A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

We extend the work of Kurchan on the Gallavotti–Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic lattice gases driven in the bulk or through particle reservoirs, general diffusive processes in physical and/or velocity space, as well as Hamiltonian systems with stochastic boundary conditions. For dynamics satisfying local detailed balance we establish a link between the average of the action functional in the fluctuation theorem and the macroscopic entropy production. This gives, in the linear regime, an alternative derivation of the Green–Kubo formula and the Onsager reciprocity relations. In the nonlinear regime consequences of the new symmetry are harder to come by and the large deviation functional difficult to compute. For the asymmetric simple exclusion process the latter is determined explicitly using the Bethe ansatz in the limit of large N.     

非平衡系统Master方程的稳定性

针对非平衡统计中出现的多元线性Master方程,利用“熵产生”和“剩余熵产生”的概念讨论了Master方程在线性平衡区和非线性远离平衡区的稳定性问题。从而得到与Prigo-gine宏观热力学理论中一致的结果。此外还提出了Master方程所决定的“概率流”的概念,给出了概率流分解的具体解析表达式。 关键词：     

Quantization of Higher-Order Constrained Lagrangian Systems Using the WKB Approximation

A general theory is given for solving the Hamilton–Jacobi partial differential equations (HJPDEs) for both constrained and unconstrained systems with arbitrarily higher-order Lagrangians. The Hamilton–Jacobi function is obtained for both types of systems by solving the appropriate set of HJPDEs. This is used to determine the solutions of the equations of motion. The quantization of both systems is then achieved using the WKB approximation. In constrained systems, the constraints become conditions on the wave function to be satisfied in the semiclassical limit.     

Brownian system in energy space

The main goal of this article is to present a simple way to describe non-equilibrium systems in energy space and to obtain new spacial solution that complements recent results of B.I. Lev and A.D. Kiselev, Phys. Rev. E 82 , (2010) 031101. The novelty of this presentation is based on the kinetic equation which may be further used to describe the non-equilibrium systems, as Brownian system in the energy space. Starting with the basic kinetic equation and the Fokker-Plank equation for the distribution function of the macroscopic system in the energy space, we obtain steady states and fluctuation relations for the non-equilibrium systems. We further analyze properties of the stationary steady states and describe several nonlinear models of such systems.     

Finite Genome Length Corrections for the Mean Fitness and Gene Probabilities in Evolution Models

Using the Hamilton–Jacobi equation approach to study genomes of length L, we obtain 1/L corrections for the steady state population distributions and mean fitness functions for horizontal gene transfer model, as well as for the diploid evolution model with general fitness landscapes. Our numerical solutions confirm the obtained analytic equations. Our method could be applied to the general case of nonlinear Markov models.     

Integration of the Equation of Free-Particle Motion in Complex Coordinates in a Riemannian Space

A real space is studied in which the Hamilton–Jacobi free-particle equation admits partial separation of complex variables.     

A stochastic approach to the kinetic theory of gases

A theory of fluctuations in non-equilibrium diluted gases is presented. The velocity distribution function is treated as a stochastic variable and a master equation for its probability is derived. This evolution equation is based on two processes: binary hard sphere collisions and free flow. A mean-field approximation leads to a non-linear master equation containing explicitly a parameter which represents the spatial correlation length of the fluctuations. An infinite hierarchy of equations for the successive moments is found. If the correlation length is sufficiently short a truncation after the first equation is possible and this leads to the Boltzmann kinetic equation. The associated probability distribution is Poissonian. As to the fluctuation of the macroscopic quantities, an approximation scheme permits to recover the Langevin approach of fluctuating hydrodynamics near equilibrium and its fluctuation-dissipation relations.     

Nonholonomic Hamilton–Jacobi theory via Chaplygin Hamiltonization

We develop Hamilton–Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a geometric account of the Hamiltonization, identify necessary and sufficient conditions for Hamiltonization, and apply the conventional Hamilton–Jacobi theory to the Hamiltonized systems. We show, under a certain sufficient condition for Hamiltonization, that the solutions to the Hamilton–Jacobi equation associated with the Hamiltonized system also solve the nonholonomic Hamilton–Jacobi equation associated with the original Chaplygin system. The results are illustrated through several examples.     

