Tadeusz Czernik
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Research Interests
Tadeusz Czernik has a total of 7 co-authors. Here are the top co-authors by number of shared publications:
- Jerzy Łuczka
Institute of Physics, University of Silesia, Chorzów, Poland
4 shared publications J. Kula
Department of Theoretical Physics, Silesian University, 40-007 Katowice, Poland
2 shared publications- Daniel Iskra
University of Economics in Katowice Katowice Poland
1 shared publication J Kula
Department of Theoretical Physics, Silesian University, 40-007 Katowice, Poland
1 shared publicationJ Łuczka
Department of Theoretical Physics, Silesian University, 40-007 Katowice, Poland
1 shared publicationP. Hänggi
Institut für Physik, Universität Augsburg, Memminger Straße 6, D-86135 Augsburg, Germany
1 shared publication
Latest Publications
- Open Access
- 30 September 2014
- Published by Masaryk University Press in Financial Assets and Investing
- Vol. 5 (3) , 21-37
Modeling Financial Surplus of the Housing Projects Developer
Recent events taking place on the housing project market provide a strong impetus to the study of risk in housing project development. This issue is important not only from the point of view of the developer but also his client. This paper proposes a dynamic model of the financial surplus process. The model takes into account the structure of the credit payments, and the random nature of the real estate sale process (compound Poisson process
- 30 September 2014
- Published by Masaryk University Press in Financial Assets and Investing
- Vol. 5 (3) , 21-37
Open AccessModeling Financial Surplus of the Housing Projects Developer
Recent events taking place on the housing project market provide a strong impetus to the study of risk in housing project development. This issue is important not only from the point of view of the developer but also his client. This paper proposes a dynamic model of the financial surplus process. The model takes into account the structure of the credit payments, and the random nature of the real estate sale process (compound Poisson process
- 25 September 2000
- Published by Wiley in Annalen der Physik
- Vol. 9 (9-10) , 721-734
Rectified steady flow induced by white shot noise: diffusive and non-diffusive regimes
- 25 September 2000
- Published by Wiley in Annalen der Physik
- Vol. 9 (9-10) , 721-734
Rectified steady flow induced by white shot noise: diffusive and non-diffusive regimes
- 16 February 1998
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 80 (7) , 1377-1380
Brownian Ratchets: Transport Controlled by Thermal Noise
We analyze directed transport of overdamped Brownian particles in a 1D spatially periodic potential that are subjected to both zero-mean thermal equilibrium Nyquist noise and zero-mean exponentially correlated dichotomous fluctuations. We show that particles can reverse the direction of average motion upon a variation of noise parameters if two fundamental symmetries, namely, the reflection symmetry of the spatial periodic structure, and the statistical symmetry of dichotomous fluctuations, are broken. There is a critical thermal noise intensity , or equivalently a critical temperature , at which the mean velocity of particles is zero. Below and above particles move in opposite directions. At fixed temperature, there is a region of noise parameters in which particles of different linear size are transported in opposite directions.- 16 February 1998
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 80 (7) , 1377-1380
Brownian Ratchets: Transport Controlled by Thermal Noise
We analyze directed transport of overdamped Brownian particles in a 1D spatially periodic potential that are subjected to both zero-mean thermal equilibrium Nyquist noise and zero-mean exponentially correlated dichotomous fluctuations. We show that particles can reverse the direction of average motion upon a variation of noise parameters if two fundamental symmetries, namely, the reflection symmetry of the spatial periodic structure, and the statistical symmetry of dichotomous fluctuations, are broken. There is a critical thermal noise intensity , or equivalently a critical temperature , at which the mean velocity of particles is zero. Below and above particles move in opposite directions. At fixed temperature, there is a region of noise parameters in which particles of different linear size are transported in opposite directions.- 1 October 1997
- Published by American Physical Society (APS) in Physical Review E
- Vol. 56 (4) , 3968-3975
Symmetric white noise can induce directed current in ratchets
Symmetric white noise can induce directed current in periodic potentials that lack reflection symmetry (termed ratchets). The requirement for this to occur is that the white noise possesses non-Gaussian statistical properties with all its odd numbered cumulant correlation averages vanishing identically. The fluctuation-induced current is elucidated for three types of white noise: (i) symmetric white Poissonian shot noise with exponentially distributed amplitudes, (ii) two-state diffusion noise being composed of two thermal Nyquist noise sources that successively are switched on and off by dichotomic noise, and (iii) randomly flashing Gaussian white noise. Because the latter two noise sources are not composed of independent increments, the resulting ratchet dynamics is non-Markovian. The current versus white-noise intensity typically exhibits a nonmonotonic dependence with a maximum assumed at a suitably tuned noise level.- 1 October 1997
- Published by American Physical Society (APS) in Physical Review E
- Vol. 56 (4) , 3968-3975
Symmetric white noise can induce directed current in ratchets
Symmetric white noise can induce directed current in periodic potentials that lack reflection symmetry (termed ratchets). The requirement for this to occur is that the white noise possesses non-Gaussian statistical properties with all its odd numbered cumulant correlation averages vanishing identically. The fluctuation-induced current is elucidated for three types of white noise: (i) symmetric white Poissonian shot noise with exponentially distributed amplitudes, (ii) two-state diffusion noise being composed of two thermal Nyquist noise sources that successively are switched on and off by dichotomic noise, and (iii) randomly flashing Gaussian white noise. Because the latter two noise sources are not composed of independent increments, the resulting ratchet dynamics is non-Markovian. The current versus white-noise intensity typically exhibits a nonmonotonic dependence with a maximum assumed at a suitably tuned noise level.- 1 April 1997
- Published by American Physical Society (APS) in Physical Review E
- Vol. 55 (4) , 4057-4066
Thermal ratchets driven by Poissonian white shot noise
We investigate the overdamped transport of Brownian particles that are placed in spatially periodic potentials (without and with reflection symmetry) that are subjected to both Poissonian white shot noise and thermal, i.e., Gaussian, white equilibrium fluctuations. The probability current of the output process, which is shown to obey a second-order ordinary differential equation, is analyzed. The limit of strong Poissonian white shot noise is studied analytically; the resulting current is given in closed form in terms of two quadratures. For general forms of the periodic potential we present asymptotic expansions in terms of the ratio between the thermal and the shot noise intensity. Analytic results are presented for the class of piecewise linear, sawtoothlike ratchet potentials. Under specific conditions, the current exhibits a distinctive nonmonotonic dependence on such parameters as temperature and/or asymmetry of the periodic potential.
- 1 April 1997
- Published by American Physical Society (APS) in Physical Review E
- Vol. 55 (4) , 4057-4066
Thermal ratchets driven by Poissonian white shot noise
We investigate the overdamped transport of Brownian particles that are placed in spatially periodic potentials (without and with reflection symmetry) that are subjected to both Poissonian white shot noise and thermal, i.e., Gaussian, white equilibrium fluctuations. The probability current of the output process, which is shown to obey a second-order ordinary differential equation, is analyzed. The limit of strong Poissonian white shot noise is studied analytically; the resulting current is given in closed form in terms of two quadratures. For general forms of the periodic potential we present asymptotic expansions in terms of the ratio between the thermal and the shot noise intensity. Analytic results are presented for the class of piecewise linear, sawtoothlike ratchet potentials. Under specific conditions, the current exhibits a distinctive nonmonotonic dependence on such parameters as temperature and/or asymmetry of the periodic potential.
- 1 May 1996
- Published by Elsevier in Physics Letters A
- Vol. 214 (1-2) , 14-20
Transport generated by dichotomous fluctuations
- 1 May 1996
- Published by Elsevier in Physics Letters A
- Vol. 214 (1-2) , 14-20
Transport generated by dichotomous fluctuations