Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes. II: Irreversibility, norms and entropies

DOI10.1088/1751-8121/AA79C5MaRDI QIDQ5364946zbMATH 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/1609.07606

zbMATH Keywords

entropy functionsergodicity breakingirreversible thermodynamicsstochastic processes

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Irreversible thermodynamics, including Onsager-Machlup theory (82B35) Measures of information, entropy (94A17)

Abstract: In this second part, we analyze the dissipation properties of Generalized Poisson-Kac (GPK) processes, considering the decay of suitable $L^2$-norms and the definition of entropy functions. In both cases, consistent energy dissipation and entropy functions depend on the whole system of primitive statistical variables, the partial probability density functions $$, while the corresponding energy dissipation and entropy functions based on the overall probability density $$ do not satisfy monotonicity requirements as a function of time. Examples from chaotic advection (standard map coupled to stochastic GPK processes) illustrate this phenomenon. Some complementary physical issues are also addressed: the ergodicity breaking in the presence of attractive potentials, and the use of GPK perturbations to mollify stochastic field equations.

Recommendations

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

(11)

• Variational principles and Lagrangian functions for stochastic processes and their dissipative statistical descriptions
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients
• Slow diffusion by Markov random flights
• Hyperbolic heat/mass transport and stochastic modelling -- three simple problems
• Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes
• Generalized relative entropies and stochastic representation
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory
• Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes -- Part III Extensions and applications to kinetic theory and transport
• Series representations for the characteristic function of the multidimensional Markov random flight
• Generalized Poisson-Kac processes and the regularity of laws of nature

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