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We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

In spite of the (correct) common-wisdom statement correlation does not imply causation, a proper employ of time correlations and of fluctuation-response theory allows to understand the causal relations between the variables of a…

Statistical Mechanics · Physics 2021-01-04 Marco Baldovin , Fabio Cecconi , Angelo Vulpiani

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

We study the correlation function and mean linear response function of the velocity Fourier mode of statistically steady-state, homogeneous and isotropic turbulence in the Eulerian and Lagrangian coordinates through direct numerical…

Fluid Dynamics · Physics 2022-04-29 Takeshi Matsumoto , Michio Otsuki , Takeshi Ooshida , Susumu Goto

Two fundamental ingredients play a decisive role in the foundation of fluctuation relations: the principle of microreversibility and the fact that thermal equilibrium is described by the Gibbs canonical ensemble. Building on these two…

Statistical Mechanics · Physics 2012-09-06 Michele Campisi , Peter Hänggi , Peter Talkner

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

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

This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…

Atmospheric and Oceanic Physics · Physics 2026-02-27 Jin-Song von Storch

The currently existing theory of fluorescence correlation spectroscopy(FCS) is based on the linear fluctuation theory originally developed by Einstein, Onsager, Lax, and others as a phenomenological approach to equilibrium fluctuations in…

Biological Physics · Physics 2015-04-01 Mauricio J. Del Razo , Wenxiao Pan , Hong Qian , Guang Lin

In this expository note we highlight the correlation function method as a unified approach in proving both hydrodynamic limits and fluctuation limits for reaction diffusion particle systems. For simplicity we focus on the case when the…

Probability · Mathematics 2021-01-12 Wai-Tong Louis Fan

The exponential correlation function is theoretically incorrect in the entire frequency range of interest for processes described in terms of linear response theory. The Lorentzian lineshape results from an inconsistent assumption of…

Statistical Mechanics · Physics 2016-08-31 T. R. S. Prasanna

By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating…

Statistical Mechanics · Physics 2016-12-28 Roman Belousov , E. G. D. Cohen

We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…

Statistical Mechanics · Physics 2008-10-10 D. Villamaina , A. Puglisi , A. Vulpiani

We consider the modified Ising model introduced by de Oliveira et al. [J.Phys.A {\bf 26}, 2317 (1993)], where the temperature depends locally on the spin configuration and detailed balance and local equilibrium are not obeyed. We derive a…

Statistical Mechanics · Physics 2009-09-29 Natascia Andrenacci , Federico Corberi , Eugenio Lippiello

The force autocorrelation function (FACF), a concept of fundamental interest in statistical mechanics, encodes the effect of interactions on the dynamics of a tagged particle. In equilibrium, the FACF is believed to decay monotonically in…

Statistical Mechanics · Physics 2023-07-20 Erik Kalz , Hidde Derk Vuijk , Jens-Uwe Sommer , Ralf Metzler , Abhinav Sharma

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

We show how a general formulation of the Fluctuation-Response Relation is able to describe in detail the connection between response properties to external perturbations and spontaneous fluctuations in systems with fast and slow variables.…

Chaotic Dynamics · Physics 2020-01-29 Guglielmo Lacorata , Angelo Vulpiani

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…

Statistical Mechanics · Physics 2012-04-26 Shin-ichi Sasa