Covariant formulation of non-equilibrium statistical thermodynamics

The Fokker Planck equation is considered as the master equation of macroscopic fluctuation theories. The transformation properties of this equation and quantities related to it under general coordinate transformations in phase space are studied. It is argued that all relations expressing physical properties should be manifestly covariant, i.e. independent of the special system of coordinates used. The covariance of the Langevin-equations and the Fokker Planck equation is demonstrated. The diffusion matrix of the Fokker Planck equation is used as a contravariant metric tensor in phase space. Covariant drift vectors associated to the Langevin- and the Fokker Planck equation are found. It is shown that special coordinates exist in which the covariant drift vector of the Fokker Planck equation and the usual non-covariant drift vector are equal.The physical property of detailed balance and the equivalent potential conditions are given in covariant form. Finally, the covariant formulation is used to study how macroscopic forces couple to a system in a non-equilibrium steady state. A general fluctuation-dissipation theorem for the linear response to such forces is obtained.