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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

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…

Statistical Mechanics · Physics 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

We study an arbitrary non-equilibrium dynamics of a quantum bipartite system coupled to a reservoir. For its characterization, we present a fluctuation theorem (FT) that explicitly addresses the quantum correlation of subsystems during the…

Quantum Physics · Physics 2020-05-22 Jung Jun Park , Hyunchul Nha , Sang Wook Kim , Vlatko Vedral

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

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

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

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

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

A modified fluctuation-dissipation-theorem (MFDT) for a non-equilibrium steady state (NESS) is experimentally checked by studying the position fluctuations of a colloidal particle whose motion is confined in a toroidal optical trap. The…

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…

Dynamical Systems · Mathematics 2014-10-21 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

Focusing on a famous class of interacting diffusion processes called Ginzburg-Landau (GL) dynamics, we extend the Macroscopic Fluctuations Theory (MFT) to these systems in the case where the interactions are long-range, and consequently,…

Mathematical Physics · Physics 2024-05-15 Cédric Bernardin , Raphaël Chetrite

For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a…

Statistical Mechanics · Physics 2023-03-23 Alex Fontana , Ludovic Bellon

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

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

Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…

Statistical Mechanics · Physics 2019-08-22 Mohammad Mehboudi , Juan. M. R. Parrondo , Antonio Acin

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. Theory and experiment have shown that in small electrical conductors the non-linear I-V-characteristic…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Heidi Forster , Markus Buttiker

A linear response function (LRF) relates the mean-response of a nonlinear system to weak external forcings and vice versa. Even for simple models of the general circulation, such as the dry dynamical core, the LRF cannot be calculated from…

Fluid Dynamics · Physics 2016-05-25 Pedram Hassanzadeh , Zhiming Kuang

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