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Fluctuation theorems for stochastic dynamics

FREE ARTICLE Focus on Dynamics of Non-Equilibrium Systems

R J Harris1 and G M Schütz2

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Part of Focus on Dynamics of Non-Equilibrium Systems

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived and investigated theoretically and experimentally. Significantly, we demonstrate, in the context of Markovian stochastic dynamics, how these different fluctuation theorems arise from a simple fundamental time-reversal symmetry of a certain class of observables. Appealing to the notion of Gibbs entropy allows for a microscopic definition of entropy production in terms of these observables. We work with the master equation approach, which leads to a mathematically straightforward proof and provides direct insight into the probabilistic meaning of the quantities involved. Finally, we point to some experiments that elucidate the practical significance of fluctuation relations.


Keywords

driven diffusive systems (theory)

stochastic processes (theory)

fluctuations (theory)

 

E-print Number: cond-mat/0702553

Cited: by |

Refers: to

PACS

05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion

02.50.Ga Markov processes

05.70.Ce Thermodynamic functions and equations of state

02.50.Ey Stochastic processes

MSC

82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) (See also 60H10)

82C35 Irreversible thermodynamics, including Onsager-Machlup theory

60Jxx Markov processes

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 07 (July 2007)

Received 26 February 2007, accepted for publication 14 April 2007

Published 24 July 2007



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