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通过打破细致平衡加速马尔可夫链向平衡态的收敛

Acceleration of Convergence to Equilibrium in Markov Chains by Breaking Detailed Balance.

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 Physics, University of Bath, Bath, BA2 7AY UK.

出版信息

J Stat Phys. 2017;168(2):259-287. doi: 10.1007/s10955-017-1805-z. Epub 2017 May 18.

Abstract

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review existing results showing that irreversible processes converge faster to their steady state than reversible ones. We show how this behaviour appears in the hydrodynamic limit of such processes, as described by macroscopic fluctuation theory, and we provide a quantitative expression for the acceleration of convergence in this setting. We give a geometrical interpretation of this acceleration, in terms of currents that are under time-reversal and orthogonal to the free energy gradient, which act to drive the system away from states where (reversible) gradient-descent dynamics result in slow convergence to equilibrium.

摘要

我们分析并解释了打破细致平衡对保守相互作用粒子系统向平衡态收敛及其流体动力学标度极限的影响。对于有限的相互作用粒子系统,我们回顾了现有结果,这些结果表明不可逆过程比可逆过程更快地收敛到其稳态。我们展示了这种行为如何出现在此类过程的流体动力学极限中,如宏观涨落理论所描述的那样,并且我们给出了在这种情况下收敛加速的定量表达式。我们根据时间反演且与自由能梯度正交的电流,对这种加速给出了几何解释,这些电流起到驱使系统远离(可逆)梯度下降动力学导致向平衡态缓慢收敛的状态的作用。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/868f/6979539/b23e4adcfaee/10955_2017_1805_Fig1_HTML.jpg

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