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Understanding the relationship between complexity and stability in large dynamical systems -- such as ecosystems -- remains a key open question in complexity theory which has inspired a rich body of work developed over more than fifty…

Populations and Evolution · Quantitative Biology 2021-07-14 Yvonne Krumbeck , Qian Yang , George W. A. Constable , Tim Rogers

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

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

Fluctuations of the excess heat in an out of equilibrium steady state are experimentally investigated in two stochastic systems : an electric circuit with an imposed mean current and a harmonic oscillator driven out of equilibrium by a…

Statistical Mechanics · Physics 2009-11-13 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…

Statistical Mechanics · Physics 2023-04-26 Naoto Shiraishi

For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…

Statistical Mechanics · Physics 2016-05-04 Roman Belousov , E. G. D. Cohen

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…

Mathematical Physics · Physics 2007-10-03 Kieran Kelly , Przemysław Repetowicz , Seosamh macRéamoinn

Recent experimental advances in ultrafast phenomena have triggered renewed interest in the dynamics of correlated quantum systems away from equilibrium. We review nonequilibrium dynamical mean-field theory studies of both the transient and…

Strongly Correlated Electrons · Physics 2020-05-25 Herbert F. Fotso , James K. Freericks

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

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…

Soft Condensed Matter · Physics 2017-11-15 Shuvojit Paul , Abhrajit Laskar , Rajesh Singh , Basudev Roy , R. Adhikari , Ayan Banerjee

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

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

We describe some interesting effects observed during the evolution of nonequilibrium systems, using domain growth and glassy systems as examples. We breafly discuss the analytical tools that have been recently used to study the dynamics of…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo

Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…

Statistical Mechanics · Physics 2016-03-30 Todd R. Gingrich , Jordan M. Horowitz , Nikolay Perunov , Jeremy England

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

Statistical Mechanics · Physics 2015-05-13 Christian Maes , Karel Netočný , Bram Wynants

Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…

High Energy Physics - Theory · Physics 2018-09-26 Dimitrios Giataganas , Da-Shin Lee , Chen-Pin Yeh