onr:"swepub:oai:DiVA.org:kth-202162"
Search: onr:"swepub:oai:DiVA.org:kth-202162" > Multiple-scale stoc...
- 1 of 1
- Previous record
- Next record
- To hitlist
Multiple-scale stochastic processes : Decimation, averaging and beyond
-
- Bo, Stefano (author)
- Stockholms universitet,KTH,Nordic Institute for Theoretical Physics NORDITA,Nordiska institutet för teoretisk fysik (Nordita)
- Celani, A. (author)
- (creator_code:org_t)
- Elsevier, 2017
- 2017
- English.
- In: Physics reports. - : Elsevier. - 0370-1573 .- 1873-6270. ; 670, s. 1-59
- Journal article (peer-reviewed)
Abstract
Subject headings
Close
- The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This has provided fruitful applications for established stochastic methods and motivated further developments. These systems often involve processes taking place on widely separated time scales. For an efficient modeling one usually focuses on the slower degrees of freedom and it is of great importance to accurately eliminate the fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. This procedure in general requires to perform two different operations: decimation and coarse-graining. We introduce the asymptotic methods that form the basis of this procedure and discuss their application to a series of physical, biological and chemical examples. We then turn our attention to functionals of the stochastic trajectories such as residence times, counting statistics, fluxes, entropy production, etc. which have been increasingly studied in recent years. For such functionals, the elimination of the fast degrees of freedom can present additional difficulties and naive procedures can lead to blatantly inconsistent results. Homogenization techniques for functionals are less covered in the literature and we will pedagogically present them here, as natural extensions of the ones employed for the trajectories. We will also discuss recent applications of these techniques to the thermodynamics of small systems and their interpretation in terms of information-theoretic concepts.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
- NATURVETENSKAP -- Fysik (hsv//swe)
- NATURAL SCIENCES -- Physical Sciences (hsv//eng)
Keyword
- Diffusive processes
- Irreversibility
- Markov processes
- Multiscale methods
- Stochastic functionals
Publication and Content Type
- ref (subject category)
- art (subject category)
Find in a library
- Physics reports (Search for host publication in LIBRIS)
To the university's database
- 1 of 1
- Previous record
- Next record
- To hitlist
Find more in SwePub
- By the author/editor
- Bo, Stefano
- Celani, A.
- About the subject
-
- ENGINEERING AND TECHNOLOGY
- ENGINEERING AND ...
- and Electrical Engin ...
- and Control Engineer ...
-
- NATURAL SCIENCES
- NATURAL SCIENCES
- and Computer and Inf ...
- and Computer Science ...
-
- NATURAL SCIENCES
- NATURAL SCIENCES
- and Physical Science ...
- Articles in the publication
- Physics reports
- By the university
- Royal Institute of Technology
- Stockholm University
Search outside SwePub
- Extend your search to:
- Google Book Search
- Google Scholar
Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.
- Copyright © LIBRIS - National Library Systems
- LIBRIS.kb.se
