Large Deviations in Stochastic Heat-Conduction Processes Provide a Gradient-Flow Structure for Heat Conduction
Abstract
We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter , a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP and the KMP, and a nonlinear heat equation for the GBEP(). We prove the hydrodynamic limit rigorously for the BEP, and give a formal derivation for the GBEP(). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form ; they involve dissipation or mobility terms of order for the linear heat equation, and a nonlinear function of for the nonlinear heat equation.
Cite
@article{arxiv.1403.4994,
title = {Large Deviations in Stochastic Heat-Conduction Processes Provide a Gradient-Flow Structure for Heat Conduction},
author = {Mark A. Peletier and Frank Redig and Kiamars Vafayi},
journal= {arXiv preprint arXiv:1403.4994},
year = {2015}
}
Comments
29 pages