Large deviations and gradient flows
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Publication:5494566
DOI10.1098/RSTA.2012.0341zbMATH Open1292.82023arXiv1201.4601OpenAlexW3105506646WikidataQ51140211 ScholiaQ51140211MaRDI QIDQ5494566FDOQ5494566
Authors: Stefan Adams, Nicolas Dirr, Johannes Zimmer, Mark A. Peletier 
Publication date: 28 July 2014
Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Abstract: In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other. In this paper, we sketch this connection, show how it generalises to a wider class of systems, and comment on consequences and implications. Specifically, we connect macroscopic gradient flows with large deviation principles, and point out the potential of a bigger picture emerging: we indicate that in some non- equilibrium situations, entropies and thermodynamic free energies can be derived via large deviation principles. The approach advocated here is different from the established hydrodynamic limit passage but extends a link that is well known in the equilibrium situation.
Full work available at URL: https://arxiv.org/abs/1201.4601
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Wasserstein gradient flowequilibrium situationhydrodynamic limit large-deviation theorynon-equilibrium passage
Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)
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