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The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…

Chaotic Dynamics · Physics 2009-11-13 David Ruelle

Thermodynamics constrains changes to the energy of a system, both deliberate and random, via its first and second laws. When the system is not in equilibrium, fluctuation theorems such as the Jarzynski equality further restrict the…

We derive a generalized quantum Langevin equation and its fluctuation-dissipation relation describing the quantum dynamics of a tagged particle interacting with a medium (environment), where both the particle and the environment are driven…

Quantum Physics · Physics 2025-07-11 Daniele Gamba , Bingyu Cui , Alessio Zaccone

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

Using the concept of open systems where the classical geometry is treated as the system and the quantum matter field as the environment, we derive a fluctuation-dissipation theorem for semiclassical cosmology. This theorem which exists…

General Relativity and Quantum Cosmology · Physics 2008-11-26 B. L. Hu , Sukanya Sinha

We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…

Statistical Mechanics · Physics 2025-10-20 Andreas Dechant

We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…

Statistical Mechanics · Physics 2015-08-04 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

A non-Markovian stochastic Schroedinger equation for a quantum system coupled to an environment of harmonic oscillators is presented. Its solutions, when averaged over the noise, reproduce the standard reduced density operator without any…

Quantum Physics · Physics 2009-10-31 Walter T Strunz , Lajos Diosi , Nicolas Gisin

We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mendeli H. Vainstein , Ismael V. L. Costa , Rafael Morgado , Fernando A. Oliveira

This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Salman Habib , Henry E. Kandrup

We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem…

Statistical Mechanics · Physics 2013-09-13 Hisao Hayakawa , Michio Otsuki

We provide a first-principles derivation of the Langevin equation with shear flow and its corresponding fluctuation-dissipation theorems. Shear flow of simple fluids has been widely investigated by numerical simulations. Most studies…

Soft Condensed Matter · Physics 2023-06-12 Sara Pelargonio , Alessio Zaccone

Based on the system heat bath approach where the bath is nonlinearly modulated by an external Gaussian random force, we propose a new microscopic model to study directed motion in the overdamped limit for a nonequilibrium open system.…

Statistical Mechanics · Physics 2007-12-11 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

The relation between the distribution of work performed on a classical system by an external force switched on an arbitrary timescale, and the corresponding equilibrium free energy difference, is generalized to quantum systems. Using the…

Statistical Mechanics · Physics 2007-05-23 Shaul Mukamel

The work fluctuations of an oscillator in contact with a heat reservoir and driven out of equilibrium by an external force are studied experimentally. The oscillator dynamics is modeled by a Langevin equation. We find both experimentally…

Statistical Mechanics · Physics 2009-11-11 Frederic Douarche , Sergio Ciliberto , Artem Petrosyan

A wide variety of dissipative and fluctuation problems involving a quantum system in a heat bath can be described by the independent-oscillator (IO) model Hamiltonian. Using Heisenberg equations of motion, this leads to a generalized…

Quantum Physics · Physics 2009-11-11 R. F. O'Connell

We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…

Probability · Mathematics 2025-02-18 Shivam Singh Dhama , Konstantinos Spiliopoulos

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement…

Statistical Mechanics · Physics 2015-05-13 Takahiro Sagawa , Masahito Ueda