Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part II Irreversibility, norms and entropies

DOI10.1088/1751-8121/aa79c5zbMath1376.82031arXiv1609.07606OpenAlexW3104737251MaRDI QIDQ5364946

Silvestro Crescitelli, Antonio Brasiello, 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

stochastic processesirreversible thermodynamicsergodicity breakingentropy functions

Mathematics Subject Classification ID

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

Related Items (6)

On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients ⋮ Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics ⋮ Slow diffusion by Markov random flights ⋮ 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 ⋮ Hyperbolic heat/mass transport and stochastic modelling -- three simple problems

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• On the relation between ordinary and stochastic differential equations
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• 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
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• A course on rough paths. With an introduction to regularity structures

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