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We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including… (More)

- S Denisov, S Kupin
- 2004

Let p be a trigonometric polynomial, nonnegative on the unit circle T. We say that a measure σ on T belongs to the polynomial Szeg˝ o class, if dσ(e iθ) = σ ′ ac (e iθ) dθ + dσ s (e iθ), σ s is singular, and 2π 0 p(e iθ) log σ ′ ac (e iθ) dθ > −∞ For the associated orthogonal polynomials {ϕ n }, we obtain pointwise asymp-totics inside the unit disc D. Then… (More)

We study the quantum version of a tilting and flashing Hamiltonian ratchet, consisting of a periodic potential and a time-periodic driving field. The system dynamics is governed by a Floquet evolution matrix bearing the symmetry of the corresponding Hamiltonian. The dc-current appears due to the desymmetrization of Floquet eigenstates, which become… (More)

We consider low-dimensional dynamical systems exposed to a heat bath and to additional ac fields. The presence of these ac fields may lead to a breaking of certain spatial or temporal symmetries, which in turn cause nonzero averages of relevant observables. Nonlinear (non)adiabatic response is employed to explain the effect. We consider a case of a particle… (More)

We study the role that the cross-correlation of noises plays in the statistical behavior of systems driven by two multiplicative Gaussian white noises. The temporal evolution of the system is described by a Langevin equation, for which we adopt a general interpretation that includes the Ito as well as the Stratonovich interpretation. We derive the… (More)

We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric Lévy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for Lévy flights is derived and solved analytically in the steady… (More)

- T Adams, J M Bishop, R Cady, N M Cason, J Gress, C Kopp +53 others
- 2007

The design, construction, and performance of a 198-element CsI detector built for Brookhaven experiment E852 is described. Design considerations for the array included such factors as rate, magnetic eld, sensitivity and acceptance. Signals were obtained with a photodiode/preampliier combination 1 using PIN photodiodes. Data were taken over the course of two… (More)

- Fei Zhan, S Denisov, A V Ponomarev, P Hänggi
- 2011

We analyze the performance of quantum ratchets by considering the dynamics of an initially localized wave packet loaded into a flashing periodic potential. The directed center-of-mass motion can be initiated by the uniform modulation of the potential height, provided that the modulation protocol breaks all relevant time-and spatial-reflection symmetries. A… (More)

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact probability distribution function for the particle positions, calculate its moments, and find their corresponding long-time,… (More)

- S I Denisov, P H Anggi, H Kantz
- 2009

– We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance… (More)