Elimination of the Potential from the Schrödinger and Klein–Gordon Equations by Means of Conformal Transformations

The potential term in the Schrödinger equation can be eliminated by means of a conformal transformation, reducing it to an equation for a free particle in a conformally related fictitious configuration space. A conformal transformation can also be applied to the Klein–Gordon equation, which is reduced to an equation for a free massless field in an appropriate (conformally related) spacetime. These procedures arise from the observation that the Jacobi form of the least action principle and the Hamilton–Jacobi equation of classical non-relativistic mechanics can be interpreted in terms of conformal transformations.     

Stochastic Burgers and KPZ Equations from Particle Systems

We consider two strictly related models: a solid on solid interface growth model and the weakly asymmetric exclusion process, both on the one dimensional lattice. It has been proven that, in the diffusive scaling limit, the density field of the weakly asymmetric exclusion process evolves according to the Burgers equation and the fluctuation field converges to a generalized Ornstein-Uhlenbeck process. We analyze instead the density fluctuations beyond the hydrodynamical scale and prove that their limiting distribution solves the (non linear) Burgers equation with a random noise on the density current. For the solid on solid model, we prove that the fluctuation field of the interface profile, if suitably rescaled, converges to the Kardar–Parisi–Zhang equation. This provides a microscopic justification of the so called kinetic roughening, i.e. the non Gaussian fluctuations in some non-equilibrium processes. Our main tool is the Cole-Hopf transformation and its microscopic version. We also develop a mathematical theory for the macroscopic equations. Received: 24 October 1995/Accepted: 9 July 1996     

Hamilton–Jacobi Quantization of Systems with Time-Dependent Constraints

Hamilton–Jacobi formalism is used to investigate time-dependent constraint systems. It is proved that the generalization of Dirac's canonical quantization method in the nonstationary case can be obtained naturally in Hamilton–Jacobi formalism. The example of the relativistic particle in a plane wave is analyzed in detail.     

Hamilton–Jacobi Treatment of Constrained Systems with Second-Order Lagrangians

A new approach is examined in this paper for solving mechanical problems for both constrained and unconstrained systems with second-order Lagrangians, using the Hamilton–Jacobi formulation. The relevant Hamilton–Jacobi function is constructed first. This is then used to determine the solutions of the equations of motion for both systems.     

Corrected entropy of BTZ black hole in tunneling approach

We investigate further the recent analysis [R. Banerjee, B.R. Majhi, JHEP 0806 (2008) 095, arXiv: 0805.2220], based on a Hamilton–Jacobi type approach, to compute the temperature and entropy of black holes beyond the semiclassical approximation. It is shown how nonspherically symmetric geometries are inducted in the general formalism by explicitly considering the BTZ black hole. The leading (logarithmic) and nonleading corrections to the area law are obtained.     

Thermodynamic theory of equilibrium fluctuations

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different from that of statistical mechanics and represents an expanded version of thermodynamics. Based on this theory, we present a regular procedure for calculations of equilibrium fluctuations of extensive parameters, intensive parameters and densities in systems with any number of fluctuating parameters. The proposed fluctuation formalism is demonstrated by four applications: (1) derivation of the complete set of fluctuation relations for a simple fluid in three different ensembles; (2) fluctuations in finite-reservoir systems interpolating between the canonical and micro-canonical ensembles; (3) derivation of fluctuation relations for excess properties of grain boundaries in binary solid solutions, and (4) derivation of the grain boundary width distribution for pre-melted grain boundaries in alloys. The last two applications offer an efficient fluctuation-based approach to calculations of interface excess properties and extraction of the disjoining potential in pre-melted grain boundaries. Possible future extensions of the theory are outlined.     

Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach

This research article shows how the pricing of derivative securities can be seen from the context of stochastic optimal control theory and information theory. The financial market is seen as an information processing system, which optimizes an information functional. An optimization problem is constructed, for which the linearized Hamilton–Jacobi–Bellman equation is the Black–Scholes pricing equation for financial derivatives. The model suggests that one can define a reasonable Hamiltonian for the financial market, which results in an optimal transport equation for the market drift. It is shown that in such a framework, which supports Black–Scholes pricing, the market drift obeys a backwards Burgers equation and that the market reaches a thermodynamical equilibrium, which minimizes the free energy and maximizes entropy.     

