Erik Van der Straeten

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We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain both the time-dependent propagator of this equation and the velocity correlation function by solving the associated(More)
In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the(More)
We study the three-dimensional persistent random walk with drift. Then we develop a thermodynamic model that is based on this random walk without assuming the Boltzmann-Gibbs form for the equilibrium distribution. The simplicity of the model allows us to perform all calculations in closed form. We show that, despite its simplicity, the model can be used to(More)
The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter β fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind speed fluctuations and extract the superstatistical distribution function f(β) directly from the data. We construct suitable(More)
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