Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction

DOI10.1063/1.4894139zbMATH Open1305.82048arXiv1403.4994OpenAlexW2114564639MaRDI QIDQ2924901FDOQ2924901

Authors: F. Redig, Kiamars Vafayi, Mark A. Peletier 

Publication date: 20 October 2014

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

Abstract: We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter $m$, a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP$(m)$ and the KMP, and a nonlinear heat equation for the GBEP($a$). We prove the hydrodynamic limit rigorously for the BEP$(m)$, and give a formal derivation for the GBEP($a$). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form $-logho$; they involve dissipation or mobility terms of order $h{o}^2$ for the linear heat equation, and a nonlinear function of $ho$ for the nonlinear heat equation.

Full work available at URL: https://arxiv.org/abs/1403.4994

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zbMATH Keywords

large deviationhydrodynamic limitheat-conductionBrownian processKipnis-Marchioro-Presutti process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Heat equation (35K05) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (17)

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