Related papers: Fluctuation-dissipation Type Theorem in Stochastic…
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…
We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the…
Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model…
The finite-difference time-domain (FDTD) algorithm is a popular numerical method for solving electromagnetic problems. FDTD simulations can suffer from instability due to the explicit nature of the method. Stability enforcement can be…
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…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the…
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…
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…
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…
We have derived tractable cubic (p=3) and quartic (p=4) fluctuation-dissipation theorems (FDTs) for the classical one-component plasma in a form that links a single (p+1)-point dynamical structure function to a linear combination of…
The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically…
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…
Advances in statistical learning theory have resulted in a multitude of different designs of learning machines. But which ones are implemented by brains and other biological information processors? We analyze how various abstract Bayesian…
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…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…
This review reports on the research done during the past years on violations of the fluctuation-dissipation theorem (FDT) in glassy systems. It is focused on the existence of a quasi-fluctuation-dissipation theorem (QFDT) in glassy systems…
The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although proven for Langevin processes, its validity remains unclear for…
The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…