Potentials of Continuous Markov Process and Random Perturbations

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Publication:6345274

DOI10.1088/1751-8121/ABEF80zbMATH Open1519.60069arXiv2007.08755MaRDI QIDQ6345274FDOQ6345274


Authors: Ying-Jen Yang, Yu-Chen Cheng Edit this on Wikidata


Publication date: 17 July 2020

Abstract: With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such decomposition a probabilistic interpretation by introducing cycle velocity from a bivectorial formalism of nonequilibrium thermodynamics. New understandings on the mean rates of thermodynamic quantities are presented. Deterministic dynamical system is further proven to admit a generalized gradient form with the emerged potential as the Lyapunov function by the method of random perturbations.













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