Extended Poisson-Kac theory: A unifying framework for stochastic processes with finite propagation velocity

TL;DR

This paper introduces an extended Poisson-Kac framework that models stochastic processes with finite propagation velocity, addressing unphysical infinite fluctuations in traditional models and capturing diverse diffusive behaviors.

Contribution

It develops a comprehensive theoretical framework embedding Le9vy walks into Poisson-Kac processes, enabling realistic modeling of finite velocity stochastic phenomena.

Findings

Models encompass normal and anomalous diffusion.

Captures 'Brownian yet non-Gaussian' diffusion.

Applicable to diverse physical and biological systems.

Abstract

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional approach consists in superimposing random fluctuations on a suitable deterministic evolution. These fluctuations are sampled from probability distributions that are prescribed a priori, most commonly as Gaussian or L\'evy. While these distributions are motivated by (generalised) central limit theorems they are nevertheless \textit{unbounded}, meaning that arbitrarily large fluctuations can be obtained with finite probability. This property implies the violation of fundamental physical principles such as special relativity and may yield divergencies for basic physical quantities like energy. Here we solve the fundamental problem of unbounded random fluctuations by constructing a comprehensive theoretical framework of stochastic processes possessing physically realistic finite propagation velocity. Our approach is motivated by the theory of L\'evy walks, which we embed into an extension of conventional Poisson-Kac processes. The resulting extended theory employs generalised transition rates to model subtle microscopic dynamics, which reproduces non-trivial spatio-temporal correlations on macroscopic scales. It thus enables the modelling of many different kinds of dynamical features, as we demonstrate by three physically and biologically motivated examples. The corresponding stochastic models capture the whole spectrum of diffusive dynamics from normal to anomalous diffusion, including the striking `Brownian yet non Gaussian' diffusion, and more sophisticated phenomena such as senescence. Extended Poisson-Kac theory can therefore be used to model a wide range of finite velocity dynamical phenomena that are observed experimentally.