Related papers: Finite-frequency fluctuation-response inequality
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…
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…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
Based on the Heisenberg-picture analog of the master equation, we develop a method for computing the exact time dependence of noise-averaged observables for general noninteracting fermionic systems with noisy fluctuations. Upon noise…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained
Quantum metrology protocols allow to surpass precision limits typical to classical statistics. However, in recent years, no-go theorems have been formulated, which state that typical forms of uncorrelated noise can constrain the quantum…
We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
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…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
The upper bounds for the rate of fluctuation growth of an observable in both open and closed quantum systems have been studied actively recently. In our recent work we showed that the rate of fluctuation growth for an observable in a closed…
We consider overdamped physical systems evolving under a feedback-controlled fluctuating potential and in contact with a thermal bath at temperature $T$. A Markovian description of the dynamics, which keeps only the last value of the…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…
A novel equality relating the rate of energy dissipation to a degree of violation of the fluctuation-response relation (FRR) in nonequilibrium Langevin systems is described. The FRR is a relation between the correlation function of the…