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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

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…

Statistical Mechanics · Physics 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…

Statistical Mechanics · Physics 2015-06-04 Valerio Lucarini , Matteo Colangeli

Unwanted fluctuations over time, in short, noise, are detrimental to device performance, especially for quantum coherent circuits. Recent efforts have demonstrated routes to utilizing magnon systems for quantum technologies, which are based…

Mesoscale and Nanoscale Physics · Physics 2021-12-08 Tim Wolz , Luke McLellan , Alexander Stehli , Andre Schneider , Jan David Brehm , Hannes Rotzinger , Alexey V. Ustinov , Martin Weides

We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…

Statistical Mechanics · Physics 2021-06-17 Tobias Guggenberger , Aleksei Chechkin , Ralf Metzler

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

We report measurements and analysis of the voltage noise due the to vortex motion, performed in superconducting Niobium micro-bridges. Noise in such small systems exhibits important changes from the behavior commonly reported in macroscopic…

Superconductivity · Physics 2007-05-23 J. Scola , A. Pautrat , C. Goupil , Ch. Simon , B. Domenges , C. Villard

We test the fluctuation-dissipation relation (FDR) in spin ice materials Dy$_2$Ti$_2$O$_7$ and Ho$_2$Ti$_2$O$_7$ by measuring both the magnetic noise and the out-of-phase part of the susceptibility and comparing their ratio. We show that it…

Strongly Correlated Electrons · Physics 2025-10-09 F. Morineau , V. Cathelin , P. C. W. Holdsworth , S. R. Giblin , G. Balakhrishnan , K. Matsuhira , C. Paulsen , E. Lhotel

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 study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…

Probability · Mathematics 2015-02-20 Guannan Hu , Yaozhong Hu

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…

Statistical Mechanics · Physics 2023-06-21 Alessio Squarcini , Alexandre Solon , Pascal Viot , Gleb Oshanin

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

Statistical Mechanics · Physics 2024-12-19 Thierry Bodineau , Bernard Derrida

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

Statistics Theory · Mathematics 2020-10-15 Niels Lundtorp Olsen

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…

Quantitative Methods · Quantitative Biology 2018-12-03 Michael F Adamer , Heather A Harrington , Eamonn A Gaffney , Thomas E Woolley

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…

Statistical Mechanics · Physics 2024-12-06 Sergei Shmakov , Glasha Osipycheva , Peter B. Littlewood

We investigate the fluctuation dynamics of a probe around a deterministic motion induced by interactions with driven particles. The latter constitute the nonequilibrium medium in which the probe is immersed and is modelled as overdamped…

Statistical Mechanics · Physics 2017-01-03 Christian Maes , Stefano Steffenoni

Impurity spins randomly distributed at the surfaces and interfaces of superconducting wires are known to cause flux noise in Superconducting Quantum Interference Devices, providing a mechanism for decoherence in superconducting qubits.…

Quantum Physics · Physics 2022-10-18 José Alberto Nava Aquino , Rogério de Sousa