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We consider simple examples illustrating some new features of the linear response theory developed by Ruelle for dissipative and chaotic systems [{\em J. of Stat. Phys.} {\bf 95} (1999) 393]. In this theory the concepts of linear response,…

Chaotic Dynamics · Physics 2009-11-11 Bruno Cessac , Jacques-Alexandre Sepulchre

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

Disordered Systems and Neural Networks · Physics 2009-11-13 Gerardo Aquino , Paolo Grgolini , Bruce J. West

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

Statistical Mechanics · Physics 2016-11-04 Sourabh Lahiri , A. M. Jayannavar

The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

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

The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…

Statistical Mechanics · Physics 2025-02-04 Dima Boriskovsky , Benjamin Lindner , Yael Roichman

Continuing our inquiry into the conditions when fluctuation-dissipation relations (FDR) may appear in the context of nonequilibrium dynamics of open quantum systems (over and beyond the conventional FDR from linear response theory) we turn…

High Energy Physics - Theory · Physics 2020-07-01 Jen-Tsung Hsiang , Bei-Lok Hu

Predicting how systems respond to external perturbations far from equilibrium remains a fundamental challenge across physics, chemistry, and biology. We present a unified response framework for stochastic Markov dynamics that integrates…

Statistical Mechanics · Physics 2026-05-13 Jiming Zheng , Zhiyue Lu

In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…

Statistical Mechanics · Physics 2026-04-01 Thomas Franosch

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…

Dynamical Systems · Mathematics 2016-11-17 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

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

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…

Quantum Physics · Physics 2018-02-13 Johan Aberg

A time-domain formulation of the equilibrium quantum fluctuation-dissipation theorem (FDT) in the whole range of temperatures is presented. In the classical limit, the FDT establishes a proportionality relation between the dissipative part…

Statistical Mechanics · Physics 2009-10-31 Noelle Pottier , Alain Mauger

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

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…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to IIP (indices of industrial production) data for Japan. Statistical noise…

General Finance · Quantitative Finance 2010-11-08 Hiroshi Iyetomi , Yasuhiro Nakayama , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma
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