Onsager–Machlup function
E163913
concept in nonequilibrium statistical mechanics
concept in stochastic process theory
mathematical functional
tool in large deviation theory
The Onsager–Machlup function is a functional in stochastic process theory that characterizes the most probable paths of fluctuating systems, playing a key role in nonequilibrium statistical mechanics and large deviation theory.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Onsager–Machlup function canonical | 1 |
Statements (45)
| Predicate | Object |
|---|---|
| instanceOf |
concept in nonequilibrium statistical mechanics
ⓘ
concept in stochastic process theory ⓘ mathematical functional ⓘ tool in large deviation theory ⓘ |
| appliesTo |
Langevin dynamics
ⓘ
continuous-time stochastic processes ⓘ diffusion processes ⓘ |
| assumes | Markovian dynamics in standard formulations ⓘ |
| characterizes | most probable paths of fluctuating systems ⓘ |
| dependsOn |
diffusion coefficient
ⓘ
drift term of the stochastic differential equation ⓘ time-discretization scheme ⓘ |
| describes | weight of a path in configuration space ⓘ |
| field |
large deviation theory
ⓘ
nonequilibrium statistical mechanics ⓘ statistical physics ⓘ stochastic processes ⓘ |
| generalizedTo |
manifold-valued stochastic processes
ⓘ
multiplicative noise ⓘ non-Gaussian noise ⓘ |
| historicalContext | introduced in mid-20th century ⓘ |
| mathematicalForm | time integral of a Lagrangian-like density along a path ⓘ |
| namedAfter |
Lars Onsager
ⓘ
Stefan Machlup ⓘ |
| relatedTo |
Fokker–Planck equation
ⓘ
Freidlin–Wentzell theory ⓘ Langevin dynamics ⓘ
surface form:
Langevin equation
Onsager reciprocal relations ⓘ large deviation principle ⓘ path integral formulation of stochastic processes ⓘ |
| role |
effective action for stochastic trajectories
ⓘ
rate functional in certain large deviation problems ⓘ |
| usedBy |
applied mathematicians
ⓘ
engineers studying stochastic dynamics ⓘ statistical physicists ⓘ theoretical chemists ⓘ |
| usedFor |
action functional in stochastic systems
ⓘ
most probable fluctuation paths ⓘ path probability densities ⓘ variational characterization of stochastic trajectories ⓘ |
| usedIn |
nonequilibrium thermodynamics of small systems
ⓘ
rare event sampling methods ⓘ stochastic control and optimization ⓘ theory of fluctuations around steady states ⓘ transition path theory ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.