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

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 $\{ p_\alpha({\bf x},t) \}_{\alpha=1}^N$, 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.