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 |
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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. |
doi_str_mv | 10.1007/s10955-018-1986-0 |
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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. 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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.</description><subject>CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS</subject><subject>CONVERGENCE</subject><subject>Decomposition</subject><subject>ENTROPY</subject><subject>EQUILIBRIUM</subject><subject>Fluctuation theory</subject><subject>FLUCTUATIONS</subject><subject>FUNCTIONS</subject><subject>HYDRODYNAMICS</subject><subject>Markov analysis</subject><subject>Markov chains</subject><subject>MARKOV PROCESS</subject><subject>Markov processes</subject><subject>Mathematical and Computational Physics</subject><subject>NONLINEAR PROBLEMS</subject><subject>Orthogonality</subject><subject>Physical Chemistry</subject><subject>Physics</subject><subject>Physics and Astronomy</subject><subject>PROBABILITY</subject><subject>Quantum Physics</subject><subject>Statistical Physics and Dynamical Systems</subject><subject>Theoretical</subject><issn>0022-4715</issn><issn>1572-9613</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2018</creationdate><recordtype>article</recordtype><sourceid>C6C</sourceid><recordid>eNp1kkFvFSEUhYnR2Gf1B7gxk7hxM_XCDAxsTJpJq01qulA3bgjDwHvUeVCBeUn_vYxTX3VhWEC43z33QA5CrzGcYYDufcIgKK0B8xoLzmp4gjaYdqQWDDdP0QaAkLrtMD1BL1K6BQDBBX2OThpMKMccb9D3XvngnVZT9SXHWec5mkr5sbqJeRe2wavJ5fsq2OoyRG3S71o_x2h8TpXz1VU5HkxMbphM9VnFH-FQ9TvlfHqJnlk1JfPqYT9F3y4vvvaf6uubj1f9-XWtGTS5HsHq0WJtRyUs5t3ARTta1bEWBNGYUa7YICwQEEYppaFrrbYDMZgxwwhrTtGHVfduHvZm1MVZVJO8i26v4r0Mysl_K97t5DYcJKOMEdwWgberQEjZyaRdNnqng_dGZ0lIxxvBFurdw5gYfs4mZbl3SZtpUt6EORWQAiNFkj4KHtHbMMfylYUC4G3T4WahzlZqqyYjnbehuNNljWbvynhjXbk_p0SAaFizOMBrg44hpWjs8Y0Y5BIIuQZClkDIJRASSs-bvz_n2PEnAQUgK5BKyW9NfPT6f9Vfg_HBVg</recordid><startdate>2018</startdate><enddate>2018</enddate><creator>Kaiser, Marcus</creator><creator>Jack, Robert L.</creator><creator>Zimmer, Johannes</creator><general>Springer US</general><general>Springer</general><general>Springer Nature B.V</general><scope>C6C</scope><scope>NPM</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7X8</scope><scope>OTOTI</scope><scope>5PM</scope><orcidid>https://orcid.org/0000-0002-7606-2422</orcidid><orcidid>https://orcid.org/0000-0002-3881-8399</orcidid><orcidid>https://orcid.org/0000-0003-0086-4573</orcidid></search><sort><creationdate>2018</creationdate><title>Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains</title><author>Kaiser, Marcus ; Jack, Robert L. ; Zimmer, Johannes</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c603t-d0fcdf1cfda9f187b894dfa764092c1658a6b9f0209eaaac074fcfb2e166e6263</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2018</creationdate><topic>CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS</topic><topic>CONVERGENCE</topic><topic>Decomposition</topic><topic>ENTROPY</topic><topic>EQUILIBRIUM</topic><topic>Fluctuation theory</topic><topic>FLUCTUATIONS</topic><topic>FUNCTIONS</topic><topic>HYDRODYNAMICS</topic><topic>Markov analysis</topic><topic>Markov chains</topic><topic>MARKOV PROCESS</topic><topic>Markov processes</topic><topic>Mathematical and Computational Physics</topic><topic>NONLINEAR PROBLEMS</topic><topic>Orthogonality</topic><topic>Physical Chemistry</topic><topic>Physics</topic><topic>Physics and Astronomy</topic><topic>PROBABILITY</topic><topic>Quantum Physics</topic><topic>Statistical Physics and Dynamical Systems</topic><topic>Theoretical</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Kaiser, Marcus</creatorcontrib><creatorcontrib>Jack, Robert L.</creatorcontrib><creatorcontrib>Zimmer, Johannes</creatorcontrib><collection>Springer Nature OA/Free Journals</collection><collection>PubMed</collection><collection>CrossRef</collection><collection>MEDLINE - Academic</collection><collection>OSTI.GOV</collection><collection>PubMed Central (Full Participant titles)</collection><jtitle>Journal of statistical physics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Kaiser, Marcus</au><au>Jack, Robert L.</au><au>Zimmer, Johannes</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains</atitle><jtitle>Journal of statistical physics</jtitle><stitle>J Stat Phys</stitle><addtitle>J Stat Phys</addtitle><date>2018</date><risdate>2018</risdate><volume>170</volume><issue>6</issue><spage>1019</spage><epage>1050</epage><pages>1019-1050</pages><issn>0022-4715</issn><eissn>1572-9613</eissn><abstract>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. 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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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