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Fluctuation relations and coarse-graining

Saar Rahav1 and Christopher Jarzynski1,2

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We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low resolution measuring apparatus. We analyze a stochastic, Markovian jump process with a specific structure that lends itself naturally to coarse-graining. A perturbative analysis yields a reduced stochastic jump process that approximates the coarse-grained dynamics of the original system. This leads to a non-trivial fluctuation relation that is approximately satisfied by the coarse-grained dynamics. We illustrate our results by computing the large deviations of a particular stochastic jump process. Our results highlight the possibility that observed deviations from fluctuation relations might be due to the presence of unobserved degrees of freedom.


Keywords

nonequilibrium fluctuations in small systems

stochastic particle dynamics (theory)

 

E-print Number: 0708.2437

Cited: by |

Refers: to

PACS

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

02.50.Ga Markov processes

02.50.Ey Stochastic processes

05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)

MSC

82Bxx Equilibrium statistical mechanics

60Gxx Stochastic processes

60J75 Jump processes

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 09 (September 2007)

Received 19 June 2007, accepted for publication 20 August 2007

Published 18 September 2007



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