Questions tagged [fluctuation-dissipation]

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Onsager's hypothesis: why is true that correlations decay with increasing time?

I am studying from Chandler's book (Introduction to Modern Statistical Mechanics) the fluctuation-dissipation theorem. Before introducing it, the book states something without really demonstrating it. ...
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Deriving black body law from fluctuation-dissipation theorem?

Is it possible to prove the Blackbody radiation law using the fluctuation-dissipation theorem? Has it been done, or is there some reason why it wouldn't work? I would appreciate if you could point me ...
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Heat capacity in statistical mechanics

A known result from statistical mechanics is the following fluctuation-dissipation relation: \begin{equation} \frac{\partial^2S}{\partial E^2} = - \frac{1}{C_v T^2} \tag{1} \end{equation} where $C_v$ ...
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Clarification regarding Kubo formula and fluctuation-dissipation theorem

In the Wikipedia article for Fluctuation-dissipation theorem, under the section for the derivation in the quantum case, the Kubo formula is quoted. \begin{align*} \chi(t-t') = \frac{i}{\hbar} \theta(t ...
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Intuition about non-equilibrium Green functions

In the following paper by Fotso and Freericks, the definitions of the Green functions are given as \begin{align} G^<(t,t') &= i \langle c^\dagger(t') c(t) \rangle \\ G^R(t,t') &= -i \theta(...
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Is there a fermionic fluctuation-dissipation theorem?

Question: is there any fermionic version of fermionic fluctuation–dissipation theorem? Context: In classical physics, the fluctuation–dissipation theorem is roughly written as $$\langle x(t)x(t')\...
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Consistency of Lindblad-type operator evolution equations

One frequently comes across Lindblad-type operator evolution equations in the Heisenberg picture of the form $$ \frac{\mathrm{d}}{\mathrm{d}t} A =\mathcal{L}^{\dagger}(A), $$ where the adjoint ...
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Thermal noise in suspensions of mesoscopic particles

By considering the steady state mean-squared-displacement of a particle undergoing Langevin dynamics in a harmonic potential well, Einstein was able to relate the diffusion constant of a colloidal ...
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Autocorrelation and variance: can the fluctuation-dissipation theorem actually be written in terms of fluctuations?

I am considering the theorem in a statistical mechanics context, but I suppose the question could be extended to other fields where it applies as well. If we have a system with property $A$ and apply ...
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Does the fluctuation-dissipation (FD) relation $\sigma_E^2=k_BT^2C_V$ arise as a special case of the FD theorem?

The classical fluctuation-dissipation theorem states that the power spectral density $S_{\eta\eta}(\omega)$ of a classical random variable $\eta(t)$ is given by $$S_{\eta\eta}(\omega)=\frac{2k_BT}{\...
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Can a broken egg spontaneously reassemble itself (as in the video)?

According to the fluctuation theorem, the second law of thermodynamics is a statistical law. Violations at the micro scale, therefore, certainly have a non-zero probability. However, the application ...
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How to derive the response function of $m\ddot x + \gamma \dot x + kx = f$?

In a lecture on fluctuation-dissipation theorem, it is stated that EOM: $m\ddot x + \gamma \dot x + kx = f$ Response function $\chi(\omega) = (-m \omega^2 + i\gamma \omega + > k)^{-1}$ However, I ...
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Fluctuation-Dissipation Relation for Quantum Phase Transitions

I am looking for a formulation for the fluctuation-dissipation relation connecting the correlation related quantities with the thermodynamic functions at the quantum critical point. The fluctuation-...
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Is it possible to use fluid dynamics to trade in the financial market?

I read somewhere that there is an investment fund in the USA which in its trading decisions uses physical laws of hydrodynamics. I asked my physicist friend, on the account of what is really in ...
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Spectral density of fluctuations (white noise/delta-correlated process)

Let I be the current flowing across some junction as a result of N charge carriers of charge q. And let $\langle I (t) \rangle$ be its average. Assume a particle number distribution such that its ...
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Noise spectral density for waveguide: I don't understand this calculation

In Introduction to Quantum Noise, Measurement and Amplification, on page 64 is computed the power spectral density of noise on a classical waveguide. I am really struggling to understand a step of the ...
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Fluctuation for diffusion flux (Fick's law)

I am trying to write the formulation for fluctuation in diffusion flux (Fick's law): $$ \vec{j}= - \rho D\vec{\nabla} c $$ Then I describe fluctuation in concentration and density as the following: ...
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Fluctuation dissipation theorem : how to identify the response variable and the force in general?

I fully re-edited my question I have a super basic question. Note that I am just beginning to learn linear response theory. General context: If I consider a linear, time invariant, causal system, ...
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The fluctuation-dissipation theorem

In Giuliani & Vignale's Quantum Theory of the Electron Liquid, in page 126, they point out that the absorption and emission spectra are related by $$S_{AA^\dagger}(-\omega)=e^{-\beta\hbar\omega}S_{...
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Problem in derivation of Smoluchowski Equation

I am trying to derive Smoluchowski equation using Fokker Planck equation. I am following the book ''Non Equilibrium Statistical Mechanics'' by Robert Zwanzig. I am attaching a screenshot of a few ...
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Does the fluctuations-dissipation theorem hold in active matter for macroscopic physical quantities?

I am trying to understand how the fluctuation–dissipation theorem applies to active matter. I simulated a system with active motors which may consume energy from the environment to move and exert ...
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Where does differntial equation of covariance matrix come from?

Does anyone know where the differential equation of covariance matrix comes from? $$\frac{dC(t)}{dt}=AC(t)+C(t)A^T+D$$ where $C$ is the covariance matrix, $A$ is the drift matrix, and $D$ is the ...
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Fluctuation-dissipation theorem in the Keldysh formalism

In Kamenev's book Field Theory of Non-Equilibrium Systems (he also has lecture notes online here, which contains the relevant statement on pg. 17), he states that the following equation $$G^K(\epsilon)...
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Equivalence of thermodynamic ensembles

It is often argued that thermodynamic ensembles are equivalent in the sense that no matter what ensemble one uses for the calculations, one should end up in the same macroscopic equations of state. ...
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What does stochastic nature of work (quantum scale) really mean?

Fluctuation theorems are (also) concerned with defining work in the non-equilibrium regime. Now I've read that in regimes where Fluctuations become very strong (which I assume are the non-...
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Is entropy change always zero after a quasi-static evolution?

If I am thinking in terms of a idealized, perfect carnot cycle I know that in sum $$\Delta S_{\mathrm{total}} = 0.\tag{1}$$ But that does not mean that there is no entropy generated during the ...
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1 answer
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What does $\delta$ represents in FLUCTUATION-DISSIPATION THEOREM?

i am trying to follow the following tutorial. I keep seeing $\delta$ over functions such as $\delta F(x)=F(x)-\langle F(x)\rangle_t$ (Eq 14.4) in this and in other tutorials and questions here. What ...
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Can one formulate a fluctuation-dissipation theorem in presence of non-Gaussian noise sources?

The fluctuation dissipation theorem relates the linear response of a system to Gaussian fluctuations. The natural question that comes to my mind is the possible derivation of an analogous FDT in ...
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2 votes
0 answers
299 views

Exact solution for non-linear Fokker-Planck equation

I'm searching for exact (analytical) results for FP equation in 2 variables (such as $x$ and $p$ in 1D) with a steady state. Kramer's like (with force due to confining potential, such as harmonic ...
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Fluctuation-dissipation theorem for velocities

I am given the following problem about fluctuation dissipation theorem: Consider an external force $f(t)= \frac{f_0}{2}(e^{i\omega_0 t}+e^{-i\omega_0 t})$ acting on a particle with momentum $p=mv$ in ...
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How to determine the off-diagonal term of magnetic susceptibility tensor from fluctations?

I have run a Monte Carlo simulation of the classical Heisenberg model (in the future I am planning to add other interaction terms). I would like to extract information about the property of the system ...
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2 votes
1 answer
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What is the fluctuation-dissipation relation for non-quadratic kinetic energies?

Recently I tried to get in touch with some statistical mechanics. I am completely new to the field and hence many things are unclear to me. Currently, I have a question regarding the dissipation-...
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4 votes
2 answers
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What causes viscosity of a fluid?

Consider a fluid like water. Intuitively I would say that its viscosity is caused by intermolecular interactions among its molecules. But the Einstein-Smoluchowski relation (and the Fluctuation-...
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1 vote
1 answer
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Thermodynamics Help - Reading through Landau and Lifshitz

I am reading Landau and Lifshitz and I am confused about two steps in the Fluctuation theory chapter. They occur just before Eqn. 3 in "Fluctuations of the fundamental thermodynamic quantities". Here ...
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Fluctuations in Fluctuation Dissipation theorem

In the derivation of the Fluctuation-Dissipation theorem. We encounter an identity $$ \langle\delta A(t) \delta B(0) \rangle = \langle A(t)B(0)\rangle-\langle A \rangle\langle B\rangle$$ where $$\...
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1 vote
1 answer
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Fluctuation dissipation on a ring?

