Related papers: Injected Power Fluctuations in Langevin Equation
We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index $f$ and a power law waiting time distribution characterized by the time index $g$ on the long time behavior of a random walker. The…
A massive intruder in a homogeneously driven granular fluid, in dilute configurations, performs a memory-less Brownian motion with drag and temperature simply related to the average density and temperature of the fluid. At volume fraction…
We analyze the probabilities of large infrequent fluctuations in systems driven by external fields. In a broad range of the field magnitudes, the logarithm of the fluctuation probability is linear in the field magnitude, and the response…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…
Nonequilibrium systems exchange the energy with an environment in the form of work and heat. The work done on a system obeys the fluctuation theorem, while the dissipated heat which differs from the work by the internal energy change does…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
This work is an analytical calculation of the path probability for random dynamics of mechanical system described by Langevin equation with Gaussian noise. The result shows an exponential dependence of the probability on the action. In the…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…
A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It…
The Langevin theory of the polarization of a dilute collection of dipoles by an external field is often included in introductory solid state physics and physical chemistry curricula. The average polarization is calculated assuming the…
Fragment mass distributions from the fission of U and Pu isotopes at low excitation energies are studied using a dynamical model based on the fluctuation-dissipation theorem formulated as Langevin equations. The present calculations…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…