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The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

Motivated through various applications of the trapping diffusion-influenced reactions theory in physics, chemistry and biology, this paper deals with irreducible Cartesian tensors (ICT) technique within the scope of the generalized method…

Chemical Physics · Physics 2024-04-25 Sergey D. Traytak

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

We consider steady state heat conduction across a quantum harmonic chain connected to reservoirs modelled by infinite collection of oscillators. The heat, $Q$, flowing across the oscillator in a time interval $\tau$ is a stochastic variable…

Statistical Mechanics · Physics 2013-05-29 Keiji Saito , Abhishek Dhar

It is shown that the quantum fluctuation dissipation theorem can be considered as a mathematical formulation in the spectral representation of Onsager hypothesis on the regression of fluctuations in physical systems. It is shown that the…

Statistical Mechanics · Physics 2007-05-23 P. Shiktorov , E. Starikov , V. Gruzinskis , L. Reggiani , L. Varani , J. C. Vaissiere

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

It is demonstrated that the "generalized fluctuation-dissipation theorem" [Physica A 106, 443 (1981)] covers the later suggested "fluctuation theorems" and related statistical equalities.

Statistical Mechanics · Physics 2011-06-06 Yu. E. Kuzovlev

A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…

Probability · Mathematics 2025-03-27 Roman Sineokiy , Alexander Veretennikov

The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

General Relativity and Quantum Cosmology · Physics 2014-11-20 Joachim Herrmann

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…

High Energy Physics - Theory · Physics 2015-07-24 A. L. M. Britto , Ashok K. Das , J. Frenkel

A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…

Statistical Mechanics · Physics 2018-11-14 Tomer Goldfriend , Jorge Kurchan

A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

Statistical Mechanics · Physics 2022-09-28 Tomoshige Miyaguchi

By numerical simulation of a Lennard-Jones like liquid driven by a velocity gradient \gamma we test the fluctuation relation (FR) below the (numerical) glass transition temperature T_g. We show that, in this region, the FR deserves to be…

Statistical Mechanics · Physics 2009-11-10 F. Zamponi , G. Ruocco , L. Angelani

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

Mathematical Physics · Physics 2010-04-20 Francesco Mainardi , Antonio Mura , Gianni Pagnini

We extend the previously developed [1] generally covariant formalism to include diffusion of conserved charges, and comment on the seming difference between the chemica potential term and the diffusion term

High Energy Physics - Theory · Physics 2026-04-20 David Montenegro , Giorgio Torrieri

Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…

Statistical Mechanics · Physics 2009-11-10 T. Monnai