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A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

数学物理 · 物理学 2019-10-02 Rafail V. Abramov

The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response…

动力系统 · 数学 2016-04-08 Rafail V. Abramov

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)…

机器学习 · 统计学 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

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…

统计力学 · 物理学 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

统计力学 · 物理学 2013-01-21 Marco Baiesi , Christian Maes

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

综合物理 · 物理学 2017-11-15 Nash Rochman , Sean X. Sun

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

混沌动力学 · 物理学 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

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…

统计力学 · 物理学 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

统计力学 · 物理学 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

数据分析、统计与概率 · 物理学 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

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…

统计力学 · 物理学 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

统计力学 · 物理学 2010-11-19 Bram Wynants

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…

统计力学 · 物理学 2026-05-06 Jiming Zheng , Zhiyue Lu

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…

统计力学 · 物理学 2011-10-11 Valerio Lucarini , Stefania Sarno

In real-world geophysical applications (such as predicting the climate change), the reduced models of real-world complex multiscale dynamics are used to predict the response of the actual multiscale climate to changes in various global…

动力系统 · 数学 2013-07-30 Rafail V. Abramov , Marc P. Kjerland

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…

统计力学 · 物理学 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

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.…

混沌动力学 · 物理学 2020-01-29 Guglielmo Lacorata , Angelo Vulpiani

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…

chao-dyn · 物理学 2009-10-31 Gregory L. Eyink

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…

量子物理 · 物理学 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo
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