Feynman-Kac theory of time-integrated functionals: It\^o versus functional calculus
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Publication:6401501
DOI10.1088/1751-8121/ACC28EarXiv2206.04034MaRDI QIDQ6401501FDOQ6401501
Authors: Aljaž Godec 
Publication date: 8 June 2022
Abstract: The fluctuations of dynamical functionals such as the empirical density and current as well as heat, work and generalized currents in stochastic thermodynamics are usually studied within the Feynman-Kac tilting formalism, which in the Physics literature is typically derived by some form of Kramers-Moyal expansion, or in the Mathematical literature via the Cameron-Martin-Girsanov approach. Here we derive the Feynman-Kac theory for general additive dynamical functionals directly via It^o calculus and via functional calculus, where the latter result in fact appears to be new. Using Dyson series we then independently recapitulate recent results on steady-state (co)variances of general additive dynamical functionals derived recently in Dieball and Godec ({2022 extit{Phys. Rev. Lett.}~ extbf{129} 140601}) and Dieball and Godec ({2022 extit{Phys. Rev. Res.}~ extbf{4} 033243}). We hope for our work to put the different approaches to the statistics of dynamical functionals employed in the field on a common footing, and to illustrate more easily accessible ways to the tilting formalism.
Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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