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A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

Statistical Mechanics · Physics 2021-06-28 Ying-Jen Yang , Hong Qian

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…

Dynamical Systems · Mathematics 2018-04-04 Fadi Antown , Davor Dragičević , Gary Froyland

We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both…

Statistical Mechanics · Physics 2020-07-16 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

In an equilibrium chemical reaction mixture, the number of molecules present obeys a Poisson distribution. We ask when the same is true of the steady state of a nonequilibrium reaction network and obtain an essentially complete answer. In…

Statistical Mechanics · Physics 2013-05-29 David K. Lubensky

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

Networked dynamical systems, i.e., systems of dynamical units coupled via nontrivial interaction topologies, constitute models of broad classes of complex systems, ranging from gene regulatory and metabolic circuits in our cells to…

Adaptation and Self-Organizing Systems · Physics 2024-03-12 Xiaozhu Zhang , Marc Timme

We show that the nonequilibrium response of Markovian dynamics can be made fully symmetric, both near and far from equilibrium. This is achieved by varying the affinities along equivalence classes in the space of stochastic dynamics.

Statistical Mechanics · Physics 2023-01-09 David Andrieux

We study Linear Response Theory and Entropic Fluctuations of finite dimensional non-equilibrium repeated interaction systems (RIS). More precisely, in a situation where the temperatures of the probes can take a finite number of different…

Mathematical Physics · Physics 2020-10-28 J. F. Bougron , L. Bruneau

Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…

Statistical Mechanics · Physics 2015-05-18 Bohdan I. Lev , Alexei D. Kiselev

We present a theoretical framework to analyze the violation of fluctuation-response relation (FRR) for any observable from a finite Markov system with two well-separated time scales. We find that, generally for both slow and fast…

Statistical Mechanics · Physics 2016-10-04 Shou-Wen Wang , Kyogo Kawaguchi , Shin-ichi Sasa , Lei-Han Tang

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

The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

Statistical Mechanics · Physics 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…

Statistical Mechanics · Physics 2020-03-25 Jeremy A. Owen , Todd R. Gingrich , Jordan M. Horowitz

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

We study the response of dynamical systems to finite amplitude perturbation. A generalized Fluctuation-Response relation is derived, which links the average relaxation toward equilibrium to the invariant measure of the system and points out…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , G. Lacorata , S. Musacchio , A. Vulpiani

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

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

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