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In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…

Statistical Mechanics · Physics 2010-10-13 Udo Seifert , Thomas Speck

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

We discuss two ways of deriving the fluctuation-dissipation theorem (FDT) for soft fermion excitations in a hot non-Abelian plasma being in a thermal equilibrium. The first of them is based on the extended (pseudo)classical model in…

High Energy Physics - Phenomenology · Physics 2010-05-27 Yuri A. Markov , Margaret A. Markova

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…

Statistical Mechanics · Physics 2015-05-30 Haidong Feng , Jin Wang

In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…

Statistical Mechanics · Physics 2021-06-15 Yuanran Zhu , Huan Lei , Changho Kim

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

In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…

Statistical Mechanics · Physics 2007-05-23 Nicolas Garnier , Ciliberto Sergio

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

The fluctuation dissipation theorem (FDT) is studied close to the glass transition in colloidal suspensions under steady shear. Shear breaks detailed balance in the many-particle Smoluchowski equation, and gives response functions in the…

Soft Condensed Matter · Physics 2009-11-13 Matthias Krüger , Matthias Fuchs

The fluctuation-dissipation theorem (FDT) is very general and applies to a broad variety of different physical phenomena in condensed matter physics. With the help of the FDT and following the famous work of Caldeira and Leggett, we show…

Statistical Mechanics · Physics 2014-11-20 Vincenzo Branchina , Marco Di Liberto , Ivano Lodato

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

The Modified Fluctuation Dissipation Theorem (MFDT) proposed by G. Verley et al. {\it (EPL 93, 10002, (2011))} for non equilibrium transient states is experimentally studied. We apply MFDT to the transient relaxation dynamics of the…

Statistical Mechanics · Physics 2015-09-30 Isaac Theurkauff , Aude Caussarieu , Artyom Petrosyan , Sergio Ciliberto

For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a…

Statistical Mechanics · Physics 2023-03-23 Alex Fontana , Ludovic Bellon

Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…

Statistical Mechanics · Physics 2019-09-04 Xian Chen , Chen Jia

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

There is no simple fluctuation-dissipation theorem (FDT) for nonequilibrium systems. We show that for a fluid in a nonequilibrium steady state (NESS) characterized by a constant temperature gradient there is a generalized FDT that relates…

Statistical Mechanics · Physics 2023-12-15 T. R. Kirkpatrick , D. Belitz
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