Related papers: Fluctuation-Dissipation Theory of Input-Output Int…
We discuss the "generalized fluctuation-dissipation relations (theorems)" for the first time suggested by us in 1977-1984 as statistical-thermodynamical consequences of time symmetry (reversibility) of microscopic dynamics. It is shown, in…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…
This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…
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…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
The second law of thermodynamics posits that in closed macroscopic systems the rate of entropy production must be positive. However, small systems can exhibit negative entropy production over short timescales, seemingly in contradiction…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…
This study presents a method to predict the growth fluctuation of firms interdependent in a network economy. The risk of downward growth fluctuation of firms is calculated from the statistics on Japanese industry.
Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy production over an ensemble of trajectories during a…
There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…
The fluctuation-dissipation relation, a central result in non-equilibrium statistical physics, relates equilibrium fluctuations in a system to its linear response to external forces. Here we provide a direct experimental verification of…
We establish a novel generalization of the fluctuation theorem for partially-masked nonequilibrium dynamics. We introduce a partial entropy production with a subset of all possible transitions, and show that the partial entropy production…
In thermal equilibrium, the fluctuation-dissipation theorem relates the linear response and correlation functions in a model and observable independent fashion. Out of equilibrium, these relations still hold if the equilibrium temperature…
In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…
A derivation of the Fluctuation-Dissipation Theorem for the microcanonical ensemble is presented using linear response theory. The theorem is stated as a relation between the frequency spectra of the symmetric correlation and response…
Fluctuation theorems impose constraints on the probability of observing negative entropy production in small systems driven out of equilibrium. The range of validity of fluctuation theorems has been extensively tested for transitions…
The hair bundle of sensory cells in the vertebrate ear provides an example of a noisy oscillator close to a Hopf bifurcation. The analysis of the data from both spontaneous and forced oscillations shows a strong violation of the…
We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations. The central result of the…