Injected power fluctuations in Langevin equation

被引:123
作者
Farago, J [1 ]
机构
[1] CNRS, UMR 8550, Ecole Normale Super, Phys Stat Lab, F-75231 Paris 05, France
关键词
fluctuation phenomena; random processes; noise and Brownian motion;
D O I
10.1023/A:1014538214117
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the probability density function of the power (averaged over a time interval of length tau) injected (and dissipated) by the random force into a Brownian particle driven by a Langevin equation, The resulting distribution, as well as the associated large deviation function, display strong asymmetry, whose origin is explained. Connections with the so-called "Fluctuation Theorem" are thereafter discussed. Finally, considering Langevin equations with a pinning potential, we show that the large deviation function associated with the injected power is completely insensitive to the presence of a potential.
引用
收藏
页码:781 / 803
页数:23
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