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The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…

Chaotic Dynamics · Physics 2017-02-28 Rafail V. Abramov

We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…

Statistical Mechanics · Physics 2009-07-17 D. Villamaina , A. Baldassarri , A. Puglisi , A. Vulpiani

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

It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…

Statistical Mechanics · Physics 2021-02-24 Alessandro Coretti , Lamberto Rondoni , Sara Bonella

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

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

The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Soft Condensed Matter · Physics 2022-02-04 Fabian Glatzel , Tanja Schilling

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

General Physics · Physics 2017-11-15 Nash Rochman , Sean X. Sun

Recently (arXiv:0910.2870), we have derived a fluctuation theorem for systems in thermodynamic equilibrium compatible with anomalous response functions, e.g. the existence of states with \textit{negative heat capacities} $C<0$. In this…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

Statistical Mechanics · Physics 2015-12-24 Rosemary J. Harris

The Generalized Elastic Model is a linear stochastic model which accounts for the behaviour of many physical systems in nature, ranging from polymeric chains to single-file systems. If an external perturbation is exerted \emph{only} on a…

Statistical Mechanics · Physics 2013-05-14 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…

Statistical Mechanics · Physics 2018-11-28 Roman Belousov , Adrian Jacobo , A. J. Hudspeth

A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem…

Statistical Mechanics · Physics 2019-05-21 Rúbia Araújo , Sascha Wald , Malte Henkel

his article extends the fluctuation-dissipation analysis to generic complex fluids in confined geometries and to all the cases the hydromechanic fluid-interaction kernels may depend on the particle position. This represents a completely new…

Statistical Mechanics · Physics 2024-09-13 Massimiliano Giona , Giuseppe Procopo , Chiara Pezzotti

We show that the relativistic energy-momentum relation can emerge as an effective ensemble-averaged structure from a multiplicative Hamiltonian when fluctuations of an auxiliary parameter are treated using maximum entropy inference. The…

Mathematical Physics · Physics 2026-05-08 Sikarin Yoo-Kong

We derive a general set of fluctuation relations for a nonequilibrium open quantum system described by a Lindblad master equation. In the special case of conservative Hamiltonian dynamics, these identities allow us to retrieve quantum…

Statistical Mechanics · Physics 2010-02-05 Raphael Chetrite , Kirone Mallick

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

We consider a class of open quantum many-body systems that evolves in a Markovian fashion, the dynamical generator being in GKS-Lindblad form. Here, the Hamiltonian contribution is characterized by an all-to-all coupling, and the…

Statistical Mechanics · Physics 2024-02-02 Eliana Fiorelli

For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag