Local kinetic interpretation of entropy production through reversed diffusion.


Autoria(s): Porporato, A; Kramer, PR; Cassiani, M; Daly, E; Mattingly, J
Data(s)

01/10/2011

Identificador

http://www.ncbi.nlm.nih.gov/pubmed/22181122

Phys Rev E Stat Nonlin Soft Matter Phys, 2011, 84 (4 Pt 1), pp. 041142 - ?

http://hdl.handle.net/10161/10246

1550-2376

http://hdl.handle.net/10161/10246

Relação

Phys Rev E Stat Nonlin Soft Matter Phys

10.1103/PhysRevE.84.041142

Tipo

Journal Article

Cobertura

United States

Resumo

The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.

Formato

041142 - ?

Idioma(s)

ENG