Jump processes with deterministic and stochastic controls

被引：2
|
作者：
Bartlett, Mark S. [1 ,2 ,3 ]
Porporato, Amilcare [2 ,4 ]
Rondoni, Lamberto [5 ,6 ,7 ,8 ]
机构：
[1] Duke Univ, Dept Civil & Environm Engn, Durham, NC 27708 USA
[2] Princeton Univ, Dept Civil & Environm Engn, Princeton, NJ 08540 USA
[3] Stantec, New York, NY 10017 USA
[4] Princeton Univ, Princeton Environm Inst, Princeton, NJ 08544 USA
[5] Politecn Torino, Dipartimento Sci Matemat, Corso Duca Abruzzi 24, I-10129 Turin, Italy
[6] Ist Nazl Fis Nucl, Sez Torino, Via P Giuria 1, I-10125 Turin, Italy
[7] Princeton Univ, Civil & Environm Engn Dept, 59 Olden St, Princeton, NJ 08540 USA
[8] Princeton Univ, Princeton Environm Inst, 59 Olden St, Princeton, NJ 08540 USA
来源：
PHYSICAL REVIEW E | 2019年 / 100卷 / 04期
基金：
美国食品与农业研究所; 美国国家科学基金会;
关键词：
DYNAMICS; DRIVEN;
D O I：
10.1103/PhysRevE.100.042133
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
We consider the dynamics of a one-dimensional system evolving according to a deterministic drift and randomly forced by two types of jump processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously resets the system according to specified protocols (either deterministic or stochastic). We develop a general theory, which includes a different formulation of the master equation using antecedent and posterior jump states, and obtain an analytical solution for steady state. The relevance of the theory is illustrated with reference to stochastic irrigation to assess crop-failure risk, a problem of interest for environmental geophysics.
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页数：9
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