Math @ Duke

Publications [#243854] of Jonathan C. Mattingly
Papers Published
 Porporato, A; Kramer, PR; Cassiani, M; Daly, E; Mattingly, J, Local kinetic interpretation of entropy production through reversed diffusion.,
Physical Review E  Statistical, Nonlinear, and Soft Matter Physics, vol. 84 no. 4 Pt 1
(Fall, 2011),
pp. 041142 [22181122], [doi]
(last updated on 2017/12/11)
Abstract: The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the timereversed 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 PopeChing formula for the steadystate probability density function along with a geometric interpretation of the fluctuationdissipation 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 OrnsteinUhlenbeck process.


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