Variational principle in Langevin processes

DOI10.4036/IIS.2013.93MaRDI QIDQ5417546zbMATH OpenOpenAlexFDO

Authors Yuki Sughiyama, Masayuki Ohzeki

Publication date 21 May 2014

Published in Interdisciplinary Information Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.6111

zbMATH Keywords

large deviationnonequilibrium systemstochastic process

Mathematics Subject Classification ID

Large deviations (60F10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: The recent work, Nemoto and Sasa [Phys. Rev. E, 83: 030105(R) (2011)], has shown that large deviations of the current characterizing a nonequilibrium system are obtained by observing the typical current for a modified system specified by a variational principle. In the present study, we will give a generalized version of the Nemoto-Sasa study by extracting a hidden mathematical structure from the fluctuation-response relation which is well-known in statistical mechanics. Here, the minimization of the Kullback-Leibler divergence plays an essential role.

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