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Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…

Nuclear Theory · Physics 2016-09-08 Dieter Kiderlen

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

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

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

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

The fluctuation-dissipation relation (FDR), a fundamental result of equilibrium statistical physics, ceases to be valid when a system is taken out of the equilibrium. A generalization of FDR has been theoretically proposed for…

Soft Condensed Matter · Physics 2015-06-29 Claudio Maggi , Roberto Di Leonardo , Jeppe C. Dyre , Giancarlo Ruocco

The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…

Statistical Mechanics · Physics 2023-02-24 Massimiliano Giona , Davide Cocco , Giuseppe Procopio , Andrea Cairoli , Rainer Klages

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

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

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

The thermodynamic behavior of Markovian open quantum systems can be described at the level of fluctuations by using continuous monitoring approaches. However, practical applications require assessing imperfect detection schemes, where the…

Biodiversity widely observed in ecological systems is attributed to the dynamical balance among the competing species. The time-varying populations of the interacting species are often captured rather well by a set of deterministic…

Populations and Evolution · Quantitative Biology 2010-05-25 Yen-Chih Lin , Tzay-Ming Hong , Hsiu-Hau Lin

A reformulation of the fluctuation-dissipation theorem of Callen and Welton is presented in such a manner that the basic idea of Feynman-Vernon and Caldeira -Leggett of using an infinite number of oscillators to simulate the dissipative…

High Energy Physics - Theory · Physics 2009-10-31 Kazuo Fujikawa , Hiroaki Terashima

Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

The paper assesses stationary probability distributions in out of equilibrium systems. In the phenomenology proposed, no free energy can be well defined. Fluctuations of Landau free energy couplings arise when the intrinsic chemical…

Statistical Mechanics · Physics 2012-01-31 Guillaume Attuel

There is no simple fluctuation-dissipation theorem (FDT) for nonequilibrium systems. We show that for a fluid in a nonequilibrium steady state (NESS) characterized by a constant temperature gradient there is a generalized FDT that relates…

Statistical Mechanics · Physics 2023-12-15 T. R. Kirkpatrick , D. Belitz

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

D.J. Evans, et al., [Phys. Rev. Lett. 71, 2401 (1993)] discovered a relation, subsequently known as the Fluctuation Theorem (FT), which quantifies the probability of observing fluctuations violating the second law of thermodynamics in…

Statistical Mechanics · Physics 2017-05-19 A. Y. Gorobets , J. M. Borrero , S. Berdyugina

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…

Statistical Mechanics · Physics 2019-09-16 Yoshihiko Hasegawa , Tan Van Vu