Fluctuation loops in noise-driven linear dynamical systems

Published

Journal Article

© 2017 American Physical Society. Understanding the spatiotemporal structure of most probable fluctuation pathways to rarely occurring states is a central problem in the study of noise-driven, nonequilibrium dynamical systems. When the underlying system does not possess detailed balance, the optimal fluctuation pathway to a particular state and relaxation pathway from that state may combine to form a looplike structure in the system phase space called a fluctuation loop. Here, fluctuation loops are studied in a linear circuit model consisting of coupled RC elements, where each element is driven by its own independent noise source. Using a stochastic Hamiltonian approach, we determine the optimal fluctuation pathways, and analytically construct corresponding fluctuation loops. To quantitatively characterize fluctuation loops, we study the time-dependent area tensor that is swept out by individual stochastic trajectories in the system phase space. At long times, the area tensor scales linearly with time, with a coefficient that precisely vanishes when the system satisfies detailed balance.

Full Text

Duke Authors

Cited Authors

  • Ghanta, A; Neu, JC; Teitsworth, S

Published Date

  • March 16, 2017

Published In

Volume / Issue

  • 95 / 3

Electronic International Standard Serial Number (EISSN)

  • 2470-0053

International Standard Serial Number (ISSN)

  • 2470-0045

Digital Object Identifier (DOI)

  • 10.1103/PhysRevE.95.032128

Citation Source

  • Scopus