Local kinetic interpretation of entropy production through reversed diffusion.


Journal Article

The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.

Full Text

Duke Authors

Cited Authors

  • Porporato, A; Kramer, PR; Cassiani, M; Daly, E; Mattingly, J

Published Date

  • October 2011

Published In

Volume / Issue

  • 84 / 4 Pt 1

Start / End Page

  • 041142 -

PubMed ID

  • 22181122

Pubmed Central ID

  • 22181122

Electronic International Standard Serial Number (EISSN)

  • 1550-2376

Digital Object Identifier (DOI)

  • 10.1103/PhysRevE.84.041142


  • eng

Conference Location

  • United States