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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

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

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

In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…

Statistical Mechanics · Physics 2021-06-15 Yuanran Zhu , Huan Lei , Changho Kim

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

Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

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

An open quantum system interacting with its environment can be modeled under suitable assumptions as a Markov process, described by a Lindblad master equation. In this work, we derive a general set of fluctuation relations for systems…

Statistical Mechanics · Physics 2015-06-03 Raphael Chetrite , Kirone Mallick

In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…

Statistical Mechanics · Physics 2021-03-08 Márcio S. Gomes-Filho , Fernando A. Oliveira

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Statistical Mechanics · Physics 2009-11-10 A. Giuliani , F. Zamponi , G. Gallavotti

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

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

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

Probability · Mathematics 2023-05-23 Bixiang Wang

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

Two different types of perturbations of the Lorenz 63 dynamical system for Rayleigh-Benard convection by multiplicative noise -- called stochastic advection by Lie transport (SALT) noise and fluctuation-dissipation (FD) noise -- are found…

Dynamical Systems · Mathematics 2019-12-20 Bernard J. Geurts , Darryl D. Holm , Erwin Luesink

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…

Statistical Mechanics · Physics 2026-05-15 Timur Aslyamov , Massimiliano Esposito

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza