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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 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 consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

We numerically investigate the correlation function, the response and the breakdown of the Fluctuation-Dissipation Theorem (FDT) in active particles close to the motility-induced critical point. We find a strong FDT violation in the short…

Soft Condensed Matter · Physics 2022-03-16 Claudio Maggi , Nicoletta Gnan , Matteo Paoluzzi , Emanuela Zaccarelli , Andrea Crisanti

We present the experimental observation of the fluctuation-dissipation theorem (FDT) violation in an assembly of interacting magnetic nanoparticles in the low temperature superspin glass phase. The magnetic noise is measured with a…

Disordered Systems and Neural Networks · Physics 2015-05-20 Katsuyoshi Komatsu , D. L'Hote , Sawako Nakamae , Vincent Mosser , Marcin Konczykowski , Emmanuelle Dubois , V. Dupuis , Régine Perzynski

The fluctuation-dissipation theorem requires the presence of thermal noise in viscous fluids. The time and length scales of heavy ion collisions are small enough so that the thermal noise can have a measurable effect on observables. Thermal…

Nuclear Theory · Physics 2015-04-16 C. Young , J. I. Kapusta , C. Gale , S. Jeon , B. Schenke

General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…

Statistical Mechanics · Physics 2008-09-01 Umberto Marini Bettolo Marconi , Andrea Puglisi , Lamberto Rondoni , Angelo Vulpiani

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Probability · Mathematics 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

The fluctuation dissipation theorem (FDT) is studied close to the glass transition in colloidal suspensions under steady shear. Shear breaks detailed balance in the many-particle Smoluchowski equation, and gives response functions in the…

Soft Condensed Matter · Physics 2009-11-13 Matthias Krüger , Matthias Fuchs

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

We have investigated the validity of the fluctuation-dissipation theorem (FDT) and the applicability of the concept of effective temperature in a number of non-equilibrium soft glassy materials. Using a combination of passive and active…

Statistical Mechanics · Physics 2009-11-13 S. Jabbari-Farouji , D. Mizuno , D. Derks , G. H. Wegdam , F. C. MacKintosh , C. F. Schmidt , D. Bonn

This is a set of lecture notes of a course on statistical physics and thermodynamics, which is oriented, to a certain extent, towards electrical engineering students. The main body of the lectures is devoted to statistical physics, whereas…

Statistical Mechanics · Physics 2013-07-22 Neri Merhav

The spontaneously oscillating hair bundle of sensory cells in the inner ear is an example of a stochastic, nonlinear oscillator driven by internal active processes. Moreover, this internal activity is adaptive -- its power input depends on…

Statistical Mechanics · Physics 2021-06-02 Janaki Sheth , Dolores Bozovic , Alex Levine

We provide a direct experimental test of the Stokes-Einstein relation as a special case of the fluctuation-dissipation theorem (FDT) in an aging colloidal glass. The use of combined active and passive microrheology allows us to…

Mesoscopic systems -- small electric circuits working in quantum regime -- offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to…

Mesoscale and Nanoscale Physics · Physics 2017-05-12 Kensuke Kobayashi

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. De Gregorio , F. Sciortino , P. Tartaglia , E. Zaccarelli , K. A. Dawson

The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…

Quantum Physics · Physics 2022-08-03 Tanmoy Biswas , A. de Oliveira Junior , Michał Horodecki , Kamil Korzekwa