A Hamiltonian-Entropy Production Connection in the Skew-symmetric Part of a Stochastic Dynamics

arXiv1205.6552MaRDI QIDQ6233357FDOQ6233357

Authors: Hong Qian 

Publication date: 30 May 2012

Abstract: The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $mathcalQ$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes, while the symmetric part corresponding to a gradient system stands for a reversible Markov process, the skew-symmetric part, $fracddtu(t)=mcAu$, is mathematically equivalent to a linear Hamiltonian dynamics with Hamiltonian $$. It can also be transformed into a Schr"{o}dinger-like equation $fracddtu=imathcalHu$ where the "Hamiltonian" operator $mathcalH=-imcA$ is Hermitian. In fact, these two representations of a skew-symmetric dynamics emerge natually through singular-value and eigen-value decompositions, respectively. The stationary probability of the Markov process can be expressed as $|u_i^s{|}^2$. The motion can be viewed as "harmonic" since $fracddt|u(t)-vecc{|}^2=0$ where $vecc=(c,c,\mathrm{...},c)$ with $c$ being a constant. More interestingly, we discover that $extrmTr(mc{A}^{T}mcA)=su{m}_{j,ell=1}^{n}frac(q_{jell}p{i}_{e}ll-q_{ellj}p{i}_j{)}^{2}p{i}_{j}p{i}_{ell}$, whose right-hand-side is intimately related to the entropy production rate of the Markov process in a nonequilibrium steady state with stationary distribution $p{i}_j$. The physical implication of this intriguing connection between conservative Hamiltonian dynamics and dissipative entropy production remains to be further explored.

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