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The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…

混沌动力学 · 物理学 2017-02-28 Rafail V. Abramov

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

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

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

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

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 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 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 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

The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

统计力学 · 物理学 2018-12-18 Guillaume Michel , Debra J. Searles

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

Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…

统计力学 · 物理学 2020-03-25 Jeremy A. Owen , Todd R. Gingrich , Jordan M. Horowitz

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

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

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

动力系统 · 数学 2017-09-15 Getachew K. Befekadu

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

统计力学 · 物理学 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

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

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

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.…

统计力学 · 物理学 2015-05-30 Haidong Feng , Jin Wang
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