Related papers: Fluctuation relation for a L\'evy particle
We propose a mathematical model to describe the athermal fluctuations of thin sheets driven by the type of random driving that might be experienced prior to weak crumpling. The model is obtained by merging the F\"oppl-von K\'arm\'an…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…
A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…
We study a system of hard-core particles sliding downwards on a fluctuating one-dimensional surface which is characterized by a dynamical exponent $z$. In numerical simulations, an initially random particle density is found to coarsen and…
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…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
Properties of random and fluctuating systems are often studied through the use of Gaussian distributions. However, in a number of situations, rare events have drastic consequences, which can not be explained by Gaussian statistics.…
Fluctuation theorems impose constraints on possible work extraction probabilities in thermodynamical processes. These constraints are stronger than the usual second law, which is concerned only with average values. Here, we show that such…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…
The retarded Van der Waals force between a polarizable particle and a perfectly conducting plate is re-examined. The expression for this force given by Casimir and Polder represents a mean force, but there are large fluctuations around this…
We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
The transport of platelets in blood is commonly assumed to obey an advection-diffusion equation. Here we propose a disruptive view, by showing that the random part of their velocity is governed by a fat-tailed probability distribution,…
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…
Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…
The quotient of random variables with normal distributions is examined and proven to have have power law decay, with density $f\left( x\right) \simeq f_{0}x^{-2}$, with the coefficient depending on the means and variances of the numerator…