Equilibrium with coordinate dependent diffusion: Comparison of different stochastic processes
Fuente:
arXiv
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866929333127348224 |
|---|---|
| author | Bhattacharyay, A. |
| author_facet | Bhattacharyay, A. |
| contents | We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an Itô-process. Using this symmetry, any Itô-process can be mapped to a universal additive Gaussian-noise form. We use this mapping to separate the canonical and micro-canonical part of stochastic dynamics of a Brownian particle undergoing coordinate dependent diffusion. We identify the equilibrium distribution of the system and associated entropy induced by coordinate dependence of diffusion. Equilibrium physics of such a Brownian particle in a heat-bath of constant temperature is that of an Itô-process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2309_06567 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Equilibrium with coordinate dependent diffusion: Comparison of different stochastic processes Bhattacharyay, A. Statistical Mechanics We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an Itô-process. Using this symmetry, any Itô-process can be mapped to a universal additive Gaussian-noise form. We use this mapping to separate the canonical and micro-canonical part of stochastic dynamics of a Brownian particle undergoing coordinate dependent diffusion. We identify the equilibrium distribution of the system and associated entropy induced by coordinate dependence of diffusion. Equilibrium physics of such a Brownian particle in a heat-bath of constant temperature is that of an Itô-process. |
| title | Equilibrium with coordinate dependent diffusion: Comparison of different stochastic processes |
| topic | Statistical Mechanics |
| url | https://arxiv.org/abs/2309.06567 |