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不可逆马尔可夫链中力与电流的规范结构及正交性

Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains.

作者信息

Kaiser Marcus, Jack Robert L, Zimmer Johannes

机构信息

1Department of Mathematical Sciences, University of Bath, Bath, BA2 7AY UK.

2Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Wilberforce Road, Cambridge, CB3 0WA UK.

出版信息

J Stat Phys. 2018;170(6):1019-1050. doi: 10.1007/s10955-018-1986-0. Epub 2018 Feb 15.

Abstract

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within MFT, which describes hydrodynamic limits of such microscopic models.

摘要

我们讨论了一种规范结构,它为不可逆有限状态马尔可夫链(连续时间)、昂萨格理论和宏观涨落理论(MFT)的动力学大偏差提供了统一描述。对于马尔可夫链,该理论涉及概率流与其共轭力之间的非线性关系。在此框架内,我们展示了如何在广义意义上将力分解为两个相互正交的分量。这种分解允许将路径速率函数分解为三项,这三项在耗散和向平衡收敛方面具有物理解释。对于二级和2.5级的速率函数也有类似的分解。这些结果阐明了熵产生的界和涨落定理是如何从底层动力学规则中产生的。我们讨论了马尔可夫链的这些结果与MFT中的类似结构是如何相关的,MFT描述了此类微观模型的流体动力学极限。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/3c3e/6566214/9d334450d441/10955_2018_1986_Fig1_HTML.jpg

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