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The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…

Statistical Mechanics · Physics 2015-05-30 Haidong Feng , Jin Wang

We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…

Statistical Mechanics · Physics 2020-04-22 Lydia Chabane , Raphaël Chétrite , Gatien Verley

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

We present general results on fluctuations and spatial correlations of the coarse-grained empirical density and current of Markovian diffusion in equilibrium or non-equilibrium steady states on all time scales. We unravel a deep connection…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…

Biological Physics · Physics 2021-03-01 David Seiferth , Peter Sollich , Stefan Klumpp

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

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

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

Mathematical Physics · Physics 2019-10-02 Rafail V. Abramov

We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…

Soft Condensed Matter · Physics 2015-05-18 Jakob Mehl , Valentin Blickle , Udo Seifert , Clemens Bechinger

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

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

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

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

The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…

Statistical Mechanics · Physics 2025-09-16 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…

Statistical Mechanics · Physics 2013-12-04 Raphael Chetrite , Shamik Gupta

Classical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural…

Analysis of PDEs · Mathematics 2018-01-17 Matthias Liero , Alexander Mielke , Mark A. Peletier , D. R. Michiel Renger