340 research outputs found
Linear Relaxation Processes Governed by Fractional Symmetric Kinetic Equations
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski
kinetic equations, which describe evolution of the systems influenced by
stochastic forces distributed with stable probability laws. These equations
generalize known kinetic equations of the Brownian motion theory and contain
symmetric fractional derivatives over velocity and space, respectively. With
the help of these equations we study analytically the processes of linear
relaxation in a force - free case and for linear oscillator. For a weakly
damped oscillator we also get kinetic equation for the distribution in slow
variables. Linear relaxation processes are also studied numerically by solving
corresponding Langevin equations with the source which is a discrete - time
approximation to a white Levy noise. Numerical and analytical results agree
quantitatively.Comment: 30 pages, LaTeX, 13 figures PostScrip
Heat and work distributions for mixed Gauss-Cauchy process
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 external noise, with both sources of perturbations considered as
additive and statistically independent forcings. We define thermodynamic
quantities for trajectories of the process and analyze contributions to
mechanical work and heat. As a working example we consider a particle subjected
to a drag force and two independent Levy white noises with stability indices
and . The fluctuations of dissipated energy (heat) and
distribution of work performed by the force acting on the system are addressed
by examining contributions of Cauchy fluctuations to either bath or external
force acting on the system
Stationary states for underdamped anharmonic oscillators driven by Cauchy noise
Using methods of stochastic dynamics, we have studied stationary states in
the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape
of stationary states depend both on the potential type and the damping. If the
damping is strong enough, for potential wells which in the overdamped regime
produce multimodal stationary states, stationary states in the underdamped
regime can be multimodal with the same number of modes like in the overdamped
regime. For the parabolic potential, the stationary density is always unimodal
and it is given by the two dimensional -stable density. For the mixture
of quartic and parabolic single-well potentials the stationary density can be
bimodal. Nevertheless, the parabolic addition, which is strong enough, can
destroy bimodlity of the stationary state.Comment: 9 page
Stationary states in Langevin dynamics under asymmetric L\'evy noises
Properties of systems driven by white non-Gaussian noises can be very
different from these systems driven by the white Gaussian noise. We investigate
stationary probability densities for systems driven by -stable L\'evy
type noises, which provide natural extension to the Gaussian noise having
however a new property mainly a possibility of being asymmetric. Stationary
probability densities are examined for a particle moving in parabolic, quartic
and in generic double well potential models subjected to the action of
-stable noises. Relevant solutions are constructed by methods of
stochastic dynamics. In situations where analytical results are known they are
compared with numerical results. Furthermore, the problem of estimation of the
parameters of stationary densities is investigated.Comment: 9 pages, 9 figures, 3 table
Perturbations of Noise: The origins of Isothermal Flows
We make a detailed analysis of both phenomenological and analytic background
for the "Brownian recoil principle" hypothesis (Phys. Rev. A 46, (1992), 4634).
A corresponding theory of the isothermal Brownian motion of particle ensembles
(Smoluchowski diffusion process approximation), gives account of the
environmental recoil effects due to locally induced tiny heat flows. By means
of local expectation values we elevate the individually negligible phenomena to
a non-negligible (accumulated) recoil effect on the ensemble average. The main
technical input is a consequent exploitation of the Hamilton-Jacobi equation as
a natural substitute for the local momentum conservation law. Together with the
continuity equation (alternatively, Fokker-Planck), it forms a closed system of
partial differential equations which uniquely determines an associated
Markovian diffusion process. The third Newton law in the mean is utilised to
generate diffusion-type processes which are either anomalous (enhanced), or
generically non-dispersive.Comment: Latex fil
- …