相关论文: Non-stationary solutions driven by thermodynamic p…

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…

We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

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,…

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

We provide insights into energetics of a Brownian oscillator in contact with a heat bath and driven by an external unbiased time-periodic force that takes the system out of thermodynamic equilibrium. Solving the corresponding Langevin…

Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…

We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…

We define a characteristic energy density based on the measurement of the two first moments of the extrinsic injected power smoothed over time. Using the stationarity, we show that this definition characterizes an energy per degrees freedom…

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…

This paper examines impulsive non-autonomous systems with grazing periodic solutions. Surfaces of discontinuity and impact functions of the systems are not depending on the time variable. That is, we can say that the impact conditions are…

The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…

This paper proposes a theory that bridges classical analytical mechanics and nonequilibrium thermodynamics. Its intent is to derive the evolution equations of a system from a stationarity principle for a suitably augmented Lagrangian…

We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…

We study the solutions of a generalized Allen-Cahn equation deduced from a Landau energy functional, endowed with a non-constant higher order stiffness. We assume the stiffness to be a positive function of the field and we discuss the…

The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…