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Perturbed Einstein's equations with a linear response relation and a stochastic source, applicable to a relativistic star model are worked out . These perturbations which are stochastic in nature, are of significance for building a…

广义相对论与量子宇宙学 · 物理学 2023-02-22 Seema Satin

We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…

概率论 · 数学 2022-01-04 Michal Branicki , Kenneth Uda

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

统计力学 · 物理学 2016-08-31 Gregor Diezemann

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

流体动力学 · 物理学 2018-02-23 Andrew J. Majda , Di Qi

The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

无序系统与神经网络 · 物理学 2009-11-13 Gerardo Aquino , Paolo Grgolini , Bruce J. West

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

统计力学 · 物理学 2019-09-10 A. Sarracino , A. Vulpiani

We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…

动力系统 · 数学 2020-02-12 Stefano Galatolo , Julien Sedro

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

统计力学 · 物理学 2024-12-19 Thierry Bodineau , Bernard Derrida

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…

统计力学 · 物理学 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…

大气与海洋物理 · 物理学 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

动力系统 · 数学 2026-04-07 Stefano Galatolo , Valerio Lucarini

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

统计力学 · 物理学 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

Predicting how systems respond to external perturbations far from equilibrium remains a fundamental challenge across physics, chemistry, and biology. We present a unified response framework for stochastic Markov dynamics that integrates…

统计力学 · 物理学 2026-05-13 Jiming Zheng , Zhiyue Lu

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

核理论 · 物理学 2007-05-23 H. Hofmann , D. Kiderlen

We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…

数学物理 · 物理学 2015-05-05 Christian Maes , Bram Wynants

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

统计力学 · 物理学 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

概率论 · 数学 2023-04-24 Marco Zamparo

We introduce and solve a general model of dynamic response under external perturbations. This model captures a wide range of systems out of equilibrium including Ising models of physical systems, social opinions, and population genetics.…

可精确求解与可积系统 · 物理学 2007-11-19 David D. Chinellato , Marcus A. M. de Aguiar , Irving R. Epstein , Dan Braha , Yaneer Bar-Yam

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

数据分析、统计与概率 · 物理学 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp