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We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of…

Probability · Mathematics 2021-01-08 Carlos Escudero

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

We describe a method for inferring linear causal relations among multi-dimensional variables. The idea is to use an asymmetry between the distributions of cause and effect that occurs if both the covariance matrix of the cause and the…

Machine Learning · Statistics 2009-09-25 Dominik Janzing , Patrik O. Hoyer , Bernhard Schoelkopf

The fluctuation-dissipation relation, a central result in non-equilibrium statistical physics, relates equilibrium fluctuations in a system to its linear response to external forces. Here we provide a direct experimental verification of…

Soft Condensed Matter · Physics 2017-11-15 Shuvojit Paul , Abhrajit Laskar , Rajesh Singh , Basudev Roy , R. Adhikari , Ayan Banerjee

We present a formal analysis of nonlinear response functions in terms of correlation functions in real- and imaginary-time domains. In particular, we show that causal nonlinear response functions, expressed in terms of nested commutators in…

Mesoscale and Nanoscale Physics · Physics 2021-07-07 Habib Rostami , Mikhail I. Katsnelson , Giovanni Vignale , Marco Polini

Spectral decomposition of dynamical systems is a popular methodology to investigate the fundamental qualitative and quantitative properties of these systems and their solutions. In this chapter, we consider a class of nonlinear cooperative…

Systems and Control · Computer Science 2019-04-23 Hossein K. Mousavi , Christoforos Somarakis , Qiyu Sun , Nader Motee

This paper considers the observability of nonlinear systems from a Koopman operator theoretic perspective--and in particular--the effect of symmetry on observability. We first examine an infinite-dimensional linear system (constructed using…

Systems and Control · Computer Science 2020-02-11 Afshin Mesbahi , Jingjing Bu , Mehran Mesbahi

The response of physical systems to external perturbations can be used to probe both their equilibrium and non-equilibrium dynamics. While response and correlation functions are related in equilibrium by fluctuation-dissipation theorems,…

Statistical Mechanics · Physics 2014-04-24 Matteo Marcuzzi , Andrea Gambassi

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…

Statistical Mechanics · Physics 2019-07-24 Chloe Ya Gao , David T. Limmer

We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…

Mathematical Physics · Physics 2015-05-05 Christian Maes , Bram Wynants

Predicting how systems respond to external perturbations far from equilibrium remains a fundamental challenge across physics, chemistry, and biology. We present a unified response framework for stochastic Markov dynamics that integrates…

Statistical Mechanics · Physics 2026-05-13 Jiming Zheng , Zhiyue Lu

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…

Dynamical Systems · Mathematics 2016-11-17 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. For nonlinear transport, there exist fluctuation relations that rely on Onsager's principle of…

Mesoscale and Nanoscale Physics · Physics 2008-10-29 H. Forster , M. Buttiker

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analysis, however, is generally for correlation relation, and…

Machine Learning · Statistics 2021-11-23 Xingwei Hu

We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…

General Relativity and Quantum Cosmology · Physics 2025-02-11 Heidar Moradi , Yasaman K. Yazdi , Miguel Zilhão

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…

Chaotic Dynamics · Physics 2017-02-28 Rafail V. Abramov

While linear response theory, manifested by the fluctuation dissipation theorem, can be applied at any level of coarse graining, nonlinear response theory is fundamentally of microscopic nature. For perturbations of equilibrium systems, we…

Statistical Mechanics · Physics 2020-12-01 Fenna Müller , Urna Basu , Peter Sollich , Matthias Krüger