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We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…

Statistical Mechanics · Physics 2023-07-10 Jean-Charles Delvenne , Léopold Van Brandt

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

We numerically investigate the correlation function, the response and the breakdown of the Fluctuation-Dissipation Theorem (FDT) in active particles close to the motility-induced critical point. We find a strong FDT violation in the short…

Soft Condensed Matter · Physics 2022-03-16 Claudio Maggi , Nicoletta Gnan , Matteo Paoluzzi , Emanuela Zaccarelli , Andrea Crisanti

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

A general theory of thermal magnetic fluctuations near conductive materials is developed; such fluctuations are the magnetic analog of Johnson noise. For realistic experiments in quantum computing and magnetic resonance force microscopy,…

Quantum Physics · Physics 2007-05-23 J. A. Sidles , J. L. Garbini , W. M. Dougherty , S. H. Chao

We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 D. Lacoste , A. W. C. Lau , K. Mallick

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

The equations of fluctuating nonlinear hydrodynamics for a two component mixture are obtained with a proper choice of slow variables which correspond to the conservation laws in the system. Using these nonlinear equations we construct the…

Statistical Mechanics · Physics 2016-01-20 Madhu Priya , Neeta Bidhoodi , Shankar P. Das

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

Electrolyte solutions play an important role in energy storage devices, whose performance highly relies on the electrokinetic processes at sub-micron scales.\ Although fluctuations and stochastic features become more critical at small…

Soft Condensed Matter · Physics 2022-06-08 Mingge Deng , Faisal Tushar , Luis Bravo , Anindya Ghoshal , George Karniadakis , Zhen Li

The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…

Quantum Physics · Physics 2022-08-03 Tanmoy Biswas , A. de Oliveira Junior , Michał Horodecki , Kamil Korzekwa

We provide extended evidence that mode-coupling theory (MCT) of supercooled liquids for the ${\mathsf F}_{12}$ schematic model admits a microscopic realization based on facilitated spin models with tunable facilitation. Depending on the…

Disordered Systems and Neural Networks · Physics 2012-08-24 Jeferson J. Arenzon , Mauro Sellitto

Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

Statistical Mechanics · Physics 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles

In recent years, a number of dynamical density functional theories (DDFTs) have been developed for describing the dynamics of the one-body density of both colloidal and atomic fluids. In the colloidal case, the particles are assumed to have…

Soft Condensed Matter · Physics 2009-08-10 A. J. Archer

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the…

Statistical Mechanics · Physics 2020-10-29 T. M. Mishonov , I. M. Dimitrova , A. M. Varonov