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arXiv 0711.2250cond-mat.stat-mechphysics.ao-ph
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稳态Langevin系统的涨落性质

Fluctuation Properties of Steady-State Langevin Systems

Jeffrey B. Weiss

摘要:

受气候现象随机模式的启发,研究了一个带加性高斯白噪声的线性随机模式的定态问题。非平衡稳态的涨落定理对这些涨落的性质提供了限制。研究了不受涨落定理约束的涨落的性质,并将其与模型参数联系起来。轨道段的不可逆性满足涨落定理,可作为非平衡涨落的度量。的不可逆性概率密度函数(PDF)的时刻被发现和PDF被认为是非高斯。对于短的和长的轨迹段,平均不可逆性趋于零,并且对于一些有限的段长度具有最大值,这定义了波动的特征时间尺度。初始平均不可逆增长率等于平均熵产生,与噪声放大有关。对于具有确定性时间尺度分离的系统,具有比轨迹时间跨度短得多的时间尺度并且其噪声幅度不是渐近大的模式,不对一阶不可逆性统计作出贡献,为降维提供了潜在的基础。

英文摘要:

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of these fluctuations. The properties of the fluctuations which are unconstrained by the fluctuation theorem are investigated and related to the model parameters. The irreversibility of trajectory segments, which satisfies a fluctuation theorem, is used as a measure of nonequilibrium fluctuations. The moments of the irreversibility probability density function (pdf) are found and the pdf is seen to be non-Gaussian. The average irreversibility goes to zero for short and long trajectory segments and has a maximum for some finite segment length, which defines a characteristic timescale of the fluctuations. The initial average irreversibility growth rate is equal to the average entropy production and is related to noise-amplification. For systems with a separation of deterministic timescales, modes with timescales much shorter than the trajectory timespan and whose noise amplitudes are not asymptotically large, do not, to first order, contribute to the irreversibility statistics, providing a potential basis for dimensional reduction.

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