Related Experiment Video
Updated: May 23, 2026

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
Anomalous diffusion in systems driven by the stable Lévy noise with a finite noise relaxation time and inertia
1Institute of Nuclear Physics, Polish Academy of Sciences, PL-31-342 Kraków, Poland.
Abstract:
Dynamical systems driven by a general Lévy stable noise are considered. The inertia is included and the noise, represented by a generalized Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive noise) is solved: the resulting distribution converges with time to the distribution for the white-noise, massless case. Moreover, a multiplicative noise is discussed. It can make the distribution steeper and the variance, which is finite, depends sublinearly on time (subdiffusion). For a small mass, a white-noise limit corresponds to the Stratonovich interpretation. On the other hand, the distribution tails agree with the Itô interpretation if the inertia is very large. An escape time from the potential well is calculated.
Related Concept Videos
Atomic Nuclei: Types of Nuclear Relaxation
In spin–lattice or longitudinal relaxation, the excited spins exchange energy with the surrounding lattice as they return to the lower energy level. Among several mechanisms that contribute to spin–lattice relaxation, magnetic dipolar interactions are significant. Here, the excited nucleus transfers energy to a nearby...
Linear time-invariant Systems
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be calculated...
Entropy Change in Reversible Processes
The statement can be further generalized to prove that entropy is a state function. Take a cyclic process between any two points on a p-V diagram.
First Law: Particles in One-dimensional Equilibrium
BIBO stability of continuous and discrete -time systems
To determine the BIBO stability, the convolution integral is utilized when a bounded continuous-time input is applied to a Linear Time-Invariant (LTI) system.
Linear Approximation in Frequency Domain
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear.

