相关论文: Fluctuations of non-ergodic stochastic processes
The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…
The recent work, Nemoto and Sasa [Phys. Rev. E, 83: 030105(R) (2011)], has shown that large deviations of the current characterizing a nonequilibrium system are obtained by observing the typical current for a modified system specified by a…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
Perturbed Einstein's equations with a linear response relation and a stochastic source, applicable to a relativistic star model are worked out . These perturbations which are stochastic in nature, are of significance for building a…
We provide a method for calculating time-averaged stress fluctuations on surfaces in a viscous incompressible fluid at equilibrium. We assume that (i) the time-averaged fluctuating stress is balanced in equilibrium at each position and that…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…
We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…
This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the changing speed of load power, on the size of the voltage stability margin. To this end, Stochastic Differential-Algebraic Equations…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Mechanical deformation of amorphous solids can be described as consisting of an elastic part in which the stress increases linearly with strain, up to a yield point at which the solid either fractures or starts deforming plastically. It is…
We investigate the amplitude of mesoscopic fluctuations of the differential conductance of a metallic wire at arbitrary bias voltage V. For non-interacting electrons, the variance <delta g^2> increases with V. The asymptotic large-V…
Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…
In the standard framework of thermodynamics the work produced or consumed in a process is a random variable whose average value is bounded by the change in the free energy of the system. This work is calculated without regard for the size…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon…
A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…
As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…
In three dimensional toroidal domains without symmetry, the standard magnetohydrodynamic (MHD) equilibrium model used for magnetic confinement fusion does not generally support smooth solutions. Instead, solutions have singular plasma…