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Related papers: Fluctuation relation for a L\'evy particle

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We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…

Statistical Mechanics · Physics 2009-08-20 H. Touchette , E. G. D. Cohen

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

Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…

Plasma Physics · Physics 2016-10-12 Sara Moradi , Diego del-Castillo-Negrete , Johan Anderson

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 study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Statistical Mechanics · Physics 2013-08-02 Giacomo Gradenigo , Alessandro Sarracino , Andrea Puglisi , Hugo Touchette

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

We report that the power driving gravity and capillary wave turbulence in a statistically stationary regime displays fluctuations much stronger than its mean value. We show that its probability density function (PDF) has a most probable…

Fluid Dynamics · Physics 2009-11-13 Eric Falcon , Sebastien Aumaitre , Claudio Falcon , Claude Laroche , Stephan Fauve

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Statistical Mechanics · Physics 2017-08-16 Mohsen Ghasemi Nezhadhaghighi

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

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

Long tails in the velocity distribution are observed in plasmas and gravitational systems. Some experiments and observations in far-from-equilibrium conditions show that these tails behave as 1/v^(5/2). We show here that such heavy tails…

Plasma Physics · Physics 2016-05-20 L. Brenig , Y. Chaffi , T. M. Rocha Filho

We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…

Statistical Mechanics · Physics 2024-12-11 Giovanni Battista Carollo , Massimiliano Semeraro , Giuseppe Gonnella , Marco Zamparo

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

This is a review of recent work on quantum fluctuations of the electric field and of stress tensor operators and their physical effects. The probability distribution for vacuum fluctuations of the electric field is Gaussian, but that for…

High Energy Physics - Theory · Physics 2022-12-06 L. H. Ford

We study the statistics, in stationary conditions, of the work $W_\tau$ done by the active force in different systems of self-propelled particles in a time $\tau$. We show the existence of a critical value $W_\tau ^\dag$ such that…

Statistical Mechanics · Physics 2017-10-17 Francesco Cagnetta , Federico Corberi , Giuseppe Gonnella , Antonio Suma

In this paper we present a detailed and exact study of the probability density function $P(F)$ of the total force $F$ acting on a point particle belonging to a perturbed lattice of identical point sources of a power law pair interaction.…

Statistical Mechanics · Physics 2009-11-11 Andrea Gabrielli

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

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…

Statistical Mechanics · Physics 2014-04-11 Chulan Kwon , Jae Dong Noh , Hyunggyu Park

We study experimentally and theoretically the probability density functions of the injected and dissipated energy in a system of a colloidal particle trapped in a double well potential periodically modulated by an external perturbation. The…

Statistical Mechanics · Physics 2008-10-21 Alberto Imparato , Pierre Jop , Artyom Petrosyan , Sergio Ciliberto
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