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相关论文: Fluctuation relation for a L\'evy particle

200 篇论文

We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L\'{e}vy…

统计力学 · 物理学 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , Alessandro Chessa , H. Eugene Stanley

We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…

统计力学 · 物理学 2019-12-18 Urna Basu , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

统计力学 · 物理学 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…

数据分析、统计与概率 · 物理学 2018-07-24 Benjamin Schäfer , Christian Beck , Kazuyuki Aihara , Dirk Witthaut , Marc Timme

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

光学 · 物理学 2009-11-13 Stefano Lepri , Stefano Cavalieri , Gian-Luca Oppo , Diederik S. Wiersma

Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…

原子物理 · 物理学 2010-10-14 M. Zelan , H. Hagman , K. Karlsson , C. M. Dion , A. Kastberg

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

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

The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…

统计力学 · 物理学 2008-10-07 A. A. Dubkov , B. Spagnolo

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

统计力学 · 物理学 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

概率论 · 数学 2016-03-24 Ron Doney , Claudia Klüppelberg , Ross Maller

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

流体动力学 · 物理学 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

统计力学 · 物理学 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…

统计力学 · 物理学 2008-03-01 M. M. Bandi , C. Connaughton

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

统计力学 · 物理学 2009-11-10 Eli Barkai

The present paper attempts to address a discussion on mathematical grounds of a model to associate the generalized version of the CLT and the $N$-body problem related to the calculation of the force on a single star or particle due to the…

数学物理 · 物理学 2019-07-24 A. D. Figueiredo , T. M. da Rocha Filho , M. A. Amato

A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…

凝聚态物理 · 物理学 2016-08-31 Terence Hwa , Daniel S. Fisher

We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…

统计力学 · 物理学 2007-05-23 Rangan Lahiri , Arvind , Anirban Sain

We investigate the conditions leading to large drag force fluctuations in granular materials. The study is based on a set of experimental drag tests, which involve pulling a plate vertically through a cohesionless granular material. In…

软凝聚态物质 · 物理学 2020-04-14 T. Hossain , P. Rognon