Jump processes with deterministic and stochastic controls.


Journal Article

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.

Full Text

Duke Authors

Cited Authors

  • Bartlett, MS; Porporato, A; Rondoni, L

Published Date

  • October 2019

Published In

Volume / Issue

  • 100 / 4-1

Start / End Page

  • 042133 -

PubMed ID

  • 31770916

Pubmed Central ID

  • 31770916

Electronic International Standard Serial Number (EISSN)

  • 2470-0053

International Standard Serial Number (ISSN)

  • 2470-0045

Digital Object Identifier (DOI)

  • 10.1103/physreve.100.042133


  • eng