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In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

In a fluid out of equilibrium, the fluctuation dissipation theorem (FDT) is usually violated. Using molecular dynamics simulations, we study in detail the relationship between correlation and response functions in a fluid driven into a…

Disordered Systems and Neural Networks · Physics 2009-10-31 Jean-Louis Barrat , Ludovic Berthier

The fluctuation-dissipation relation (FDR) is measured on the dielectric properties a polymer glass (polycarbonate). It is observed that the fluctuation dissipation theorem is strongly violated for a quench from above to below the glass…

Disordered Systems and Neural Networks · Physics 2009-11-10 L. Buisson , S. Ciliberto

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

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

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…

Probability · Mathematics 2017-09-20 Lei Li , Jian-Guo Liu , Jianfeng Lu

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…

Statistical Mechanics · Physics 2007-05-23 Nicolas Garnier , Ciliberto Sergio

We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. Zamponi , F. Bonetto , L. F. Cugliandolo , J. Kurchan

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…

Statistical Mechanics · Physics 2015-06-02 Akihisa Ichiki , Masayuki Ohzeki

A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

Statistical Mechanics · Physics 2021-06-28 Ying-Jen Yang , Hong Qian

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…

Statistical Mechanics · Physics 2025-02-19 Yan V. Fyodorov , Ewa Gudowska-Nowak , Maciej A. Nowak , Wojciech Tarnowski

We study the non-equilibrium version of the fluctuation dissipation (FD) relation in the glass phase of a trap model that is driven into a non-equilibrium steady state by external ``shear''. This extends our recent study of ageing FD…

Statistical Mechanics · Physics 2007-05-23 Suzanne Fielding , Peter Sollich

The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…

Machine Learning · Statistics 2018-12-24 Sho Yaida
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