Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. II: construction of SDS with nonlinear force and multiplicative noise
نویسنده
چکیده
There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda genetic switch in modern biology, we found that there exists a classification of generic nonequilibrium processes: In the continuous description in terms of stochastic differential equations, there exists four dynamical elements: the potential function φ, the friction matrix S , the anti-symmetric matrix T , and the noise. The generic feature of absence of detailed balance is then precisely represented by T. For dynamical near a fixed point, whether or not it is stable or not, the stochastic dynamics is linear. A rather complete analysis has been car-One important and persistent question is the existence of a potential function with nonlinear force and with multiplicative noise, with both nice local dynamical and global steady state properties. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. First, we provide the construction. One of most important ingredient is the generalized Einstein relation. We then present an approximation scheme: The gradient expansion which turns every order into linear matrix equations. The consistent of such methodology with other known stochastic treatments will be discussed in next paper, SDS III; and the explicitly connection to statistical mechanics and thermodynamics will be discussed in a forthcoming paper, SDS IV. (The main results were published. Please cite
منابع مشابه
Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. III: potential function in local stochastic dynamics and in steady state of Boltzmann-Gibbs type distribution function
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general nonequilibrium processes has been controversial. Following an earlier explicit construction by one of us (Ao, J. Phys. A37, L25 '04, cond-mat/0803.4356, referre...
متن کاملContinuous dependence on coefficients for stochastic evolution equations with multiplicative Levy Noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative L'evy noise are considered. The drift term is assumed to be monotone nonlinear and with linear growth. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. As corollaries of ...
متن کاملStochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differentia...
متن کاملNonequilibrium stochastic processes: time dependence of entropy flux and entropy production.
Based on the Fokker-Planck and the entropy balance equations we have studied the relaxation of a dissipative dynamical system driven by external Ornstein-Uhlenbeck noise processes in the absence and presence of nonequilibrium constraint in terms of the thermodynamically inspired quantities such as entropy flux and entropy production. The interplay of nonequilibrium constraint, dissipation, and ...
متن کاملStochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. IV: Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics
The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormously successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an explorat...
متن کامل