A rigorous Onsager-Machlup formulation of nonequilibrium thermodynamics

作者: Paolo Dai Pra , Michele Pavon

DOI: 10.1007/978-3-322-96692-6_14

关键词:

摘要: let p(x,t) be the probability density of a general diffusion process {x(t); (>_tST). A variational path-integral representation for square root p, and \(\left( {p\sqrt p } \right),where{\text{ }}\overline \) is invariant measure, derived. This accomplished by showing that these functions are optimal performances stochastic controls problems, where controlled equation evolves backward in time. provides rigorous counterpart formal Onsager-Machlup formulation nonequilibrium thermodynamics. The research this author was conducted at LADSEB-CNR, Padua, ITALY, with support provided CNR postgraduate fellowship.

参考文章(14)
P.R Kumar, J.H van Schuppen, On the optimal control of stochastic systems with an exponential-of-integral performance index Journal of Mathematical Analysis and Applications. ,vol. 80, pp. 312- 332 ,(1981) , 10.1016/0022-247X(81)90109-8
V. E. Beněs, L. A. Shepp, Wiener Integrals Associated with Diffusion Processes Theory of Probability & Its Applications. ,vol. 13, pp. 475- 478 ,(1968) , 10.1137/1113057
Paolo Dai Pra, Michele Pavon, Variational path-integral representations for the density of a diffusion process Stochastics and Stochastic Reports. ,vol. 26, pp. 205- 226 ,(1989) , 10.1080/17442508908833558
L. Onsager, S. Machlup, Fluctuations and Irreversible Processes Physical Review. ,vol. 91, pp. 1505- 1512 ,(1953) , 10.1103/PHYSREV.91.1505
Robert Graham, Path integral formulation of general diffusion processes European Physical Journal B. ,vol. 26, pp. 281- 290 ,(1977) , 10.1007/BF01312935
Michele Pavon, Stochastic control and nonequilibrium thermodynamical systems Applied Mathematics and Optimization. ,vol. 19, pp. 187- 202 ,(1989) , 10.1007/BF01448198
Detlef Dürr, Alexander Bach, The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process Communications in Mathematical Physics. ,vol. 60, pp. 153- 170 ,(1978) , 10.1007/BF01609446
Kunio Yasue, A simple derivation of the Onsager-Machlup formula for one-dimensional nonlinear diffusion process Journal of Mathematical Physics. ,vol. 19, pp. 1671- 1673 ,(1978) , 10.1063/1.523888