Power-law distributions and fluctuation-dissipation relation in the stochastic dynamics of two-variable Langevin equations

DOI10.1088/1742-5468/2012/02/P02006zbMATH Open1456.82765arXiv1202.0707MaRDI QIDQ3301334FDOQ3301334

Authors: Jiulin Du 

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a condition under which these power-law distributions are accurately created in a system away from equilibrium. This condition is an energy-dependent relation between the diffusion coefficient and the friction coefficient and thus it provides a fluctuation-dissipation relation for nonequilibrium systems with power-law distributions. Further, we study the specific forms of the Fokker-Planck equation that correctly leads to such power-law distributions, and then present a possible generalization of Klein-Kramers equation and Smoluchowski equation to a complex system, whose stationary-state solutions are exactly a Tsallis distribution.

Full work available at URL: https://arxiv.org/abs/1202.0707

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Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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Cited In (15)

• The mean first passage time in an energy-diffusion controlled regime with power-law distributions
• Power-law behaviors from the two-variable Langevin equation: Ito’s and Stratonovich’s Fokker–Planck equations
• Power spectrum analysis of the average-fluctuation density separation in interacting particle systems
• Self-organized power-law equilibrium distributions in structured dynamical systems
• Stable infinite variance fluctuations in randomly amplified Langevin systems
• On the correlation between kappa and Lévy stable distributions
• The power-law reaction rate coefficient for barrierless reactions
• Canonical ensemble in non-extensive statistical mechanics
• Canonical ensemble in non-extensive statistical mechanics, \(q > 1\)
• The nonextensive parameter for nonequilibrium electron gas in an electromagnetic field
• Probabilistic model of \(N\) correlated binary random variables and non-extensive statistical mechanics
• Stochastic processes with power-law stability and a crossover in power-law correlations
• Injected power fluctuations in Langevin equation
• Entropy and entropy production in Fokker–Plank equation under the generalized fluctuation–dissipation relation
• Power-law dynamic arising from machine learning

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