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The link between forced and free fluctuations for nonequilibrium systems can be described via a generalized version of the celebrated fluctuation-dissipation theorem. The use of the formalism of the Koopman operator makes it possible to…

Statistical Mechanics · Physics 2025-06-23 Valerio Lucarini , Manuel Santos Gutierrez , John Moroney , Niccolò Zagli

In spite of the (correct) common-wisdom statement correlation does not imply causation, a proper employ of time correlations and of fluctuation-response theory allows to understand the causal relations between the variables of a…

Statistical Mechanics · Physics 2021-01-04 Marco Baldovin , Fabio Cecconi , Angelo Vulpiani

In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…

Statistical Mechanics · Physics 2015-06-04 Valerio Lucarini , Matteo Colangeli

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…

Statistical Mechanics · Physics 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

Statistical Mechanics · Physics 2019-09-10 A. Sarracino , A. Vulpiani

We present a theory of causality in dynamical systems using Koopman operators. Our theory is grounded on a rigorous definition of causal mechanism in dynamical systems given in terms of flow maps. In the Koopman framework, we prove that…

Dynamical Systems · Mathematics 2025-11-06 Adam Rupe , Derek DeSantis , Craig Bakker , Parvathi Kooloth , Jian Lu

Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…

Statistical Mechanics · Physics 2019-08-22 Mohammad Mehboudi , Juan. M. R. Parrondo , Antonio Acin

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

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

We use dynamic equations to derive a relation between correlation functions and response or relaxation functions in many-body systems. The relation is very general and holds both in equilibrium, when the usual fluctuation-dissipation…

Statistical Mechanics · Physics 2024-07-09 T. R. Kirkpatrick , D. Belitz

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

Statistical Mechanics · Physics 2010-11-19 Bram Wynants

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

Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…

Dynamical Systems · Mathematics 2022-10-11 Dan Wilson

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…

Statistical Mechanics · Physics 2025-09-10 Sergio Chibbaro , Cyril Furtlehner , Théo Marchetta , Andrei-Tiberiu Pantea , Davide Rossetti

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

A general non-linear response theory is derived for an arbitrary time-dependent Hamiltonian, not necessarily obeying time-reversal symmetry. This allows us to obtain a greatly generalized Kubo type formula. Applied to a mesoscopic system…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Ines Safi

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

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…

Statistical Mechanics · Physics 2026-04-01 Thomas Franosch
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