Mathematical Formalism of Nonequilibrium Thermodynamics for Nonlinear Chemical Reaction Systems with General Rate Law

This paper studies a mathematical formalism of nonequilibrium thermodynamics for chemical reaction models with N species, M reactions, and general rate law. We establish a mathematical basis for J. W. Gibbs’ macroscopic chemical thermodynamics under G. N. Lewis’ kinetic law of entire equilibrium (detailed balance in nonlinear chemical kinetics). In doing so, the equilibrium thermodynamics is then naturally generalized to nonequilibrium settings without detailed balance. The kinetic models are represented by a Markovian jumping process. A generalized macroscopic chemical free energy function and its associated balance equation with nonnegative source and sink are the major discoveries. The proof is based on the large deviation principle of this type of Markov processes. A general fluctuation dissipation theorem for stochastic reaction kinetics is also proved. The mathematical theory illustrates how a novel macroscopic dynamic law can emerges from the mesoscopic kinetics in a multi-scale system.     

Derivation of the Leroux System as the Hydrodynamic Limit of a Two-Component Lattice Gas

The long time behavior of a couple of interacting asymmetric exclusion processes of opposite velocities is investigated in one space dimension. We do not allow two particles at the same site, and a collision effect (exchange) takes place when particles of opposite velocities meet at neighboring sites. There are two conserved quantities, and the model admits hyperbolic (Euler) scaling; the hydrodynamic limit results in the classical Leroux system of conservation laws, even beyond the appearance of shocks. Actually, we prove convergence to the set of entropy solutions, the question of uniqueness is left open. To control rapid oscillations of Lax entropies via logarithmic Sobolev inequality estimates, the symmetric part of the process is speeded up in a suitable way, thus a slowly vanishing viscosity is obtained at the macroscopic level. Following [4, 5], the stochastic version of Tartar–Murat theory of compensated compactness is extended to two-component stochastic models.Supported in part by the Hungarian Science Foundation (OTKA), grants T26176 and T037685.     

A geometrical approach to the problem of integrability of Hamiltonian systems by separation of variables

We propose a geometrical approach to the problem of integrability of Hamiltonian systems of low dimensions using the Hamilton–Jacobi method of separation of variables, based on the method of moving frames. As an illustration we present a complete classification of all separable Hamiltonian systems defined in two-dimensional Riemannian manifolds of arbitrary curvature and a criterion for separability. Connections to bi-Hamiltonian theory are also found.     

A Kinetic Theory Approach to Quantum Gravity

We describe a kinetic theory approach to quantum gravity by which we mean a theory of the microscopic structure of space-time, not a theory obtained by quantizing general relativity. A figurative conception of this program is like building a ladder with two knotty poles: quantum matter field on the right and space-time on the left. Each rung connecting the corresponding knots represents a distinct level of structure. The lowest rung is hydrodynamics and general relativity; the next rung is semiclassical gravity, with the expectation value of quantum fields acting as source in the semiclassical Einstein equation. We recall how ideas from the statistical mechanics of interacting quantum fields helped us identify the existence of noise in the matter field and its effect on metric fluctuations, leading to the establishment of the third rung: stochastic gravity, described by the Einstein–Langevin equation. Our pathway from stochastic to quantum gravity is via the correlation hierarchy of noise and induced metric fluctuations. Three essential tasks beckon: (1) deduce the correlations of metric fluctuations from correlation noise in the matter field; (2) reconstituting quantum coherence—this is the reverse of decoherence—from these correlation functions; and (3) use the Boltzmann–Langevin equations to identify distinct collective variables depicting recognizable metastable structures in the kinetic and hydrodynamic regimes of quantum matter fields and how they demand of their corresponding space-time counterparts. This will give us a hierarchy of generalized stochastic equations—call them the Boltzmann–Einstein hierarchy of quantum gravity—for each level of space-time structure, from the the macroscopic (general relativity) through the mesoscopic (stochastic gravity) to the microscopic (quantum gravity).     

Stable Autosoliton of the Action Function as a Particle-Type Structure

The Hamilton–Jacobi (HJ) equation for the action function plays a fundamental role in classical mechanics. A known consequence of the HJ equation is a blow-up of a disturbed free-particle solution. Following the idea of Sivashinsky, we formulate an extension of the HJ equation in which perturbations eventually evolve into a finite autosoliton associated with an elementary particle. A novel element of the model is stability of the autosoliton. We link uncertainties in the position and momentum of a particle to a width and amplitude of the autosoliton. We formulate restrictions on the coefficients of the model and compare the model with some existing theories of extended elementary objects.