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This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh

We review how unitarity and stationarity in the Schwinger-Keldysh formalism naturally lead to a (quantum) generalized fluctuation-dissipation relation (gFDR) that works beyond thermal equilibrium. Non-Gaussian loop corrections are also…

Statistical Mechanics · Physics 2023-09-04 Xinyi Chen-Lin

The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…

Statistical Mechanics · Physics 2011-04-08 Roumen Tsekov

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

Statistical Mechanics · Physics 2013-02-05 Yu. E. Kuzovlev

We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

Statistical Mechanics · Physics 2019-07-17 Tomoshige Miyaguchi , Takashi Uneyama , Takuma Akimoto

We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…

Statistical Mechanics · Physics 2026-02-17 Sushanta Dattagupta , Aritra Ghosh

We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear response theory, we characterize the…

Statistical Mechanics · Physics 2017-01-04 Stefano Steffenoni , Klaus Kroy , Gianmaria Falasco

We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , J. M. Rubi

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. Theory and experiment have shown that in small electrical conductors the non-linear I-V-characteristic…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Heidi Forster , Markus Buttiker

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

A Response Function Theory and Scattering Theory applicable to the study of physical properties of systems driven arbitrarily away from equilibrium, specialized for dealing with ultrafast processes and in conditions of space resolution…

Statistical Mechanics · Physics 2012-10-31 Clóves G. Rodrigues , Áurea R. Vasconcellos , José Galvão Ramos , Roberto Luzzi

We study Langevin dynamics of a driven charged particle in the presence as well as in the absence of magnetic field. We discuss the validity of various work fluctuation theorems using different model potentials and external drives. We also…

Statistical Mechanics · Physics 2007-05-23 A. M. Jayannavar , Mamata Sahoo

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Statistical Mechanics · Physics 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…

Soft Condensed Matter · Physics 2021-07-14 Efe Ilker , Michele Castellana , Jean-François Joanny

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. For nonlinear transport, there exist fluctuation relations that rely on Onsager's principle of…

Mesoscale and Nanoscale Physics · Physics 2008-10-29 H. Forster , M. Buttiker

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…

Statistical Mechanics · Physics 2015-06-25 J. M. Rubi , A. Perez-Madrid

We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…

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

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Statistical Mechanics · Physics 2015-05-13 J. Javier Brey , P. Maynar , M. I. Garcia de Soria