Related papers: Injected Power Fluctuations in Langevin Equation
The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…
A vibrating plate is set into a chaotic state of wave turbulence by either a periodic or a random local forcing. Correlations between the forcing and the local velocity response of the plate at the forcing point are studied. Statistical…
The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Based on the classical Langevin equation, we have re-visited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting…
This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…
We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…
This paper analyzes how power injections affect frequency quality in power systems. We first derive a general expression linking active and reactive power injections at buses to the system's frequency. This formulation explicitly considers…
The over-passing probability across an inverted parabolic potential barrier is investigated according to the classical and quantal generalized Langevin equations. It is shown that, in the classical case, the asymptotic value of the…
A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…
We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first…
We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…
We present a modified model for relativistic stars which are usually represented by perfect fluids. Fluctuations of the stress tensor act as source in the modified Einstein's equation, giving it a Langevin equation form. The occurrence of…
We analyze the statistics of an estimator, denoted by xi_t and referred to as the slave, for the equilibrium susceptibility of a one dimensional Langevin process x_t in a potential phi(x). The susceptibility can be measured by evolving the…
We investigate the validity of fluctuation theorems for an asymmetric rotor experiment in a granular gas. A first state, with a Gaussian distribution of the angular velocity, is found to be well described by a first order Langevin equation.…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…