Published May 14, 2021 | Version v1
Journal article

Potentials of continuous Markov processes and random perturbations

  • 1. Department of Applied Mathematics, University of Washington, Seattle, 98195 (United States)

Description

With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such decomposition a probabilistic interpretation by introducing cycle velocity from a bivectorial formalism of nonequilibrium thermodynamics. New understandings on the mean rates of thermodynamic quantities are presented. Deterministic dynamical system is further proven to admit a generalized gradient form with the emerged potential as the Lyapunov function by the method of random perturbations. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8121/abef80

Additional details

Identifiers

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
54
Journal Issue
19
Journal Page Range
[19 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
53048095
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
DYNAMICAL SYSTEMS; LYAPUNOV METHOD; MARKOV PROCESS; PERTURBATION THEORY; POTENTIALS; PROBABILISTIC ESTIMATION; RANDOMNESS; THERMODYNAMICS; VECTOR FIELDS
Descriptors DEC
CALCULATION METHODS; STOCHASTIC PROCESSES