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These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We investigate the fluctuating incompressible Navier--Stokes equation driven by spatially correlated thermal noise characterized by a single length scale. This formulation is constructed to preserve thermal equilibrium through the…

Biological Physics · Physics 2025-11-19 Sijie Huang , Ayush Saurabh , Steve Presse

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…

Probability · Mathematics 2026-05-05 Zimo Hao , Zhengyan Wu , Johannes Zimmer

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

In this Letter we report the measurement of a pseudo-temperature for compacting granular media on the basis of the Fluctuation-Dissipation relations in the aging dynamics of a model system. From the violation of the Fluctuation-Dissipation…

Statistical Mechanics · Physics 2009-11-07 Vittoria Colizza , Alain Barrat , Vittorio Loreto

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

A field theoretical method for the fluctuating hydrodynamics with preserving fluctuation-dissipation relations (FDR) is reformulated. It is shown that the long time behavior within the first-loop order perturbation under the assumption that…

Statistical Mechanics · Physics 2008-10-22 Taka H. Nishino , Hisao Hayakawa

We study the out-of-equilibrium fluctuation-dissipation (FD) relations in the low temperature, finite time, physical aging regime of two simple models with strong glass behaviour, the Fredrickson-Andersen model and the square-plaquette…

Statistical Mechanics · Physics 2009-11-07 Arnaud Buhot , Juan P. Garrahan

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

Flow and Diffusion Distributed Structures (FDS) are stationary spatially periodic patterns that can be observed in reaction-diffusion-advection systems. These structures arise when the flow rate exceeds a certain bifurcation point provided…

Pattern Formation and Solitons · Physics 2007-11-19 Pavel V. Kuptsov , Razvan A. Satnoianu

External fluctuations have a wide variety of constructive effects on the dynamical behavior of spatially extended systems, as described by stochastic partial differential equations. A set of paradigmatic situations exhibiting such effects…

Statistical Mechanics · Physics 2007-05-23 J. M. Sancho , J. Garcia-Ojalvo

Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…

Biological Physics · Physics 2010-09-09 Naoki Masuda , Yoji Kawamura , Hiroshi Kori

We discuss the "generalized fluctuation-dissipation relations (theorems)" for the first time suggested by us in 1977-1984 as statistical-thermodynamical consequences of time symmetry (reversibility) of microscopic dynamics. It is shown, in…

Statistical Mechanics · Physics 2015-06-11 G. N. Bochkov , Yu. E. Kuzovlev

We calculate the radiation noise level associated with the spontaneous emission of a coherently driven medium. The significant field-induced modification of relation between the noise power and damping constant in a thermal reservoir is…

Quantum Physics · Physics 2016-04-13 Maria Erukhimova , Mikhail Tokman

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

The role of fluctuation-dissipation relations (theorems) for the magnetization dynamics with Landau-Lifshitz-Gilbert and Bloch-Bloembergen damping terms are discussed. We demonstrate that the use of the Callen-Welton fluctuation-dissipation…

Statistical Mechanics · Physics 2009-11-11 Vladimir L. Safonov , H. Neal Bertram