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A nonlinear generalization of the Fluctuation-Dissipation Theorem (FDT) for the n-point Green functions and the amputated 1PI vertex functions at finite temperature is derived in the framework of the Closed Time Path formalism. We verify…

High Energy Physics - Theory · Physics 2009-10-09 Enke Wang , Ulrich Heinz

For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…

Systems and Control · Computer Science 2014-12-23 Cenk Oguz Saglam , Katie Byl

We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…

Statistical Mechanics · Physics 2022-10-12 N. Levernier , T. V. Mendes , O. Bénichou , R. Voituriez , T. Guérin

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

The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically…

Mathematical Physics · Physics 2019-02-26 Martin Hairer , Andrew J Majda

In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…

Quantum Physics · Physics 2022-06-30 Zhiqiang Huang

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

Numerical Analysis · Mathematics 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…

Statistical Mechanics · Physics 2025-10-22 Hillol Kumar Barman , Pathik Das , Syed Yunus Ali

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

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

We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…

Statistical Mechanics · Physics 2023-06-14 Marcus Dahlenburg , Gianni Pagnini

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

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…

Mathematical Physics · Physics 2025-06-18 Tianyu Yuan , Ivan Surovtsev , Megan C. King , Simon G. J. Mochrie

An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…

Statistical Mechanics · Physics 2024-12-10 V. V. Ryazanov

We report a theoretical investigation on conductance fluctuation of mesoscopic systems. Extensive numerical simulations on quasi-one dimensional, two dimensional, and quantum dot systems with different symmetries (COE, CUE, and CSE)…

Disordered Systems and Neural Networks · Physics 2009-10-20 Zhenhua Qiao , Yanxia Xing , Jian Wang

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

Nuclear Theory · Physics 2015-06-26 H. Hofmann , D. Kiderlen
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