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Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…

Statistical Mechanics · Physics 2008-02-18 Denis J. Evans , Debra J. Searles

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

Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…

Statistical Mechanics · Physics 2019-09-04 Xian Chen , Chen Jia

We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 D. Lacoste , A. W. C. Lau , K. Mallick

A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…

Statistical Mechanics · Physics 2018-11-14 Tomer Goldfriend , Jorge Kurchan

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

Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…

Statistical Mechanics · Physics 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

We present a detailed analysis of the fluctuation dissipation theorem (FDT) close to the glass transition in colloidal suspensions under steady shear using mode coupling approximations. Starting point is the many-particle Smoluchowski…

Soft Condensed Matter · Physics 2010-01-27 Matthias Krüger , Matthias Fuchs

The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…

Statistical Mechanics · Physics 2015-06-24 Owen Jepps , Denis J. Evans , Debra J. Searles

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

This paper establishes a far-reaching connection between the Finite-Difference Time-Domain method (FDTD) and the theory of dissipative systems. The FDTD equations for a rectangular region are written as a dynamical system having the…

Computational Engineering, Finance, and Science · Computer Science 2017-04-05 Fadime Bekmambetova , Xinyue Zhang , Piero Triverio

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…

Soft Condensed Matter · Physics 2009-11-07 E. Zaccarelli , G. Foffi , P. De Gregorio , F. Sciortino , P. Tartaglia , K. A. Dawson

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

For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag

Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…

Statistical Mechanics · Physics 2009-11-10 T. Monnai

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

The celebrated {\it fluctuation dissipation theorem} (FDT) does not apply to nonequilibrium systems. In this context, Cugliandolo and Kurchan [Phys. Rev. Lett. {\bf 71}, 173 (1993)] introduced a generalized FDT which interprets the…

Statistical Mechanics · Physics 2025-12-25 Parbati Saha , Sanjay Puri , Varsha Banerjee

The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…

Machine Learning · Statistics 2018-12-24 Sho Yaida