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Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…

Analysis of PDEs · Mathematics 2024-08-27 Yuan Gao , Jian-Guo Liu , Zibu Liu

Nonequilibrium response theory is a fundamental framework for understanding how physical systems respond to perturbations. Recently, a mutual linearity has been discovered for Markov jump processes using linear algebra analysis. This mutual…

Statistical Mechanics · Physics 2026-04-08 Jiming Zheng , Zhiyue Lu

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

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…

Statistical Mechanics · Physics 2010-05-02 Marco Baiesi , Eliran Boksenbojm , Christian Maes , Bram Wynants

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 study the mathematical properties of a nonequilibrium Langevin dynamics which can be used to estimate the shear viscosity of a system. More precisely, we prove a linear response result which allows to relate averages over the…

Statistical Mechanics · Physics 2012-11-26 Remi Joubaud , Gabriel Stoltz

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

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…

Statistical Mechanics · Physics 2016-08-31 Gianmaria Falasco , Marco Baiesi

We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…

Statistical Mechanics · Physics 2025-10-20 Andreas Dechant

Langevin dynamics is used to study equilibrium properties of the suspension of magnetic filaments (chains of nanoparticles permanently crosslinked with polymers). It is shown that the filament suspension generally has a larger magnetic…

Soft Condensed Matter · Physics 2018-11-20 Andrey A. Kuznetsov

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

The formalism of linear response theory can be extended to encompass physical situations where an open quantum system evolves towards a non-equilibrium steady-state. Here, we use the framework put forward by Konopik and Lutz [Phys. Rev.…

Quantum Physics · Physics 2024-02-14 Sherry Blair , Giorgio Zicari , Alessio Belenchia , Alessandro Ferraro , Mauro Paternostro

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

We present sufficient conditions under which a given linear nonautonomous system and its nonlinear perturbation are topologically conjugated. Our conditions are of a very general form and provided that the nonlinear perturbations are…

Classical Analysis and ODEs · Mathematics 2022-10-12 Lucas Backes , Davor Dragičević

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

A recent experiment driving colloids electromagnetically, by B\'erut et al. [2014 Europhys. Lett. 107, 60004], is an ideal paradigm for illustrating a linear response theory for nonequilibrium overdamped systems including hydrodynamic…

Statistical Mechanics · Physics 2016-03-22 Cem Yolcu , Marco Baiesi

Finite-time coherent sets represent minimally mixing objects in general nonlinear dynamics, and are spatially mobile features that are the most predictable in the medium term. When the dynamical system is subjected to small parameter…

Dynamical Systems · Mathematics 2021-04-14 Fadi Antown , Gary Froyland , Oliver Junge

Evaluating the linear response of a driven system to a change in environment temperature(s) is essential for understanding thermal properties of nonequilibrium systems. The system is kept in weak contact with possibly different fast…

Statistical Mechanics · Physics 2014-12-01 Marco Baiesi , Urna Basu , Christian Maes

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

Mathematical Physics · Physics 2017-07-06 Alessandra Iacobucci , Stefano Olla , Gabriel Stoltz
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