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Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

统计力学 · 物理学 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

统计力学 · 物理学 2015-06-18 Rytis Kazakevicius , Julius Ruseckas

We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…

统计力学 · 物理学 2011-09-08 Stefano Lepri , Carlos Mejia-Monasterio , Antonio Politi

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

统计力学 · 物理学 2010-04-27 Alessandro Sarracino , Dario Villamaina , Giulio Costantini , Andrea Puglisi

We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional…

统计力学 · 物理学 2015-06-16 L. Kusmierz , J. M. Rubi , E. Gudowska-Nowak

In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…

概率论 · 数学 2018-07-23 Alexei Kulik , Ilya Pavlyukevich

We study the dynamics of the oscillating gauged scalar field in a thermal bath. A Langevin type equation of motion of the scalar field, which contains both dissipation and fluctuation terms, is derived by using the real-time finite…

高能物理 - 唯象学 · 物理学 2014-04-30 Yuhei Miyamoto , Hayato Motohashi , Teruaki Suyama , Jun'ichi Yokoyama

We introduce a generative modeling framework for thermodynamic computing, in which structured data is synthesized from noise by the natural time evolution of a physical system governed by Langevin dynamics. While conventional diffusion…

统计力学 · 物理学 2025-11-03 Stephen Whitelam

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…

统计力学 · 物理学 2016-08-31 Gianmaria Falasco , Marco Baiesi

We consider a non-linear Langevin equation in presence of non-Gaussian noise originating from non-linear bath. We claim, the parameters in the Langevin equation are not physical. The physical parameters are obtained from a path-integral…

统计力学 · 物理学 2022-03-01 Chandan Jana

We present a microscopic Hamiltonian framework to develop Maxwell demon like engine. Our model consists of a equilibrium thermal bath and a non-equilibrium bath; latter generated by driving with an external stationary, Gaussian noise. The…

统计力学 · 物理学 2007-12-13 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

统计力学 · 物理学 2022-06-30 Cillian Cockrell , Ian J Ford

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

动力系统 · 数学 2008-08-08 Zhihui Yang , Jinqiao Duan

We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…

软凝聚态物质 · 物理学 2018-12-26 Lokrshi Prawar Dadhichi , Ananyo Maitra , Sriram Ramaswamy

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

统计力学 · 物理学 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

统计力学 · 物理学 2020-01-08 Jae Sung Lee , Hyunggyu Park

Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on…

统计力学 · 物理学 2022-09-01 Adrian Baule , Peter Sollich

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

统计力学 · 物理学 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…

混沌动力学 · 物理学 2013-01-01 Pedro G. Lind , Maria Haase , Frank Böttcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

统计力学 · 物理学 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton