Related papers: Fluctuation-Response Relation and modeling in syst…
Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…
We study the dynamical properties of human communication through different channels, i.e., short messages, phone calls, and emails, adopting techniques from neuronal spike train analysis in order to characterize the temporal fluctuations of…
We perform numerical simulations of the sandpile model for non-vanishing driving fields $h$ and dissipation rates $\epsilon$. Unlike simulations performed in the slow driving limit, the unique time scale present in our system allows us to…
In nonequilibrium steady states of Markov jump processes, we derive exact Fluctuation-Response Relations (FRRs) that express the covariance between any pair of currents in terms of static responses in a notably simple form, thus…
We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…
Radiative forcing drives warming in the Earth system, leading to changes in sea surface temperatures (SSTs) and associated radiative feedbacks. The link between changes in the top-of-the-atmosphere (TOA) net radiative flux and SST patterns,…
Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…
We develop a fluctuation framework to quantify the free energy difference between two equilibrium states connected by nonequilibrium processes under arbitrary dynamics and system-environment coupling. For an open system described by the…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
Long-range spatial correlations in the velocity and energy fields of a granular fluid are discussed in the framework of a 1d lattice model. The dynamics of the velocity field occurs through nearest-neighbour inelastic collisions that…
Linear response analysis in the nonequilibrium steady state (Gaussian regime) provides two independent fluctuation-response relations. One, in the form of the symmetric matrix, manifests the departure from the equilibrium formula through…
Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…
In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…
We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…
The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the…
We study the response of a simple quasi-geostrophic barotropic model of the atmosphere to various classes of perturbations affecting its forcing and its dissipation using the formalism of the Ruelle response theory. We investigate the…
Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…