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arXiv · 2211.16754

Kinetic Equation for Stochastic Vector Bundles

Abstract

The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for stochastic systems on vector bundles, addressing global scale randomness. The kinetic equation was derived by cumulant expansion of the ensemble-averaged local probability density function, which is a functional of state transition trajectories. The kinetic equation is the geodesic equation for the probability space. It captures global and historical influences, accounts for non-Markovianity, and can be reduced to the classical Fokker-Planck equation for Markovian processes. This paper also discusses relative issues concerning the kinetic equation, including non-Markovianity, Markov approximation, macroscopic conservation equations, gauge transformation, and truncation of the infinite-order kinetic equation, as well as limitations that require further attention.

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De-yu Zhong, Guang-qian Wang. 2022-11-30. Kinetic Equation for Stochastic Vector Bundles. https://arxiv.org/abs/2211.16754

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