Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation

Richard C. Kraaij (Corresponding author), Alexandre Lazarescu, Christian Maes, Mark Peletier

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Abstract

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behavior of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.

Original languageEnglish
Pages (from-to)139-170
Number of pages32
JournalStochastic Processes and their Applications
Volume130
Issue number1
DOIs
Publication statusPublished - Jan 2020

Funding

R.K. was supported by the Deutsche Forschungsgemeinschaft (DFG), Germany via RTG 2131 High-dimensional Phenomena in Probability—Fluctuations and Discontinuity. A.L. was supported by the Interuniversity Attraction Pole - Phase VII/18 (Dynamics, Geometry and Statistical Physics) at the KU Leuven and the AFR PDR 2014–2 Grant No. 9202381 at the University of Luxembourg. M.A.P. was partially supported by NWO VICI grant 639.033.008 , The Netherlands.

Keywords

  • Dynamical large deviations
  • Fluctuation symmetry
  • GENERIC
  • Gradient flow

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