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his article extends the fluctuation-dissipation analysis to generic complex fluids in confined geometries and to all the cases the hydromechanic fluid-interaction kernels may depend on the particle position. This represents a completely new…

Statistical Mechanics · Physics 2024-09-13 Massimiliano Giona , Giuseppe Procopo , Chiara Pezzotti

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

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…

Statistical Mechanics · Physics 2020-10-29 T. M. Mishonov , I. M. Dimitrova , A. M. Varonov

This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…

Nuclear Experiment · Physics 2009-11-11 F. Gulminelli , M. D'Agostino

We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. Zamponi , F. Bonetto , L. F. Cugliandolo , J. Kurchan

The recently developed effective field theory of fluctuations around thermal equilibrium is used to compute late-time correlation functions of conserved densities. Specializing to systems with a single conservation law, we find that the…

High Energy Physics - Theory · Physics 2019-12-24 Xinyi Chen-Lin , Luca V. Delacrétaz , Sean A. Hartnoll

In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to IIP (indices of industrial production) data for Japan. Statistical noise…

General Finance · Quantitative Finance 2010-11-08 Hiroshi Iyetomi , Yasuhiro Nakayama , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…

Populations and Evolution · Quantitative Biology 2014-11-25 Tsung-Cheng Lu , Yi-Ko Chen , Hsiu-Hau Lin , Chun-Chung-Chen

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…

Quantum Physics · Physics 2018-02-13 Johan Aberg

Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…

Statistical Mechanics · Physics 2023-07-10 Jean-Charles Delvenne , Léopold Van Brandt

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

The calculation of response functions in correlated electronic systems is one of the most important problems in the condensed matter physics. To obtain a physical response function, preserving both the Ward-Takahashi identity and the…

Strongly Correlated Electrons · Physics 2023-02-22 Hui Li , Zhipeng Sun , Yingze Su , Haiqing Lin , Huaqing Huang , Dingping Li

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , J. R. Chaudhuri , D. S. Ray

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

Statistical Mechanics · Physics 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny

For soft matter systems strongly driven by stationary flow, we discuss an extended fluctuation-dissipation theorem (FDT). Beyond the linear response regime, the FDT for the stress acquires an additional contribution involving the observable…

Soft Condensed Matter · Physics 2009-05-29 Thomas Speck , Udo Seifert

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

Statistical Mechanics · Physics 2018-02-07 Riccardo Rao , Massimiliano Esposito

Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…

Optimization and Control · Mathematics 2025-10-20 Lea Bold , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann
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