Published May 14, 2021
| Version v1
Journal article
Potentials of continuous Markov processes and random perturbations
Creators
- 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/abef80Additional 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