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We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

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

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

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 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

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

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of…

Statistical Mechanics · Physics 2016-11-02 Bernhard Altaner , Matteo Polettini , Massimiliano Esposito

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

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

Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…

Statistical Mechanics · Physics 2018-04-04 Chitrak Bhadra

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 fluctuation-dissipation relations (FDR) are powerful relations which can capture the essence of the interplay between a system and its environment. Challenging problems of this nature which FDRs aid in our understanding include the…

High Energy Physics - Theory · Physics 2022-08-02 Jen-Tsung Hsiang , B. L. Hu , Shih-Yuin Lin , Kazuhiro Yamamoto

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

A unified derivation of the off equilibrium fluctuation dissipation relations (FDR) is given for Ising and continous spins to arbitrary order, within the framework of Markovian stochastic dynamics. Knowledge of the FDR allows to develop…

Statistical Mechanics · Physics 2009-06-15 Eugenio Lippiello , Federico Corberi , Alessandro Sarracino , Marco Zannetti

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 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

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

The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…

Statistical Mechanics · Physics 2025-02-04 Dima Boriskovsky , Benjamin Lindner , Yael Roichman

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

The fluctuation-dissipation relation (FDR), a fundamental result of equilibrium statistical physics, ceases to be valid when a system is taken out of the equilibrium. A generalization of FDR has been theoretically proposed for…

Soft Condensed Matter · Physics 2015-06-29 Claudio Maggi , Roberto Di Leonardo , Jeppe C. Dyre , Giancarlo Ruocco
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