Irreversibility in linear systems with colored noise
arXiv:2111.07359 · doi:10.1103/PhysRevE.105.024118
Abstract
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical noise is often approximated as white, in many real applications the time correlations of the random forces can actually be significantly long-lived compared to the relaxation times of the driven system. We analyze the effects of temporal correlations in the noise on commonly used measures of irreversibility and demonstrate how the theoretical framework for white noise driven systems naturally generalizes to the case of colored noise. Specifically, we express the auto-correlation function, the area enclosing rates, and mean phase space velocity in terms of solutions of a Lyapunov equation and in terms of their white noise limit values.
arXiv comment11 pages, 4 figures
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