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Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains

  • University of Bath, Department of Mathematical Sciences
  • University of Cambridge
  • University of Bath, Department of Physics

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within MFT, which describes hydrodynamic limits of such microscopic models.

Original languageEnglish
Pages (from-to)1019-1050
Number of pages32
JournalJournal of Statistical Physics
Volume170
Issue number6
DOIs
StatePublished - 1 Mar 2018
Externally publishedYes

Keywords

  • Irreversible Markov chains
  • Large deviations
  • Microscopic fluctuation theory
  • Nonequilibrium dynamical fluctuations

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