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We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified…

Statistical Mechanics · Physics 2009-11-13 Raphael Chetrite , Gregory Falkovich , Krzysztof Gawedzki

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

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

Fluctuation relations are identities, holding in non-equilibrium systems, that have attracted a lot of interest in the last 20 years. This is a series of 4 lectures discussing various aspects of such relations for stochastic equations…

Mathematical Physics · Physics 2013-08-08 Krzysztof Gawedzki

When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri

We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…

Statistical Mechanics · Physics 2012-07-03 Jun'ichi Wakou , Masaharu Isobe

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

We obtain exact expressions for the two-time autocorrelation and response functions of the $d$-dimensional linear Glauber model. Although this linear model does not obey detailed balance in dimensions $d\geq 2$, we show that the usual form…

Statistical Mechanics · Physics 2009-11-11 M. O. Hase , S. R. Salinas , T. Tomé , M. J. de Oliveira

A time-domain formulation of the equilibrium quantum fluctuation-dissipation theorem (FDT) in the whole range of temperatures is presented. In the classical limit, the FDT establishes a proportionality relation between the dissipative part…

Statistical Mechanics · Physics 2009-10-31 Noelle Pottier , Alain Mauger

Near field radiative heat transfer and dynamic Casimir forces are just two instances of topics of technological and fundamental interest studied via the formalism of fluctuational electrodynamics. From the perspective of experiment and…

Quantum Physics · Physics 2015-06-16 Vladyslav A. Golyk , Matthias Krüger , Mehran Kardar

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study…

Statistical Mechanics · Physics 2010-10-21 A. Altland , A. De Martino , R. Egger , B. Narozhny

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as…

Statistical Mechanics · Physics 2009-11-11 Hiroshi Teramoto , Shin-ichi Sasa

The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…

Statistical Mechanics · Physics 2015-05-30 Haidong Feng , Jin Wang

Time-integrated state observables, which quantify the fraction of time spent by the system in a specific pool of states, are important in many fields, such as chemical sensing or the theory of fluorescence spectroscopy. We derive exact…

Statistical Mechanics · Physics 2026-02-23 Krzysztof Ptaszynski , Timur Aslyamov , Massimiliano Esposito

A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…

Statistical Mechanics · Physics 2023-04-26 Naoto Shiraishi

We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…

Statistical Mechanics · Physics 2009-07-21 T. Koide , M. Mine , M. Okumura , Y. Yamanaka

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

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

We discuss the relation between the fluctuation-dissipation relation derived by Chatelain and Ricci-Tersenghi [C.Chatelain, J.Phys. A {\bf 36}, 10739 (2003); F. Ricci-Tersenghi, Phys.Rev.E 68, 065104(R) (2003)] and that by…

Statistical Mechanics · Physics 2010-01-19 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti