Fluctuation-dissipation theorem for metastable systems

We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems satisfying detailed balance. This is done by assuming that such systems can be described by a superposition of the ground and first excited states of the master equation. We corroborate our results numerically for the metastable states of a two-dimensional Ising model.     

Fluctuation-dissipation theorem in an aging colloidal glass

We provide a direct experimental test of the fluctuation-dissipation theorem (FDT) in an aging colloidal glass. The use of combined active and passive microrheology allows us to independently measure both the correlation and response functions in this nonequilibrium situation. Contrary to previous reports, we find no deviations from the FDT over several decades in frequency (1 Hz-10 kHz) and for all aging times. In addition, we find two distinct viscoelastic contributions in the aging glass, including a nearly elastic response at low frequencies that grows during aging.     

Fluctuation-dissipation theorem and intrinsic stochasticity of climate

Summary In climate dynamics the effect of internally generated fluctuations is usually described by augmenting the balance equations through the addition ofrandom forces. In this paper the properties of these forces are investigated. Afluctuation-dissipation theorem relating their covariance matrix to the phenomenological coefficients such as eddy diffusivity is proposed. The theorem is subsequently used to identify the statistical properties of the climatic variables themselves, and thus to characterize climatic variability from the standpoint of the statistical theory of irreversible processes. Applications to a simple thermal convection problem and to a zonally averaged energy-balance model are presented; the possibility of experimental verification is discussed.

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Riassunto Nella dinamica del clima si descrive solitamente l'effetto delle fluttuazioni generate internamente aumentando le equazioni del bilancio con l'aggiunta di forze casuali. In questo lavoro si studiano le proprietà di queste forze. Si propone un teorema di fluttuazione-dissipazione che correla la matrice di covarianza ai coefficienti fenomenologici come la diffusività turbolenta. Il teorema è usato successivamente per identificare le proprietà statistiche delle variabili climatiche stesse e per caratterizzare la variabilità climatica dal punto di vista della teoria statistica dei processi irreversibili. Si presentano applicazioni a un problema semplice di convezione termica e ad un modello di bilancio d'energia mediato a zone; si discute la possibilità di verifica sperimentale.

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Traduzione a cura della Redazione.     

Fluctuation-dissipation theorem and the dynamical renormalization group

The relation between a recently introduced dynamical real-space renormalization group and the fluctuation-dissipation theorem is discussed. An apparent incompatibility is pointed out and resolved.     

Fluctuation-dissipation theorem for a class of stationary open systems

A generalized fluctuation-dissipation theorem is proved in the frame of a Liouville-space formalism for stationary open systems in contact with reservoirs, and in general far from thermal equilibrium. It is shown, however, that the wellknown case of thermal equilibrium is included in the result.     

Fluctuation-dissipation theorem in liquid and glassy glycerol: frequency-dependent dielectric permittivity and dielectric polarization fluctuation measurements

We show frequency-dependent dielectric permittivity and dielectric polarization fluctuation measurements of liquid and glassy glycerol. This allows a direct comparison of both quantities determined independently. After cooling the glycerol sample to 179 K with a cooling rate of 0.85 K/min we studied the aging time dependence of the dielectric permittivity and the polarization fluctuations using the identical glycerol sample. A cross-correlation technique allows measurements of noise levels below the amplifier noise. In the frequency range between 0.3 and 300 Hz we find the measured data to be in agreement with the fluctuation-dissipation theorem for the liquid and glassy state not depending on the aging time.     

The fluctuation-dissipation theorem for contracted descriptions of Markov processes

It is shown that if the Onsager-Casimir relations and the fluctuationdissipation theorem are valid for a stationary, Gaussian, Markov process in anN-dimensional space, then these relations are valid when the process is projected into a subspace of the original space. Both time-reversal-even and time-reversal-odd variables are allowed. Previous derivations of the fluctuation-dissipation theorem for Brownian motion from fluctuating hydrodynamics are special cases of the present result. For the Brownian motion problem, the fluctuation-dissipation theorem is proven for the case of a compressible, thermally conducting fluid with a nonlocal equation of state. Arbitrary slip boundary conditions are considered as well.     

On the local central limit theorem for Gibbs processes

We derive a sufficient condition for the validity of the local central limit theorem for Gibbs processes and their isomorphism with a Bernoulli shift.     

MacDonald's theorem and Milatz's theorem for multivariate stochastic processes

MacDonald's theorem, which expresses the spectral density of a randomly fluctuating variable α(t) in terms of the finite time average of that variable, α_θ(t), is generalized for multivariate processes. For purely random processes, having a white spectrum, this also yields the corresponding generalization of Milatz's theorem.     

Fluctuation-dissipation theorems for systems in non-thermal equilibrium and applications

The linear response theory of systems obeying Fokker-Planck equations is discussed under the assumption that the principle of detailed balance is satisfied. This theory is used to obtain fluctuation-dissipation theorems for systems in a non-thermal equilibrium state corresponding to the steady state solution of the Fokker-Planck equation. Some of the aspects of the threshold region of a single mode laser (without detuning) are discussed. In particular it is shown that, contrary to the results established recently by others, the “linear susceptibility” χ(Ω) is acontinuous function of the pump parameterp. The results are then specialized to Gaussian Markov process in which case an alternate form of the fluctuation-dissipation theorems is also given. Finally few other generalizations of the fluctuation-dissipation theorems are also briefly discussed.     

Fluctuation-dissipation ratio in three-dimensional spin glasses

We present an analysis of the data on aging in the three-dimensional Edwards-Anderson spin-glass model with nearest-neighbor interactions, which is well suited for the comparison with a recently developed dynamical mean-field theory. We measure the parameterx(q) describing the violation of the relation among correlation and response functions implied by the fluctuation-dissipation theorem.     

Fluctuation-dissipation ratio of the Heisenberg spin glass

The fluctuation-dissipation (FD) relation of the three-dimensional Heisenberg spin glass with weak random anisotropy is studied by off-equilibrium Monte Carlo simulation. The numerically determined FD ratio exhibits a "one-step-like" behavior, the effective temperature of the spin-glass state being about twice the spin-glass transition temperature, T(eff) approximately 2T(g), irrespective of the bath temperature. The results are discussed in conjunction with the recent experiment by Hérisson and Ocio, and with the chirality scenario of the spin-glass transition.     

Fluctuation-dissipation ratio in lattice-gas models with kinetic constraints

We investigate by Monte-Carlo simulation the linear response function of three dimensional structural glass models defined by short-range kinetic constraints and a trivial equilibrium Boltzmann-Gibbs measure. The breakdown of the fluctuation-dissipation theorem in the glassy phase follows the prediction of mean field low temperature mode-coupling theory. Received: 24 April 1998 / Received in final form: 8 May 1998 / Accepted: 11 May 1998