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Related papers: Finite-frequency fluctuation-response inequality

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Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…

Soft Condensed Matter · Physics 2023-02-08 Thê Hoang Ngoc Minh , Benjamin Rotenberg , Sophie Marbach

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

Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…

Statistical Mechanics · Physics 2026-03-04 Ruicheng Bao , Shiling Liang

We consider finite frequency noise in a mesoscopic system with arbitrary interactions, connected to many terminals kept at finite electrochemical potentials. We show that the excess noise, obtained by subtracting the noise at zero voltage…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Ines Safi

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…

Statistical Mechanics · Physics 2009-07-12 Marco Baiesi , Christian Maes , Bram Wynants

The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…

Statistical Mechanics · Physics 2007-05-23 Maria K. Koleva , Valery C. Covachev

Fluctuation-response relations must be modified to describe nonequilibrium systems with non-Markovian dynamics. Here, we experimentally demonstrate that such relation is quantitatively recovered when the appropriate Markovian embedding of…

Statistical Mechanics · Physics 2026-01-09 Rémi Goerlich , Antoine Tartar , Yael Roichman , Igor M Sokolov

The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…

Statistical Mechanics · Physics 2023-06-02 Andreas Dechant

Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…

Statistical Mechanics · Physics 2025-08-14 Stephen Whitelam

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…

Statistical Mechanics · Physics 2022-02-23 Andreas Dechant

The thermodynamic uncertainty relation, which establishes a universal trade-off between the relative fluctuation of arbitrary currents and the dissipation, has been found for various Markovian systems. However, this relation has not been…

Statistical Mechanics · Physics 2019-07-31 Tan Van Vu , Yoshihiko Hasegawa

Understanding how nonequilibrium systems respond to perturbations is a central challenge in physics. In this work, we establish mutual linearity in nonequilibrium overdamped Langevin systems. This theory provides a framework for controlling…

Statistical Mechanics · Physics 2026-05-11 Jiming Zheng , Zhiyue Lu

Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…

Statistical Mechanics · Physics 2019-01-08 Ivan Di Terlizzi , Marco Baiesi

We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…

Statistical Mechanics · Physics 2009-11-10 A. Bandrivskyy , S. Beri , D. G. Luchinsky

These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…

Statistical Mechanics · Physics 2022-12-29 Hugo Touchette

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…

Condensed Matter · Physics 2007-05-23 J. Bonet Avalos , I. Pagonabarraga

Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…

Biological Physics · Physics 2010-09-09 Naoki Masuda , Yoji Kawamura , Hiroshi Kori