Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory

DOI10.1088/1751-8121/AA79D4MaRDI QIDQ5364945zbMATH OpenOpenAlexFDO

Authors Antonio Brasiello, Silvestro Crescitelli, Massimiliano Giona

Publication date 29 September 2017

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07605

zbMATH Keywords

extended irreversible thermodynamicsfinite propagation velocityMarkov processesstochastic processes

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35) Transport processes in time-dependent statistical mechanics (82C70)

Abstract: This article introduces the notion of Generalized Poisson-Kac (GPK) processes which generalize the class of "telegrapher's noise dynamics" introduced by Marc Kac in 1974, usingPoissonian stochastic perturbations. In GPK processes the stochastic perturbation acts as a switching amongst a set of stochastic velocity vectors controlled by a Markov-chain dynamics. GPK processes possess trajectory regularity (almost everywhere) and asymptotic Kac limit, namely the convergence towards Brownian motion (and to stochastic dynamics driven by Wiener perturbations), which characterizes also the long-term/long-distance properties of these processes. In this article we introduce the structural properties of GPK processes, leaving all the physical implications to part II and part III.

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