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

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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 study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…

Statistical Mechanics · Physics 2019-12-18 Urna Basu , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

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

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…

Data Analysis, Statistics and Probability · Physics 2018-07-24 Benjamin Schäfer , Christian Beck , Kazuyuki Aihara , Dirk Witthaut , Marc Timme

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Statistical Mechanics · Physics 2007-05-23 Frederic Douarche , Sylvain Joubaud , Nicolas B. Garnier , Artem Petrosyan , Sergio Ciliberto

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…

Atomic Physics · Physics 2010-10-14 M. Zelan , H. Hagman , K. Karlsson , C. M. Dion , A. Kastberg

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

Chaotic Dynamics · Physics 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

Statistical Mechanics · Physics 2007-07-31 E. G. D. Cohen , Ramses van Zon

The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…

Statistical Mechanics · Physics 2008-10-07 A. A. Dubkov , B. Spagnolo

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

Statistical Mechanics · Physics 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

Probability · Mathematics 2016-03-24 Ron Doney , Claudia Klüppelberg , Ross Maller

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

Fluid Dynamics · Physics 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

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

The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…

Statistical Mechanics · Physics 2008-03-01 M. M. Bandi , C. Connaughton

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

Statistical Mechanics · Physics 2009-11-10 Eli Barkai

The present paper attempts to address a discussion on mathematical grounds of a model to associate the generalized version of the CLT and the $N$-body problem related to the calculation of the force on a single star or particle due to the…

Mathematical Physics · Physics 2019-07-24 A. D. Figueiredo , T. M. da Rocha Filho , M. A. Amato

A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…

Condensed Matter · Physics 2016-08-31 Terence Hwa , Daniel S. Fisher

We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…

Statistical Mechanics · Physics 2007-05-23 Rangan Lahiri , Arvind , Anirban Sain

We investigate the conditions leading to large drag force fluctuations in granular materials. The study is based on a set of experimental drag tests, which involve pulling a plate vertically through a cohesionless granular material. In…

Soft Condensed Matter · Physics 2020-04-14 T. Hossain , P. Rognon