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Singular probability distribution of shot-noise driven systems.
Akihisa Ichiki1, Yukihiro Tadokoro, M I Dykman
1Toyota Central R&D Labs., Inc., Nagakute, Aichi 480-1192, Japan.
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|February 16, 2013
Summary
Shot noise drives systems to exhibit power-law singularities in their coordinate distribution. These singularities form peaks, especially in the underdamped regime, revealing signatures of shot-noise fluctuations.
Area of Science:
- Statistical physics
- Non-equilibrium systems
- Stochastic processes
Background:
- Understanding the behavior of systems subjected to random fluctuations is crucial.
- Shot noise, characterized by discrete random pulses, introduces unique dynamics.
- Previous studies have explored noise effects, but the specific impact of shot noise on probability distributions requires further investigation.
Purpose of the Study:
- To investigate the stationary probability distribution of a system driven by shot noise.
- To analyze the emergence and characteristics of singularities in the coordinate distribution.
- To explore the influence of shot noise on both overdamped and underdamped regimes.
Main Methods:
- Analytical derivation of the stationary probability distribution.
- Identification of power-law singularities in the distribution.
- Analysis of peak formation and position in both overdamped and underdamped systems.
- Comparison of analytical findings with numerical simulations.
Main Results:
- The coordinate distribution exhibits power-law singularities in its central part for both overdamped and underdamped systems.
- These singularities manifest as distribution peaks at low noise pulse rates.
- Peak positions in the underdamped regime follow a geometric progression.
- The energy distribution in the underdamped case also shows multiple peaks with geometric progression positions.
- Analytical results show excellent agreement with numerical simulations.
Conclusions:
- Shot noise induces unique structures in the probability distribution of driven systems.
- The observed power-law singularities and geometric progressions are signatures of shot-noise fluctuations.
- The findings provide a deeper understanding of non-equilibrium statistical mechanics under shot noise conditions.
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