Dissipative Brackets for the Fokker-Planck Equation in Hamiltonian Systems and Characterization of Metriplectic Manifolds
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Publication:6330573
DOI10.1016/J.PHYSD.2020.132571arXiv1912.03075MaRDI QIDQ6330573FDOQ6330573
Authors: Naoki Sato 
Publication date: 6 December 2019
Abstract: It is shown that the Fokker-Planck equation describing diffusion processes in noncanonical Hamiltonian systems exhibits a metriplectic structure, i.e. an algebraic bracket formalism that generates the equation in consistency with the thermodynamic principles of energy conservation and entropy growth. First, a microscopic metriplectic bracket is derived for the stochastic equations of motion that characterize the random walk of the elements constituting the statistical ensemble. Such bracket is fully determined by the Poisson operator generating the Hamiltonian dynamics of an isolated (unperturbed) particle. Then, the macroscopic metriplectic bracket associated with the evolution of the distribution function of the ensemble is induced from the microscopic metriplectic bracket. Similarly, the macroscopic Casimir invariants are inherited from microscopic dynamics. The theory is applied to construct the Fokker-Planck equation of an infinite dimensional Hamiltonian system, the Charney-Hasegawa-Mima equation. Finally, the canonical form of the symmetric (dissipative) part of the metriplectic bracket is identified in terms of a `canonical metric tensor' corresponding to an Euclidean metric tensor on the symplectic leaves foliated by the Casimir invariants.
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