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The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…

概率论 · 数学 2026-03-25 Ashif Khan , Chetan D. Pahlajani

We investigate a problem of the necessary and sufficient conditions for appearance of the 1/f fluctuations in the simple systems affected by the external random perturbations, i.e. the power spectral density of the flux of particles moving…

adap-org · 物理学 2007-05-23 B. Kaulakys , T. Meskauskas

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

概率论 · 数学 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

概率论 · 数学 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

统计力学 · 物理学 2009-11-13 Sven Dorosz , Michel Pleimling

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

概率论 · 数学 2015-02-20 Konstantinos Spiliopoulos

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

概率论 · 数学 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

数学物理 · 物理学 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

概率论 · 数学 2016-10-23 Mark Freidlin , Leonid Koralov

In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…

统计力学 · 物理学 2024-01-08 Debra J. Searles , Stephen Sanderson

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

统计力学 · 物理学 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

数学物理 · 物理学 2019-10-02 Rafail V. Abramov

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

概率论 · 数学 2018-06-25 Pierre Mathieu , Andrey Piatnitski

In this paper some critical aspects of the behaviour of breaking lattices subject to slow driving forces are briefly reviewed. In particular fluctuations in the response to the variation of external parameters are discussed.

无序系统与神经网络 · 物理学 2016-11-23 Alberto Petri

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…

统计力学 · 物理学 2007-07-31 E. G. D. Cohen , Ramses van Zon

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

适应与自组织系统 · 物理学 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

统计力学 · 物理学 2009-11-13 A. Baule , E. G. D. Cohen

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

概率论 · 数学 2020-10-06 Mark Freidlin

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

统计力学 · 物理学 2013-12-03 Artur Wachtel

Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…

数值分析 · 数学 2017-10-11 Tobias Grafke , Tobias Schaefer , Eric Vanden-Eijnden
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