Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probabili...

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Veröffentlicht in:Journal of statistical physics 2018, Vol.170 (6), p.1019-1050
Hauptverfasser: Kaiser, Marcus, Jack, Robert L., Zimmer, Johannes
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Jack, Robert L.
Zimmer, Johannes
description We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within MFT, which describes hydrodynamic limits of such microscopic models.
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subjects CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS
CONVERGENCE
Decomposition
ENTROPY
EQUILIBRIUM
Fluctuation theory
FLUCTUATIONS
FUNCTIONS
HYDRODYNAMICS
Markov analysis
Markov chains
MARKOV PROCESS
Markov processes
Mathematical and Computational Physics
NONLINEAR PROBLEMS
Orthogonality
Physical Chemistry
Physics
Physics and Astronomy
PROBABILITY
Quantum Physics
Statistical Physics and Dynamical Systems
Theoretical
title Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains
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