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By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…

统计力学 · 物理学 2012-05-23 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

We study a Langevin-like model which describes an inertial particle in a one-dimensional harmonic potential and subjected to two heat baths and one athermal environment. The thermal noises are white and Gaussian, and the temperatures of…

统计力学 · 物理学 2022-09-21 E. S. Nascimento , W. A. M. Morgado

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

概率论 · 数学 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi

Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…

统计力学 · 物理学 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

统计力学 · 物理学 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…

统计力学 · 物理学 2022-08-16 Mingnan Ding , Xiangjun Xing

We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…

统计力学 · 物理学 2010-11-10 S. Lepri , C. Mejia-Monasterio , A. Politi

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

统计力学 · 物理学 2023-05-04 Niels Grønbech-Jensen

A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…

Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

统计力学 · 物理学 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

We study the properties of heat conduction induced by non-Gaussian noises from athermal environments. We find that new terms should be added to the conventional Fourier law and the fluctuation theorem for the heat current, where its average…

统计力学 · 物理学 2013-05-28 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

The dynamics of a linear system embedded in a heat bath environment and subject to non- Gaussian noise is studied. Higher order cumulants in coordinate space are derived and their impact on the dynamics and on asymptotic steady state…

介观与纳米尺度物理 · 物理学 2013-04-18 Maximilian Köpke , Joachim Ankerhold

We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…

统计力学 · 物理学 2015-08-04 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

统计力学 · 物理学 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

We discuss the statistics of additive thermal (internal) noise in systems governed by the generalized Langevin equation with linear dissipation. To assess the equation's validity, it is common to assume that the system is ergodic and to…

统计力学 · 物理学 2026-05-18 Alex V. Plyukhin

We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…

统计力学 · 物理学 2018-04-12 M. Baldovin , A. Puglisi , A. Vulpiani

We develop a simple thermodynamic model to describe the heat transfer mechanisms and generation of acoustic waves in photoacoustic Raman spectroscopy by small particulate suspensions in a gas. Using Langevin methods to describe the thermal…

量子物理 · 物理学 2009-11-10 Kunal K. Das , Yuri V. Rostovtsev , Kevin Lehmann , Marlan O. Scully

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…

等离子体物理 · 物理学 2025-01-07 Daniele Gamba , Bingyu Cui , Alessio Zaccone

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

统计力学 · 物理学 2017-10-25 David A. Kessler , Stanislav Burov

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…

统计力学 · 物理学 2023-06-21 Alessio Squarcini , Alexandre Solon , Pascal Viot , Gleb Oshanin
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