arXiv subjects

Massimiliano Giona

Publications and source records attributed to Massimiliano Giona.

29 records · Page 2Linked to original sources

arXiv2022

Spectral properties of stochastic processes possessing finite propagation velocity

This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson-Kac processes and Lévy walks are explicitly considered as paradigmatic examples of regular and anomalous dynamics. A generic spectral feature of these processes is the lower-boundedness of the real part of the eigenvalue spectrum, corresponding to an upper limit for the spectral dispersion curve, physically expressing the relaxation rate of a disturbance as a function of the wave vector. We analyze also Generalized Poisson-Kac processes possessing a continuum of stochastic states parametrized with respect to the velocity. In this case, there exists a critical value of the wavevector above which the point spectrum ceases to exist, and the relaxation dynamics becomes controlled by the essential part of the spectrum. This model can be extended to the quantum case and, in point of fact, it represents a simple and highlighting example of a sub-quantum dynamics with hidden variables.

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arXiv2018

Generalized Poisson-Kac processes and hydrodynamic modeling of systems of interacting particles I - Theory

This article analyzes the formulation of space-time continuous hyperbolic hydrodynamic models for systems of interacting particles moving on a lattice, by connecting their local stochastic lattice dynamics to the formulation of an associated (space-time continuous) Generalized Poisson-Kac process possessing the same local transition rules. The hyperbolic hydrodynamic limit follows naturally from the statistical description of the latter in terms of the system of its partial probability density functions. Several cases are treated, with particular attention to: (i) models of interacting particles satisfying an exclusion principle, and (ii) models defined by a given interparticle interaction potential. In both cases, the hydrodynamic models may display singularities, dynamic phase-transitions and bifurcations (as regards the flux/concentration-gradient constitutive equations), whenever the Kac limit of the model (infinite propagation velocity limit) is considered.

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arXiv2018

Homogenization Approaches to Multiphase Lattice Random Walks

This article analyzes several different homogenization approaches to the long-term properties of multiphase lattice random walks, recently introduced by Giona and Cocco, and characterized by different values of the hopping times and of the distance between neighboring sites in each lattice phase. Both parabolic and hyperbolic models are considered. While all the parabolic models deriving from microscopic Langevin equations driven by Wiener processes fail to predict the long-term hydrodynamic behavior observed in lattice models, the discontinuous parabolic model, in which the phase partition coefficient is a-priori imposed, provides the correct answer. The implications of this result as regards the connection between equilibrium constraints and non-equilibrium transport properties is thoroughly addressed.

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arXiv2018

Multiphase Partitions of Lattice Random Walks

Considering the dynamics of non-interacting particles randomly moving on a lattice, the occurrence of a discontinuous transition in the values of the lattice parameters (lattice spacing and hopping times) determines the uprisal of two lattice phases. In this Letter we show that the hyperbolic hydrodynamic model obtained by enforcing the boundedness of lattice velocities derived by Giona (2018) correctly describes the dynamics of the system and permits to derive easily the boundary condition at the interface, which, contrarily to the common belief, involves the lattice velocities in the two phases and not the phase diffusivities. The dispersion properties of independent particles moving on an infinite lattice composed by the periodic repetition of a multiphase unit cell are investigated. It is shown that the hyperbolic transport theory correctly predicts the effective diffusion coefficient over all the range of parameter values, while the corresponding continuous parabolic models deriving from Langevin equations for particle motion fail. The failure of parabolic transport models is shown via a simple numerical experiment.

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arXiv2016

Relativistic analysis of stochastic kinematics

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient $D$ measured in a frame $Σ$ moving with velocity $w$ with respect to the rest frame of the stochastic process can be expressed as $D= D_0 \, γ^{-3}(w)$. Subsequently, higher dimensional processes are analyzed, and it is shown that the diffusivity tensor in a moving frame becomes non-isotropic with $D_\parallel = D_0 \, γ^{-3}(w)$, and $D_\perp = D_0 \, γ^{-1}(w)$, where $D_\parallel$ and $D_\perp$ are the diffusivities parallel and orthogonal to the velocity of the moving frame. The analysis of discrete Space-Time Diffusion processes permits to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

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arXiv2016

Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part II Irreversibility, Norms and Entropies

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 $\{ p_α({\bf x},t) \}_{α=1}^N$, while the corresponding energy dissipation and entropy functions based on the overall probability density $p({\bf x},t)$ 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.

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arXiv2016

Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part I Basic theory

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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arXiv2016

Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part III Extensions and applications to kinetic theory and transport

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac's program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

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arXiv2016

Markovian nature, completeness, regularity and correlation properties of Generalized Poisson-Kac processes

We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the implications of this property derived: the associated adjoint formalism for GPK processes is developed essentially in an analogous way as for the Fokker-Planck operator associated with Langevin equations driven by Wiener processes. Subsequently, the regularity of trajectories is addressed: the occurrence of fractality in the realizations of GPK is a long-term emergent property, and its implication in thermodynamics is discussed. The concept of completeness in the stochastic description of GPK is also introduced. Finally, some observations on the role of correlation properties of noise sources and their influence on the dynamic properties of transport phenomena are addressed, using a Wiener model for comparison.

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arXiv2015

One-dimensional hyperbolic transport: positivity and admissible boundary conditions derived from the wave formulation

We consider the one-dimensional Cattaneo equation for transport of scalar fields such as solute concentration and temperature in mass and heat transport problems, respectively. Although the Cattaneo equation admits a stochastic interpretation - at least in the one-dimensional case - negative concentration values can occur in boundary-value problems on a finite interval. This phenomenon stems from the probabilistic nature of this model: the stochastic interpretation provides constraints on the admissible boundary conditions, as can be deduced from the wave formulation here presented. Moreover, as here shown, energetic inequalities and the dissipative nature of the equation provide an alternative way to derive the same constraints on the boundary conditions derived by enforcing positivity. The analysis reported is also extended to transport problems in the presence of a biasing velocity field. Several general conclusions are drawn from this analysis that could be extended to the higher-dimensional case.

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arXiv2015

On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes

We analyze the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes, and specifically how they modify the Poissonian switching-time statistics. After addressing simple cases such as diffusion in a channel, and the switching statistics in the presence of a polarization potential, we thoroughly study Poisson-Kac diffusion in fractal domains. Diffusion in fractal spaces highlights neatly how the modification in the switching-time statistics associated with reflections against a complex and fractal boundary induces new emergent features of Poisson-Kac diffusion leading to a transition from a regular behavior at shorter timescales to emerging anomalous diffusion properties controlled by walk dimensionality of the fractal set.

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