On the Gallavotti-Cohen symmetry and the fluctuation theorem for stochastic processes
نویسنده
چکیده
We directly extend Kurchans’ work on the fluctuation theorem to general finite state space Markov jump processes and general Langevin dynamics. All systems are treated in a unified manner and we show that this directly reproduces (and corrects) the results of Lebowitz and Spohn in the Langevin case. For the jump process the quantity, for which the fluctuation theorem holds, is different from the ones previously studied by Lebowitz and Spohn. It is also pointed out that the fluctuation theorem, for the quantities considered here, can not be viewed as the result of a simple relation ship between the measure of a path and the measure of the corresponding time inverted path. Such relationship only holds on average and we must interpret the fluctuation theorem as the result of time reversal of the whole ensemble of paths. For the case of Langevin dynamics we give the Stratonovich differentials of the considered quantity, enabling us to interpret it as work over temperature.
منابع مشابه
A Gallavotti-Cohen Type Symmetry in the Large Deviation Functional for Stochastic Dynamics
We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic lattice gases driven in the bulk or through particle reservoirs, general diffusive processes in physical and/or velocity space, as well as Hamiltonian systems ...
متن کاملFluctuation Theorem for stochastic dynamics
The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form.
متن کاملFluctuation Theorems for Entropy Production and Heat Dissipation in Periodically Driven Markov Chains
Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes of continuous-time deterministic and stochastic processes, but always under the assumption that the forces driving the system are time independent, and often relying...
متن کاملFrom Global to Local Fluctuation Theorems
The Gallavotti—Cohen fluctuation theorem suggests a general symmetry in the fluctuations of the entropy production, a basic concept in the theory of irreversible processes, based on results in the theory of strongly chaotic maps. We study this symmetry for some standard models of nonequilibrium steady states. We give a general strategy to derive a local fluctuation theorem exploiting the Gibbsi...
متن کاملLarge Deviations and a Fluctuation Symmetry for Chaotic Homeomorphisms
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function for the large deviations of the antisymmetric part, under time-reversal, of the potential. This generalizes the Gallavotti-Cohen fluctuation theorem to a la...
متن کامل