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

DOI10.1023/A:1015109708454MaRDI QIDQ1609199zbMATH OpenOpenAlexFDO

Authors Hong Qian, Min Qian, Xiang Tang

Publication date 15 August 2002

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

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

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)

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.

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