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  Power-law distributions in noisy dynamical systems

Wilkinson, M., Guichardaz, R., Pradas, M., & Pumir, A. (2015). Power-law distributions in noisy dynamical systems. EPL, 111(5): 50005. doi:10.1209/0295-5075/111/50005.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-002A-2546-A Version Permalink: http://hdl.handle.net/11858/00-001M-0000-002A-E102-D
Genre: Journal Article

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Wilkinson, M., Author
Guichardaz, R., Author
Pradas, M., Author
Pumir, A.1, Author              
Affiliations:
1Laboratory for Fluid Dynamics, Pattern Formation and Biocomplexity, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society, ou_2063287              

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 Abstract: We consider a dynamical system which is non-autonomous, has a stable attractor and which is perturbed by an additive noise. We establish that under some quite typical conditions, the intermittent fluctuations from the attractor have a probability distribution with power-law tails. We show that this results from a stochastic cascade of amplification of fluctuations due to transient periods of instability. The exponent of the power-law is interpreted as a negative fractal dimension, and is explicitly determined, using numerics or perturbation expansion, in the case of a model of colloidal particles in one-dimension.

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Language(s): eng - English
 Dates: 2015-09-082015-09-17
 Publication Status: Published in print
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 Rev. Method: Peer
 Identifiers: DOI: 10.1209/0295-5075/111/50005
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Title: EPL
Source Genre: Journal
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Pages: 6 Volume / Issue: 111 (5) Sequence Number: 50005 Start / End Page: - Identifier: -