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arXiv 1205.6552math-phcond-mat.stat-mechmath.DSmath.MP
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随机动力系统反对称部分的Hamilton-熵产生联系

A Hamiltonian-Entropy Production Connection in the Skew-symmetric Part of a Stochastic Dynamics

Hong Qian

摘要:

连续时间离散状态马尔可夫过程的无穷小转移概率算子$\mathcal{Q}$可分解为对称和反对称两部分。正如最近所示的扩散过程的情况下,而对应于梯度系统的对称部分代表可逆马尔可夫过程,反对称部分,$\frac{d}{dt}u(t)=\mcA u$,在数学上等价于线性哈密顿动力学与哈密顿$H=1/2u^T\big(\mcA^T\mcA)^{1/2}u$。它还可以转化为类薛定谔方程$\frac{d}{dt}u=i\mathcal{H}u$,其中“汉密尔顿”算子$\mathcal{H}=-i\mcA$是埃尔米特算子。事实上,这两个表示的反对称动力学自然出现通过奇异值和特征值分解,分别。马尔可夫过程的平稳概率可以表示为$\|u^s_i\|^2$。该运动可以被视为“谐波”,因为$\frac{d}{dt}\|u(t)-\vec{c}\|^2=0$,其中$\vec{c}=(c,c,...,c)$和$c$是常数。更有趣的是,我们发现,$\textrm{Tr}(\mcA^T\mcA)=\sum_{j,\ell=1}^n \frac{(q_{j\ell}π_\ell-q_{\ell j}π_j)^2}{π_jπ_{\ell}}$,其右手边是密切相关的马尔可夫过程的熵产生率在一个非平衡稳态平稳分布$\{π_j\}$。保守哈密顿动力学和耗散熵产生之间的这种有趣联系的物理含义仍有待进一步探索。

英文摘要:

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes, while the symmetric part corresponding to a gradient system stands for a reversible Markov process, the skew-symmetric part, $\frac{d}{dt}u(t)=\mcA u$, is mathematically equivalent to a linear Hamiltonian dynamics with Hamiltonian $H=1/2u^T\big(\mcA^T\mcA)^{1/2}u$. It can also be transformed into a Schrödinger-like equation $\frac{d}{dt}u=i\mathcal{H}u$ where the "Hamiltonian" operator $\mathcal{H}=-i\mcA$ is Hermitian. In fact, these two representations of a skew-symmetric dynamics emerge natually through singular-value and eigen-value decompositions, respectively. The stationary probability of the Markov process can be expressed as $\|u^s_i\|^2$. The motion can be viewed as "harmonic" since $\frac{d}{dt}\|u(t)-\vec{c}\|^2=0$ where $\vec{c}=(c,c,...,c)$ with $c$ being a constant. More interestingly, we discover that $\textrm{Tr}(\mcA^T\mcA)=\sum_{j,\ell=1}^n \frac{(q_{j\ell}π_\ell-q_{\ell j}π_j)^2}{π_jπ_{\ell}}$, whose right-hand-side is intimately related to the entropy production rate of the Markov process in a nonequilibrium steady state with stationary distribution $\{π_j\}$. The physical implication of this intriguing connection between conservative Hamiltonian dynamics and dissipative entropy production remains to be further explored.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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