Buch, Englisch, Band 1833, 286 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 452 g
Reihe: Lecture Notes in Mathematics
On the Frontier of Probability and Dynamical Systems
Buch, Englisch, Band 1833, 286 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 452 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-20611-8
Verlag: Springer Berlin Heidelberg
This volume provides a systematic mathematical exposition of the conceptual problems of nonequilibrium statistical physics, such as entropy production, irreversibility, and ordered phenomena. Markov chains, diffusion processes, and hyperbolic dynamical systems are used as mathematical models of physical systems. A measure-theoretic definition of entropy production rate and its formulae in various cases are given. It vanishes if and only if the stationary system is reversible and in equilibrium. Moreover, in the cases of Markov chains and diffusion processes on manifolds, it can be expressed in terms of circulations on directed cycles. Regarding entropy production fluctuations, the Gallavotti-Cohen fluctuation theorem is rigorously proved.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Mathematische Analysis Harmonische Analysis, Fourier-Mathematik
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
Weitere Infos & Material
Preface.- Introduction.- Circulation Distribution, Entropy Production and Irreversibility of Denumerable Markov Chains.- Circulation Distribution, Entropy Production and Irreversibility of Finite Markov Chains with Continuous Parameter.- General Minimal Diffusion Process: its Construction, Invariant Measure, Entropy Production and Irreversibility.- Measure-theoretic Discussion on Entropy Production of Diffusion Processes and Fluctuation-dissipation Theorem.- Entropy Production, Rotation Numbers and Irreversibility of Diffusion Processes on Manifolds.- On a System of Hyperstable Frequency Locking Persistence under White Noise.- Entropy Production and Information Gain in Axiom A Systems.- Lyapunov Exponents of Hyperbolic Attractors.- Entropy Production, Information Gain and Lyapunov Exponents of Random Hyperbolic Dynamical Systems.- References.- Index.
