johnson-Nyquist noise in macroscopically inhomogeneous disordered metals and give a microscopic derivation of the correlation function of the scalar electric potentials in real space. Starting from the interacting Hamiltonian for…

Mesoscale and Nanoscale Physics · Physics 2011-09-08 M. Treiber , C. Texier , O. M. Yevtushenko , J. von Delft , I. V. Lerner

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the…

Materials Science · Physics 2009-11-13 D. Persano Adorno , N. Pizzolato , B. Spagnolo

Renewable generators perturb the electric power grid with heavily non-Gaussian and time correlated fluctuations. While changes in generated power on timescales of minutes and hours are compensated by frequency control measures, we report…

Physics and Society · Physics 2019-05-29 Hauke Haehne , Katrin Schmietendorf , Samyak Tamrakar , Joachim Peinke , Stefan Kettemann

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

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…

Statistical Mechanics · Physics 2011-11-08 Sanjib Sabhapandit

Power laws in time and frequency appear in fields such as linear viscoelasticity and acoustics, viscous boundary layer problems, and dielectrics. This is consistent with fractional derivatives in the fundamental descriptions, since power…

General Physics · Physics 2023-08-16 Sverre Holm

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…

Statistical Mechanics · Physics 2012-07-11 Adrian A. Budini

In this study the power flow in a coupled mechanical and electromagnetic harvesting system in presence of both positional and electrical fluctuations is analyzed. Explicit expressions for the power into and out of the mechanical and…

Classical Physics · Physics 2014-05-30 Lars Egil Helseth

We study the time correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Michio Otsuki , Shin-ichi Sasa

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

We derive fluctuation-dissipation relations for a tunnel junction driven by a high impedance microwave resonator, displaying strong quantum fluctuations. We find that the fluctuation-dissipation relations derived for classical forces hold,…

Mesoscale and Nanoscale Physics · Physics 2015-03-31 O. Parlavecchio , C. Altimiras , J. -R. Souquet , P. Simon , I. Safi , P. Joyez , D. Vion , P. Roche , D. Esteve , F. Portier

We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L\'{e}vy…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , Alessandro Chessa , H. Eugene Stanley

We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…

Statistical Mechanics · Physics 2025-04-29 Andrew Osborne , Andrew Lucas

An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…

Statistical Mechanics · Physics 2025-06-23 Léopold Van Brandt , Jean-Charles Delvenne

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen