| Literature DB >> 22181122 |
A Porporato1, P R Kramer, M Cassiani, E Daly, J Mattingly.
Abstract
The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.Year: 2011 PMID: 22181122 DOI: 10.1103/PhysRevE.84.041142
Source DB: PubMed Journal: Phys Rev E Stat Nonlin Soft Matter Phys ISSN: 1539-3755