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Aron, C.; Barci, D.G.; Cugliandolo, L.F.; Arenas, Z.G.; Lozano, G.S. "Dynamical symmetries of Markov processes with multiplicative white noise" (2016) Journal of Statistical Mechanics: Theory and Experiment. 2016(5)
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Abstract:

We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former. © 2016 IOP Publishing Ltd and SISSA Medialab srl.

Registro:

Documento: Artículo
Título:Dynamical symmetries of Markov processes with multiplicative white noise
Autor:Aron, C.; Barci, D.G.; Cugliandolo, L.F.; Arenas, Z.G.; Lozano, G.S.
Filiación:Department of Electrical Engineering, Princeton University, Princeton, NJ 08544, United States
Instituut voor Theoretische Fysica, KU Leuven, Belgium
Departamento de Física Teórica, Universidade Do Estado Do Rio de Janeiro, Rua São Francisco Xavier 524, Rio de Janeiro, RJ, 20550-013, Brazil
Sorbonne Universités, Université Pierre et Marie Curie, UMR 7589, Laboratoire de Physique Théorique et Hautes Energies, Paris, France
Departamento de Física, FCEYN Universidad de Buenos Aires, IFIBA CONICET, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina
Palabras clave:Brownian motion; driven diffusive systems (theory); fluctuations (theory); stochastic processes (theory)
Año:2016
Volumen:2016
Número:5
DOI: http://dx.doi.org/10.1088/1742-5468/2016/05/053207
Título revista:Journal of Statistical Mechanics: Theory and Experiment
Título revista abreviado:J. Stat. Mech. Theory Exp.
ISSN:17425468
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_17425468_v2016_n5_p_Aron

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Citas:

---------- APA ----------
Aron, C., Barci, D.G., Cugliandolo, L.F., Arenas, Z.G. & Lozano, G.S. (2016) . Dynamical symmetries of Markov processes with multiplicative white noise. Journal of Statistical Mechanics: Theory and Experiment, 2016(5).
http://dx.doi.org/10.1088/1742-5468/2016/05/053207
---------- CHICAGO ----------
Aron, C., Barci, D.G., Cugliandolo, L.F., Arenas, Z.G., Lozano, G.S. "Dynamical symmetries of Markov processes with multiplicative white noise" . Journal of Statistical Mechanics: Theory and Experiment 2016, no. 5 (2016).
http://dx.doi.org/10.1088/1742-5468/2016/05/053207
---------- MLA ----------
Aron, C., Barci, D.G., Cugliandolo, L.F., Arenas, Z.G., Lozano, G.S. "Dynamical symmetries of Markov processes with multiplicative white noise" . Journal of Statistical Mechanics: Theory and Experiment, vol. 2016, no. 5, 2016.
http://dx.doi.org/10.1088/1742-5468/2016/05/053207
---------- VANCOUVER ----------
Aron, C., Barci, D.G., Cugliandolo, L.F., Arenas, Z.G., Lozano, G.S. Dynamical symmetries of Markov processes with multiplicative white noise. J. Stat. Mech. Theory Exp. 2016;2016(5).
http://dx.doi.org/10.1088/1742-5468/2016/05/053207