1205.6552 (Hong Qian)

A Hamiltonian-Entropy Production Connection in the Skew-symmetric Part
of a Stochastic Dynamics    [PDF]

Hong Qian

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes, while the symmetric part corresponding to a gradient system stands for a reversible Markov process, the skew-symmetric part, $\frac{d}{dt}u(t)=\mcA u$, is mathematically equivalent to a linear Hamiltonian dynamics with Hamiltonian $H=1/2u^T\big(\mcA^T\mcA)^{1/2}u$. It can also be transformed into a Schr\"{o}dinger-like equation $\frac{d}{dt}u=i\mathcal{H}u$ where the "Hamiltonian" operator $\mathcal{H}=-i\mcA$ is Hermitian. In fact, these two representations of a skew-symmetric dynamics emerge natually through singular-value and eigen-value decompositions, respectively. The stationary probability of the Markov process can be expressed as $\|u^s_i\|^2$. The motion can be viewed as "harmonic" since $\frac{d}{dt}\|u(t)-\vec{c}\|^2=0$ where $\vec{c}=(c,c,...,c)$ with $c$ being a constant. More interestingly, we discover that $\textrm{Tr}(\mcA^T\mcA)=\sum_{j,\ell=1}^n \frac{(q_{j\ell}\pi_\ell-q_{\ell j}\pi_j)^2}{\pi_j\pi_{\ell}}$, whose right-hand-side is intimately related to the entropy production rate of the Markov process in a nonequilibrium steady state with stationary distribution $\{\pi_j\}$. The physical implication of this intriguing connection between conservative Hamiltonian dynamics and dissipative entropy production remains to be further explored.

View original: http://arxiv.org/abs/1205.6552