随机动力学物理系统的遍历性和大偏差
Ergodicity and large deviations in physical systems with stochastic dynamics
摘要:
在遍历的物理系统中,时间平均的量(在很大程度上)收敛到它们的整体平均值。大偏差理论描述了这些时间平均值与相应的系综平均值显著不同的罕见事件。它允许估计这些事件的概率及其机制。这一理论已被应用于一系列的物理系统,在那里它产生了新的见解熵产生,电流波动,亚稳性,运输过程,和玻璃态行为。我们回顾了其中的一些发展,确定了一般原则。我们讨论了动态相变的选择,我们强调大偏差理论和最优控制理论之间的一些联系。
英文摘要:
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble averages. It allows estimation of the probabilities of these events, and their mechanisms. This theory has been applied to a range of physical systems, where it has yielded new insights into entropy production, current fluctuations, metastability, transport processes, and glassy behaviour. We review some of these developments, identifying general principles. We discuss a selection of dynamical phase transitions, and we highlight some connections between large-deviation theory and optimal control theory.
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