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Stochastic entropy production in diffusive systems

Martin, RJ; Ford, IJ; (2020) Stochastic entropy production in diffusive systems. Journal of Physics A: Mathematical and Theoretical , 53 (25) , Article 255001. 10.1088/1751-8121/ab78d0. Green open access

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Abstract

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein–Uhlenbeck process, of which we give a complete exposition, the distribution of entropy production can be obtained analytically. For a general potential it is much harder. A recent development in solving the Fokker–Planck equation, in which the solution is written as a product of positive functions, addresses any system governed by the condition of detailed balance, thereby permitting nonlinear potentials. Using examples in one and higher dimension, we demonstrate how such a framework is very convenient for the computation of stochastic entropy production in diffusion processes.

Type: Article
Title: Stochastic entropy production in diffusive systems
Open access status: An open access version is available from UCL Discovery
DOI: 10.1088/1751-8121/ab78d0
Publisher version: https://doi.org/10.1088/1751-8121/ab78d0
Language: English
Additional information: Content from this work may be used under the terms of the Creative Commons Attribution 4.0 licence (https://creativecommons.org/licenses/by/4.0/). Any further distribution of this work must maintain attribution to the author(s) and the title of the work, journal citation and DOI.
Keywords: stochastic entropy production, diffusion, Ornstein–Uhlenbeck process, Brownian motion
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Physics and Astronomy
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10101273
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