The integral fluctuation theorem is given by: $$\left< e^{-R}\right>=1\tag{0}$$ where: $$R\equiv \ln \left( \frac{p_0(\vec n_0) p[\vec n(\tau),\vec c(\tau)]}{p_f(\vec n) \cdot p[\tilde n(\tau),\...
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1 vote
1 answer
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Fluctuations of free energy in quantum statistical mechanics

I want to calculate the fluctuation of the mean value of the free energy, $\langle F \rangle$, which I denote as $(\Delta F)^2 = \langle F^2\rangle - \langle F\rangle^2$. Since I have calculated the ...
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2 votes
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Thermal fluctuations in orientation of point particles

I am modeling group of point particles with 6 degrees of freedom each - 3 positional degrees of freedom and 3 orientational degrees of freedom. So, each particle has 3 position coordinates and a unit ...
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3 votes
0 answers
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Fluctuation-dissipation theorem for the acoustic equation

Recently I discovered a paper by R. Snieder on the extraction of the acoustic Green function from cross-correlations of the acoustic noise. What differs this paper from other papers on the subject, is ...
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Is there an equivalency between fluctuation and effective degrees of freedom?

Is it possible to use the fluctuation-dissipation theorem to introduce a new "fictitious" degree of freedom (d.o.f) for an existing coordinate/d.o.f which fluctuates a lot? Consider a non ...
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7 votes
1 answer
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How does the fluctuation theorem dissipation function become entropy?

In "The Fluctuation Theorem" by Evans and Searles, they derive the transient fluctuation theorem from Liouville's theorem (pg 1541). Following their notation $ \Gamma = (\vec{q}, \vec{p}) $, they use ...
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1 answer
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Can we take $\sigma^2_N=\frac{\kappa_T}{\beta V}N^2$ to be an example of the fluctuation-dissipation theorem?

In statistical mechanics, the relation $\sigma^2_E=\langle E^2\rangle-\langle E\rangle^2=k_BT^2C_v$ is interpreted ad one of the examples of fluctuation-dissipation theorem. The fluctuation in energy ...
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3 votes
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Does the Lindblad equation satisfy a fluctuation dissipation relation?

The fluctuation dissipation relation is usually stated in terms of an identity that relates the retarded, advanced and either the Keldysh or time-ordered correlators. This is easily enforced in ...
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1 vote
1 answer
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DPD weight function

I was wondering about the connection between the weight function of the random force and the conservative force between DPD particles in a standard DPD simulation. Both usually have the form [Groot ...
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3 votes
1 answer
730 views

Fluctuation-dissipation theorem in QFT

If I understand correctly, the fluctuation-dissipation theorem (fdt) in QFT technically arises because of $\pm i\epsilon$ - infinitesimally small summand in the denominator of spectral representation ...
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2 votes
1 answer
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Heat capacity and fluctuation-dissipation theorem, meaning of energy fluctuations?

I have read that from the fluctuation-dissipation theorem that the heat capacity is proportional to energy fluctuations (or populations fluctuations). In this context what is the meaning of 'energy ...
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3 votes
0 answers
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Second law of thermodynamics in linear response theory

I am wondering about the appearance of irreversibility in the response functions or equivalently the correlation functions in a statistical mechanics system. The main principle that I have seen where ...
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8 votes
1 answer
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Fluctuation-dissipation theorem and Kramers-Kronig relations

Is there any connection between fluctuation dissipation theorem and Kramers-Kronig relations? They are often described together under linear response theory but I do not see any exact connection (like ...
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1 answer
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Massless brownian particle Langevin equation and FDT

Given the Langevin equation of a massless brownian particle: $$ \gamma \dot{x}=\eta, $$ where $\gamma$ is the friction coefficent and $\eta$ the noise ($\langle\eta \rangle =0$ and $\langle\eta(t)\...
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how to simulate a steep potential barrier in langevin equation

When simulating a Langevin equation, how is a vertical potential barrier handled? I have the time overdamped evolution of the position $x$, described by $\gamma\frac{dx}{dt}=-V'(x)+\eta(t)$ where $...
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