Related papers: The fluctuation-dissipation relation: how does one…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…
In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…
A field theoretical method for the fluctuating hydrodynamics with preserving fluctuation-dissipation relations (FDR) is reformulated. It is shown that the long time behavior within the first-loop order perturbation under the assumption that…
The fluctuation dissipation theorem (FDT) is the basis for a microscopic description of the interaction between electromagnetic radiation and matter.By assuming the electromagnetic radiation in thermal equilibrium and the interaction in the…
The Brownian motion of a particle immersed in a medium of charged particles is considered when the system is placed in magnetic or electric fields. Coming from the Zwanzig-Caldeira-Legget particle-bath model, we modify it so that not only…
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…
In this paper we dwell on three issues: 1) revisit the relation between vacuum fluctuations and radiation reaction in atom-field interactions, which began in the 70s and settled in the 90s with its resolution recorded in monographs; 2) the…
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 $1/\ln t$…
A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We develop a field-theoretic perturbation method preserving the fluctuation-dissipation relation (FDR) for the dynamics of the density fluctuations of a noninteracting colloidal gas plunged in a quenched Gaussian random field. It is based…
The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…
In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…
In simulations of colloidal matter, frictional contacts between particles are often neglected. For spherical colloids, such an approximation can be problematic, since frictional contacts couple translational and rotational degrees of…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…