Local kinetic interpretation of entropy production through reversed diffusion.
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The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.
Published Version (Please cite this version)10.1103/PhysRevE.84.041142
Publication InfoCassiani, M; Daly, E; Kramer, PR; Mattingly, Jonathan Christopher; & Porporato, A (2011). Local kinetic interpretation of entropy production through reversed diffusion. Phys Rev E Stat Nonlin Soft Matter Phys, 84(4 Pt 1). pp. 041142. 10.1103/PhysRevE.84.041142. Retrieved from http://hdl.handle.net/10161/10246.
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Professor of Mathematics
Jonathan Christopher Mattingly grew up in Charlotte, NC where he attended Irwin Ave elementary and Charlotte Country Day. He graduated from the NC School of Science and Mathematics and received a BS is Applied Mathematics with a concentration in physics from Yale University. After two years abroad with a year spent at ENS Lyon studying nonlinear and statistical physics on a Rotary Fellowship, he returned to the US to attend Princeton University where he obtained a PhD in Applied and
Adjunct Professor in the Department of Civil and Environmental Engineering
Amilcare Porporato earned a Master Degree in Civil Engineering (summa cum laude) in 1992 and his Ph.D. in 1996 from Polytechnic of Turin. He was appointed Assistant Professor in the Department of Hydraulics of the Polytechnic of Turin, and he moved to Duke University in 2003, where he is now Full Professor in the Department of Civil and Environmental Engineering with a secondary appointment with the Nicholas School of the Environment. In June 1996, Porporato received the Arturo Parisatti
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