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We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for nonnegative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behaviour in the asymptotic long time limit.
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositio
The interplay between Coulomb friction and random excitations is studied experimentally by means of a rotating probe in contact with a stationary granular gas. The granular material is independently fluidized by a vertical shaker, acting as a heat ba
The motion of an adiabatic piston under dry friction is investigated to clarify the roles of dry friction in non-equilibrium steady states. We clarify that dry friction can reverse the direction of the piston motion and causes a discontinuity or a cu
We consider an overdamped Brownian particle, exposed to a two-dimensional, square lattice potential and a rectangular ac-drive. Depending on the driving amplitude, the linear response to a weak dc-force along a lattice symmetry axis consist in a mobi
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation tim