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Local kinetic interpretation of entropy production through reversed diffusion.

dc.contributor.author Cassiani, M
dc.contributor.author Daly, E
dc.contributor.author Kramer, PR
dc.contributor.author Mattingly, Jonathan Christopher
dc.contributor.author Porporato, A
dc.coverage.spatial United States
dc.date.accessioned 2015-07-04T21:28:54Z
dc.date.issued 2011-10
dc.identifier http://www.ncbi.nlm.nih.gov/pubmed/22181122
dc.identifier.uri http://hdl.handle.net/10161/10246
dc.description.abstract 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.
dc.language eng
dc.relation.ispartof Phys Rev E Stat Nonlin Soft Matter Phys
dc.relation.isversionof 10.1103/PhysRevE.84.041142
dc.title Local kinetic interpretation of entropy production through reversed diffusion.
dc.type Journal article
pubs.author-url http://www.ncbi.nlm.nih.gov/pubmed/22181122
pubs.begin-page 041142
pubs.issue 4 Pt 1
pubs.organisational-group Civil and Environmental Engineering
pubs.organisational-group Duke
pubs.organisational-group Environmental Sciences and Policy
pubs.organisational-group Mathematics
pubs.organisational-group Nicholas School of the Environment
pubs.organisational-group Pratt School of Engineering
pubs.organisational-group Statistical Science
pubs.organisational-group Trinity College of Arts & Sciences
pubs.publication-status Published
pubs.volume 84
dc.identifier.eissn 1550-2376


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