Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation

Richard Kraaij; Alexandre Lazarescu; Christian Maes; Mark Peletier

doi:10.1016/j.spa.2019.02.001

Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation

Richard Kraaij^*, Alexandre Lazarescu, Christian Maes, Mark Peletier

^*Corresponding author for this work

Applied Probability

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Abstract

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behavior of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.

Original language	English
Pages (from-to)	139-170
Number of pages	32
Journal	Stochastic Processes and their Applications
Volume	130
Issue number	1
DOIs	https://doi.org/10.1016/j.spa.2019.02.001
Publication status	Published - 2020

Bibliographical note

Accepted author manuscript

Keywords

Dynamical large deviations
Fluctuation symmetry
GENERIC
Gradient flow

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10.1016/j.spa.2019.02.001

Hamiltonian_approach_GENERIC_16_01_2019Accepted author manuscript, 628 KBLicence: CC BY-NC-ND

Cite this

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title = "Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation",

abstract = "We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behavior of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.",

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AU - Kraaij, Richard

AU - Lazarescu, Alexandre

AU - Maes, Christian

AU - Peletier, Mark

N1 - Accepted author manuscript

PY - 2020

Y1 - 2020

N2 - We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behavior of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.

AB - We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behavior of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.

KW - Dynamical large deviations

KW - Fluctuation symmetry

KW - GENERIC

KW - Gradient flow

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DO - 10.1016/j.spa.2019.02.001

M3 - Article

AN - SCOPUS:85062477331

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EP - 170

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 1

ER -

Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation

Abstract

Bibliographical note

Keywords

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