Related papers: Fluctuation-Dissipation Theory of Input-Output Int…
The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…
It has long been conjectured that, in three dimensional turbulence, velocity modes at scales larger than the forcing scale follow equilibrium dynamics. Recent numerical and experimental evidence show that such modes share the same mean…
Trap models are intuitively appealing and often solvable models of glassy dynamics. In particular, they have been used to study aging and the resulting out-of-equilibrium fluctuation-dissipation relations between correlations and response…
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…
We investigate violations of the fluctuation-dissipation theorem in two classes of trap models by studying the influence of the perturbing field on the transition rates. We show that for perturbed rates depending upon the value of the…
We consider the out-of-equilibrium, purely relaxational dynamics of a weakly diluted Ising model in the aging regime at criticality. We derive at first order in a $\sqrt{\epsilon}$ expansion the two-time response and correlation functions…
In this paper, we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic…
Systems driven away from thermal equilibrium constantly deliver entropy to their environment. Determining this entropy production requires detailed information about the system's internal states and dynamics. However, in most practical…
The famous Johnson-Nyquist formula relating noise current to conductance has a microscopic generalization relating noise current density to microscopic conductivity, with corollary relations governing noise in the components of the…
For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium.…
In thermodynamic equilibrium, the fluctuation-dissipation theorem links thermal fluctuations and dissipation. Biological systems, however, are driven out of equilibrium by internal processes that produce additional, active fluctuations.…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
his article extends the fluctuation-dissipation analysis to generic complex fluids in confined geometries and to all the cases the hydromechanic fluid-interaction kernels may depend on the particle position. This represents a completely new…
The observable behavior of a complex system reflects the mechanisms governing the internal interactions between the system's components and the effect of external perturbations. Here we show that by capturing the simultaneous activity of…
Fluctuations of thermodynamic quantities become non-negligible and play an important role when the system size is small. We develop finite-time thermodynamics of fluctuations in microscopic heat engines whose environmental temperature and…
It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an important 'damping' role in the market during downturns (periods…
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
A stopping time $T$ is the first time when a trajectory of a stochastic process satisfies a specific criterion. In this paper, we use martingale theory to derive the integral fluctuation relation $\langle e^{-S_{\rm tot}(T)}\rangle=1$ for…
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 $1/\ln t$…