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We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

Statistical Mechanics · Physics 2026-05-27 Daisuke Suzuki , Tomohiro Sasamoto

We present a detailed analysis of the fluctuation dissipation theorem (FDT) close to the glass transition in colloidal suspensions under steady shear using mode coupling approximations. Starting point is the many-particle Smoluchowski…

Soft Condensed Matter · Physics 2010-01-27 Matthias Krüger , Matthias Fuchs

In a fluid out of equilibrium, the fluctuation dissipation theorem (FDT) is usually violated. Using molecular dynamics simulations, we study in detail the relationship between correlation and response functions in a fluid driven into a…

Disordered Systems and Neural Networks · Physics 2009-10-31 Jean-Louis Barrat , Ludovic Berthier

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…

Statistical Mechanics · Physics 2009-07-12 Marco Baiesi , Christian Maes , Bram Wynants

We study transient work Fluctuation Relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the…

Statistical Mechanics · Physics 2013-01-18 Aleksei V. Chechkin , Friedrich Lenz , Rainer Klages

We experimentally characterize the fluctuations of the non-homogeneous non-isotropic turbulence in an axisymmetric von K\'arm\'an flow. We show that these fluctuations satisfy relations analogous to classical Fluctuation-Dissipation…

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient…

Statistical Mechanics · Physics 2009-11-13 Debra J. Searles , Lamberto Rondoni , Denis J. Evans

Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the…

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 study the out-of-equilibrium fluctuation-dissipation (FD) relations in the low temperature, finite time, physical aging regime of two simple models with strong glass behaviour, the Fredrickson-Andersen model and the square-plaquette…

Statistical Mechanics · Physics 2009-11-07 Arnaud Buhot , Juan P. Garrahan

We investigate the relation between two-time, multi-spin, correlation and response functions in the non-equilibrium critical dynamics of Ising models in d=1 and d=2 spatial dimensions. In these non-equilibrium situations, the…

Statistical Mechanics · Physics 2007-05-23 Peter Mayer , Ludovic Berthier , Juan P. Garrahan , Peter Sollich

We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…

Quantum Physics · Physics 2016-10-31 Heino Soo , Matthias Krüger

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

We analyze F\"urth's 1933 classical uncertainty relations in the modern language of stochastic differential equations. Our interest is motivated by applications to non-equilibrium classical statistical mechanics. We show that F\"urth's…

Statistical Mechanics · Physics 2025-11-11 Paolo Muratore-Ginanneschi , Luca Peliti

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…

Statistical Mechanics · Physics 2026-05-15 Timur Aslyamov , Massimiliano Esposito

The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Shin-ichi Sasa
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