27 research outputs found
Fluctuation-dissipation relationship in chaotic dynamics
We consider a general N-degree-of-freedom dissipative system which admits of
chaotic behaviour. Based on a Fokker-Planck description associated with the
dynamics we establish that the drift and the diffusion coefficients can be
related through a set of stochastic parameters which characterize the steady
state of the dynamical system in a way similar to fluctuation-dissipation
relation in non-equilibrium statistical mechanics. The proposed relationship is
verified by numerical experiments on a driven double well system.Comment: Revtex, 23 pages, 2 figure
An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics
A general method for deriving closed reduced models of Hamiltonian dynamical
systems is developed using techniques from optimization and statistical
estimation. As in standard projection operator methods, a set of resolved
variables is selected to capture the slow, macroscopic behavior of the system,
and the family of quasi-equilibrium probability densities on phase space
corresponding to these resolved variables is employed as a statistical model.
The macroscopic dynamics of the mean resolved variables is determined by
optimizing over paths of these probability densities. Specifically, a cost
function is introduced that quantifies the lack-of-fit of such paths to the
underlying microscopic dynamics; it is an ensemble-averaged, squared-norm of
the residual that results from submitting a path of trial densities to the
Liouville equation. The evolution of the macrostate is estimated by minimizing
the time integral of the cost function. The value function for this
optimization satisfies the associated Hamilton-Jacobi equation, and it
determines the optimal relation between the statistical parameters and the
irreversible fluxes of the resolved variables, thereby closing the reduced
dynamics. The resulting equations for the macroscopic variables have the
generic form of governing equations for nonequilibrium thermodynamics, and they
furnish a rational extension of the classical equations of linear irreversible
thermodynamics beyond the near-equilibrium regime. In particular, the value
function is a thermodynamic potential that extends the classical dissipation
function and supplies the nonlinear relation between thermodynamics forces and
fluxes