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Dissipative Particle Dynamics (DPD) is a popular simulation model for investigating hydrodynamic behavior of systems with non-negligible equilibrium thermal fluctuations. DPD employs soft core repulsive interactions between the system…

Statistical Mechanics · Physics 2016-03-23 Oded Farago , Niels Grønbech-Jensen

This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…

Atmospheric and Oceanic Physics · Physics 2026-02-27 Jin-Song von Storch

While the issues of dissipation, fluctuations, noise and decoherence in open quantum systems (with autocratic divide) analyzed via Langevin dynamics are familiar subjects, the treatment of corresponding issues in closed quantum systems is…

Statistical Mechanics · Physics 2020-08-25 Bei-Lok Hu

We investigate the dynamics of a massive tracer particle coupled to an interacting active bath, modeled as a harmonic chain of overdamped active particles analytically, with an aim to understand the impact of bath interactions and activity…

Statistical Mechanics · Physics 2025-09-03 Ritwick Sarkar , Ion Santra

In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved…

Statistical Mechanics · Physics 2017-08-09 Benedikt Sabass

We investigate the conditions under which periodically driven quantum systems subject to dissipation exhibit a stable subharmonic response. Noting that coupling to a bath introduces not only cooling but also noise, we point out that a…

Statistical Mechanics · Physics 2020-04-08 Achilleas Lazarides , Sthitadhi Roy , Francesco Piazza , Roderich Moessner

In this Letter, we present a new experimental approach to investigate the effective temperature concept as a generalization of the fluctuation-dissipation theorem (FDT) for nonequilibrium systems. Simultaneous measurements of diffusion…

Soft Condensed Matter · Physics 2017-12-06 Jean Colombani , Laure Petit , Christophe Ybert , Catherine Barentin

In this paper, we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic…

Statistical Mechanics · Physics 2022-12-07 Marco Baldovin , Lorenzo Caprini , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

We develop a field-theoretic perturbation method preserving the fluctuation-dissipation relation (FDR) for the dynamics of the density fluctuations of a noninteracting colloidal gas plunged in a quenched Gaussian random field. It is based…

Disordered Systems and Neural Networks · Physics 2020-02-14 Bongsoo Kim , Matthias Fuchs , Vincent Krakoviack

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

An important result in classical stochastic thermodynamics is the work fluctuation--dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. Here we show…

Quantum Physics · Physics 2019-12-11 Harry J. D. Miller , Matteo Scandi , Janet Anders , Martí Perarnau-Llobet

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

We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the…

Statistical Mechanics · Physics 2015-05-30 Hideo Hasegawa

We study the relation between the partition function of a non--relativistic particle, in one spatial dimension, that describes the equilibrium fluctuations implicitly, and the partition function of the same system, deduced from the Langevin…

High Energy Physics - Theory · Physics 2019-08-08 S. Nicolis

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…

Statistical Mechanics · Physics 2011-07-19 Pasquale Calabrese , Andrea Gambassi

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

We investigate the fluctuating incompressible Navier--Stokes equation driven by spatially correlated thermal noise characterized by a single length scale. This formulation is constructed to preserve thermal equilibrium through the…

Biological Physics · Physics 2025-11-19 Sijie Huang , Ayush Saurabh , Steve Presse

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