Theory of adiabatic fluctuations: third-order noise

DOI10.1088/0305-4470/31/36/005MaRDI QIDQ4259796zbMATH OpenOpenAlexFDO

Authors Suman Kumar Banik, Jyotipratim Ray Chaudhuri, Deb Shankar Ray

Publication date 30 August 1999

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9807203

zbMATH Keywords

non-Gaussian noiselinear dissipationprobability distribution functionsexternal adiabatic fluctuationsresponse of a dynamical system

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Other physical applications of random processes (60K40)

Abstract: We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $alpha|mu{|}^{-1}$, where $alpha$ is the strength of fluctuations and $|mu|$ is the damping rate. We show that probability distribution functions obey the differential equations of motion which contain third order terms (beyond the usual Fokker-Planck terms) leading to non-Gaussian noise. The problem of adiabatic fluctuations in velocity space which is the counterpart of Brownian motion for fast fluctuations, has been solved exactly. The characteristic function and the associated probability distribution function are shown to be of stable form. The linear dissipation leads to a steady state which is stable and the variances and higher moments are shown to be finite.

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Cited in

(2)

• Linear systems with adiabatic fluctuations
• Dynamical fluctuations in classical adiabatic processes: general description and their implications

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