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We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…

Statistical Mechanics · Physics 2021-03-08 Márcio S. Gomes-Filho , Fernando A. Oliveira

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…

Statistical Mechanics · Physics 2007-05-23 Nicolas Garnier , Ciliberto Sergio

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

The fluctuation-dissipation relations (FDR) are powerful relations which can capture the essence of the interplay between a system and its environment. Challenging problems of this nature which FDRs aid in our understanding include the…

High Energy Physics - Theory · Physics 2022-08-02 Jen-Tsung Hsiang , B. L. Hu , Shih-Yuin Lin , Kazuhiro Yamamoto

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

General Physics · Physics 2017-11-15 Nash Rochman , Sean X. Sun

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…

Statistical Mechanics · Physics 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

Starting from the pioneering work of G. S. Agarwal [Zeitschrift f\"ur Physik 252, 25 (1972)], we present a unified derivation of a number of modified fluctuation-dissipation relations (MFDR) that relate response to small perturbations…

Statistical Mechanics · Physics 2012-02-28 Debasish Chaudhuri , Abhishek Chaudhuri

A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…

Plasma Physics · Physics 2019-02-20 A. Kanekar , A. A. Schekochihin , W. Dorland , N. F. Loureiro

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of…

Statistical Mechanics · Physics 2016-11-02 Bernhard Altaner , Matteo Polettini , Massimiliano Esposito

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Computational Physics · Physics 2011-04-01 M. Gross , M. E. Cates , F. Varnik , R. Adhikari

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…

Statistical Mechanics · Physics 2018-04-04 Chitrak Bhadra

Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the…

Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…

Statistical Mechanics · Physics 2014-03-18 Pablo I. Hurtado , Carlos P. Espigares , Jesus J. del Pozo , Pedro L. Garrido