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Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…

Statistical Mechanics · Physics 2026-02-11 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

Statistical Mechanics · Physics 2015-05-14 Otto Pulkkinen

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik

Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…

Statistical Mechanics · Physics 2010-06-16 Marco Baiesi , Christian Maes , Bram Wynants

The nonlinear theory of anomalous diffusion is based on particle interactions giving an explicit microscopic description of diffusive processes leading to sub-, normal, or super-diffusion as a result competitive effects between attractive…

Statistical Mechanics · Physics 2016-01-20 Jean Pierre Boon , James F. Lutsko

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

The causal connectivity of a network is often inferred to understand the network function. It is arguably acknowledged that the inferred causal connectivity relies on causality measure one applies, and it may differ from the network's…

Neurons and Cognition · Quantitative Biology 2021-10-20 Zhong-qi K. Tian , Kai Chen , Songting Li , David W. McLaughlin , Douglas Zhou

Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…

Quantum Physics · Physics 2016-09-21 Jinshuang Jin , Christian Karlewski , Michael Marthaler

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

Nonlinearity induced nonreciprocity is studied in a system comprising two resonators coupled to a one-dimensional waveguide when the linear system does not exhibit nonreciprocity. The analysis is based on the Hamiltonian of the coupled…

Optics · Physics 2024-09-11 Qingtian Miao , G. S. Agarwal

We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…

Chaotic Dynamics · Physics 2009-10-31 Bidhan Chandra Bag , Deb Shankar Ray

The Koopman operator allows for handling nonlinear systems through a (globally) linear representation. In general, the operator is infinite-dimensional - necessitating finite approximations - for which there is no overarching framework.…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Petar Bevanda , Stefan Sosnowski , Sandra Hirche

The correlated variability in the responses of a neural population to the repeated presentation of a sensory stimulus is a universally observed phenomenon. Such correlations have been studied in much detail, both with respect to their…

Neurons and Cognition · Quantitative Biology 2018-07-04 Volker Pernice , Rava Azeredo da Silveira

The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

A stochastic model of autocatalytic chemical reactions is studied both numerically and analytically. The van Kampen perturbative scheme is implemented, beyond the second order approximation, so to capture the non Gaussianity traits as…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli , Luigi Barletti

We show how a general formulation of the Fluctuation-Response Relation is able to describe in detail the connection between response properties to external perturbations and spontaneous fluctuations in systems with fast and slow variables.…

Chaotic Dynamics · Physics 2020-01-29 Guglielmo Lacorata , Angelo Vulpiani

We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…

Quantum Gases · Physics 2020-04-21 Stefan Beck , Igor E. Mazets , Thomas Schweigler

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee