论文标题

固定扩散的熵产生

The entropy production of stationary diffusions

论文作者

Da Costa, Lancelot, Pavliotis, Grigorios A.

论文摘要

熵的生产率是非平衡统计物理学的中心量,它得分了随机过程与时间可逆的距离。在本文中,我们计算在非平衡稳态处的扩散过程的熵产生,条件是扩散的时间反转仍然是扩散的。我们首先表征离散和连续时间马尔可夫过程的熵产生。我们研究了时间均匀固定扩散的时间反转,并回顾了扩散特性的可逆性的最一般条件,其中包括低纤维化和退化扩散,以及局部Lipschitz载体场。我们将漂移分解为其时间可逆和不可逆的部分,或等效地将发电机分解为对称和反对称算子。我们显示了在低调理论中考虑的后向kolmogorov方程的分解,以及以通用形式的Fokker-Planck方程分解。主要结果表明,当漂移的时间不可逆部分位于波动率矩阵范围内(几乎到处都是),该过程的前进路径空间测量值相互等效,并评估熵产生。当这不结束时,措施是相互奇异的,熵产生是无限的。我们使用线性扩散的精确数值模拟来验证这些结果。我们在几个示例中说明了非线性扩散的熵产生与其数值模拟之间的差异,并说明了如何将熵产生用于准确的数值模拟。最后,我们讨论了时间 - 不可逆性和采样效率之间的关系,以及如何修改熵产生的定义,以得分一个过程与一般性可逆性相距多远。

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at non-equilibrium steady-state under the condition that the time-reversal of the diffusion remains a diffusion. We start by characterising the entropy production of both discrete and continuous-time Markov processes. We investigate the time-reversal of time-homogeneous stationary diffusions and recall the most general conditions for the reversibility of the diffusion property, which includes hypoelliptic and degenerate diffusions, and locally Lipschitz vector fields. We decompose the drift into its time-reversible and irreversible parts, or equivalently, the generator into symmetric and antisymmetric operators. We show the equivalence with a decomposition of the backward Kolmogorov equation considered in hypocoercivity theory, and a decomposition of the Fokker-Planck equation in GENERIC form. The main result shows that when the time-irreversible part of the drift is in the range of the volatility matrix (almost everywhere) the forward and time-reversed path space measures of the process are mutually equivalent, and evaluates the entropy production. When this does not hold, the measures are mutually singular and the entropy production is infinite. We verify these results using exact numerical simulations of linear diffusions. We illustrate the discrepancy between the entropy production of non-linear diffusions and their numerical simulations in several examples and illustrate how the entropy production can be used for accurate numerical simulation. Finally, we discuss the relationship between time-irreversibility and sampling efficiency, and how we can modify the definition of entropy production to score how far a process is from being generalised reversible.

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