Thermodynamics of the general diffusion process: time-reversibility and entropy production

DOI10.1023/A:1015109708454zbMATH Open1029.82021arXivmath-ph/0201001OpenAlexW3105217348MaRDI QIDQ1609199FDOQ1609199

Authors: Hong Qian, Min Qian, Xiang Tang 

Publication date: 15 August 2002

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence of the positive invariant measure with density is established and a weak form of Foguel alternative proven. We show the equivalence among self-adjoint of the elliptic operator, time-reversibility, and zero entropy production rate of the stationary diffusion process. A thermodynamic theory for diffusion processes emerges.

Full work available at URL: https://arxiv.org/abs/math-ph/0201001

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zbMATH Keywords

reversibilitydiffusion processelliptic operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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