We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states (x, sigma) is an element of Omega x Gamma, Omega being a region in R(d) or the d-dimensional torus, Gamma being a finite set. The continuous variable x follows a piecewise deterministic dynamics, the discrete variable sigma evolves by a stochastic jump dynamics and the two resulting evolutions are fully-coupled. We study stationarity, reversibility and time-reversal symmetries of the process. Increasing the frequency of the sigma-jumps, the system behaves asymptotically as deterministic and we investigate the structure of its fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. (Phys. Rev. Lett. 87(4): 040601, 2001; J. Stat. Phys. 107(3-4): 635-675, 2002; J. Stat. Mech. P07014, 2007; Preprint available online at http://www.arxiv.org/abs/0807.4457, 2008), in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti-Cohen-type symmetry relation with involution map different from time-reversal.

Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes / Faggionato, Alessandra; D., Gabrielli; Ribezzi M., Crivellari. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 137:2(2009), pp. 259-304. [10.1007/s10955-009-9850-x]

Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes

FAGGIONATO, ALESSANDRA;
2009

Abstract

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states (x, sigma) is an element of Omega x Gamma, Omega being a region in R(d) or the d-dimensional torus, Gamma being a finite set. The continuous variable x follows a piecewise deterministic dynamics, the discrete variable sigma evolves by a stochastic jump dynamics and the two resulting evolutions are fully-coupled. We study stationarity, reversibility and time-reversal symmetries of the process. Increasing the frequency of the sigma-jumps, the system behaves asymptotically as deterministic and we investigate the structure of its fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. (Phys. Rev. Lett. 87(4): 040601, 2001; J. Stat. Phys. 107(3-4): 635-675, 2002; J. Stat. Mech. P07014, 2007; Preprint available online at http://www.arxiv.org/abs/0807.4457, 2008), in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti-Cohen-type symmetry relation with involution map different from time-reversal.
2009
large deviations; non-equilibrium processes; piecewise deterministic markov processes; stationary states
01 Pubblicazione su rivista::01a Articolo in rivista
Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes / Faggionato, Alessandra; D., Gabrielli; Ribezzi M., Crivellari. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 137:2(2009), pp. 259-304. [10.1007/s10955-009-9850-x]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/132916
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