2009
DOI: 10.1007/s10955-009-9850-x
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Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes

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. Incre… Show more

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Cited by 86 publications
(138 citation statements)
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“…In this paper we suggest such a technique: a class of models known as piecewise deterministic Markov processes [13]. These generalise Markov Chains to include exactly the kind of deterministically-varying transition rates required by models of homeostatic behaviour and have found a wide variety of uses in biology [14,15,16,17] and physics [18,19], although they have not previously been used to study food intake or energy balance. We use this model class to create a flexible and intuitive stochastic model of feeding behaviour governed by stomach fullness.…”
Section: Introductionmentioning
confidence: 99%
“…In this paper we suggest such a technique: a class of models known as piecewise deterministic Markov processes [13]. These generalise Markov Chains to include exactly the kind of deterministically-varying transition rates required by models of homeostatic behaviour and have found a wide variety of uses in biology [14,15,16,17] and physics [18,19], although they have not previously been used to study food intake or energy balance. We use this model class to create a flexible and intuitive stochastic model of feeding behaviour governed by stomach fullness.…”
Section: Introductionmentioning
confidence: 99%
“…For the Markov chain then undergoes many jumps over a small time interval ∆t during which ∆x ≈ 0, and thus the relative frequency of each discrete state n is approximately ρ n (x). This can be made precise in terms of a law of large numbers for stochastic hybrid systems proven in [24,25]. In the following we will take either Σ = R or Σ = R + = [0, ∞).…”
Section: One-dimensional Stochastic Hybrid Systemmentioning
confidence: 99%
“…An important problem is then characterizing how the underlying stochastic process approaches this deterministic limit in the case of weak noise, 0 < ǫ ≪ 1. A rigorous mathematical approach to addressing this particular issue has recently been developed for stochastic hybrid systems using large deviation theory [23][24][25]. Such a theory provides a variational or action principle that can be used to solve first passage time problems associated with the escape from a fixed point attractor of the underlying deterministic system in the weak noise limit.…”
Section: Introductionmentioning
confidence: 99%
“…In many papers on dynamical systems with random switching, the switching rates are allowed to depend on the location of the process X, and it is only required that the transition mechanism on S be irreducible (see for instance [FGRC09], [BLBMZ12a] and [CH13]). We hope to simplify our exposition by not studying more general classes of switching systems.…”
Section: Definitions and Notationmentioning
confidence: 99%