Physics – Mathematical Physics
Scientific paper
2000-07-08
Proc. R. Soc. Lond. A, Vol. 457, pp. 1645-1655 (2001)
Physics
Mathematical Physics
15 pages
Scientific paper
10.1098/rspa.2001.0811
We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of the coefficients of the equations is given. The existence of a linear stationary irreversible process is established. Concerning reversibility, we show that there is a contradistinction between any 1-dimensional stationary Gaussian process and stationary Gaussian process of dimension $n>1$. A concrete criterion for differentiating stationarity and sweeping behavior is also obtained. The mathematical result is a natural generalization of Einstein's fluctuation-dissipation relation, and provides a rigorous basis for the isothermal irreversibility in a linear regime which is the basis for applying Onsager's theory to macromolecules in aqueous solution.
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