{"title":"RRn上一般跳跃扩散的熵产率和时间可逆性。","authors":"Qi Zhang, Yubin Lu","doi":"10.1063/5.0293862","DOIUrl":null,"url":null,"abstract":"<p><p>This paper investigates the entropy production rate and time-reversibility for general jump diffusions (Lévy processes) on Rn. We first formulate the entropy production rate and explore its associated thermodynamic relations for jump diffusions. Subsequently, we derive the entropy production rate using the relative entropy between the forward and time-reversed path measures for stationary jump diffusions via the Girsanov transform. Furthermore, we establish the equivalence among time-reversibility, zero entropy production rate, detailed balance condition, and the gradient structure for stationary jump diffusions.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 10","pages":""},"PeriodicalIF":3.2000,"publicationDate":"2025-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Entropy production rate and time-reversibility for general jump diffusions on RRn.\",\"authors\":\"Qi Zhang, Yubin Lu\",\"doi\":\"10.1063/5.0293862\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>This paper investigates the entropy production rate and time-reversibility for general jump diffusions (Lévy processes) on Rn. We first formulate the entropy production rate and explore its associated thermodynamic relations for jump diffusions. Subsequently, we derive the entropy production rate using the relative entropy between the forward and time-reversed path measures for stationary jump diffusions via the Girsanov transform. Furthermore, we establish the equivalence among time-reversibility, zero entropy production rate, detailed balance condition, and the gradient structure for stationary jump diffusions.</p>\",\"PeriodicalId\":9974,\"journal\":{\"name\":\"Chaos\",\"volume\":\"35 10\",\"pages\":\"\"},\"PeriodicalIF\":3.2000,\"publicationDate\":\"2025-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Chaos\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1063/5.0293862\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Chaos","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1063/5.0293862","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Entropy production rate and time-reversibility for general jump diffusions on RRn.
This paper investigates the entropy production rate and time-reversibility for general jump diffusions (Lévy processes) on Rn. We first formulate the entropy production rate and explore its associated thermodynamic relations for jump diffusions. Subsequently, we derive the entropy production rate using the relative entropy between the forward and time-reversed path measures for stationary jump diffusions via the Girsanov transform. Furthermore, we establish the equivalence among time-reversibility, zero entropy production rate, detailed balance condition, and the gradient structure for stationary jump diffusions.
期刊介绍:
Chaos: An Interdisciplinary Journal of Nonlinear Science is a peer-reviewed journal devoted to increasing the understanding of nonlinear phenomena and describing the manifestations in a manner comprehensible to researchers from a broad spectrum of disciplines.