Fluctuations and non-equilibrium thermodynamics

A closed macroscopic system with fluctuating local properties is treated as a thermodynamic system with internal degrees of freedom. Gibb's entropy po stulate is used to define the systems' entropy as a functional of the proba bility density in internal coordinate space. It is shown that application o f the scheme of thermodynamics of irreversible processes then leads directl y to the theory of fluctuations as Markov processes described by a multivar iate Fokker-Planck equation. In this perspective fluctuation theory may be said to have become integrated into non-equilibrium thermodynamics. (C) 199 8 Elsevier Science B.V. All rights reserved.