Phys. Rev. E 79, 060107(R) (2009) [4 pages]

Generalized integral fluctuation theorem for diffusion processes

Abstract

References

Citing Articles (2)

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Fei Liu^1,* and Zhong-can Ou-Yang^1,2
¹Center for Advanced Study, Tsinghua University, Beijing 100084, China
²Institute of Theoretical Physics, The Chinese Academy of Sciences, P.O. Box 2735, Beijing 100080, China

Received 14 April 2009; published 22 June 2009

Using Feynman-Kac and Cameron-Martin-Girsanov formulas, we find a generalized integral fluctuation theorem (GIFT) for general diffusion processes by constructing a time-invariable integral. The existing integral fluctuation theorems can be derived as its specific cases. We interpret the origin of the GIFT in terms of time reversal of stochastic systems.

URL:

http://link.aps.org/doi/10.1103/PhysRevE.79.060107

DOI:

10.1103/PhysRevE.79.060107

PACS:

05.70.Ln, 02.50.Ey, 87.10.Mn

^*liufei@tsinghua.edu.cn

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Phys. Rev. E 79, 060107(R) (2009) [4 pages]

Generalized integral fluctuation theorem for diffusion processes