Memory equations as reduced Markov processes

Artur Stephan; Holger Stephan

doi:10.3934/dcds.2019089

Article Contents

2019, Volume 39, Issue 4: 2133-2155. Doi: 10.3934/dcds.2019089

This issue Previous Article Global existence and decay to equilibrium for some crystal surface models Next Article Quasiregular semigroups with examples

Memory equations as reduced Markov processes

Artur Stephan^1, , and
Holger Stephan^2,

1.
Insitut für Mathematik, Humboldt-Universität zu Berlin, Rudower Chaussee 25, D-12489 Berlin, Germany
2.
Weierstraß-Insitut für Angewandte Analysis und Stochastik, Mohrenstraße 39, D-10117 Berlin, Germany

^* Corresponding author: Artur Stephan
^* Corresponding author: Artur Stephan

Received: May 2018

Revised: October 2018

Published: January 2019

The first author is supported by the Berlin Mathematical School

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Abstract

A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with such a memory equation, we propose an explicit construction of the corresponding Markov process. From a physical point of view the Markov process can be understood as a change of the type of some quasiparticles along one-way loops. Typically, the arising Markov process does not have the detailed balance property. The method leads to a more realistic modeling of memory equations. Moreover, it carries over the large number of investigation tools for Markov processes to memory equations like the calculation of the equilibrium state. The method can be used for an approximative solution of some degenerate memory equations like delay differential equations.

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Mathematics Subject Classification: Primary: 39A06, 34K06, 60J27, 00A71, 34D05; Secondary: 44A10, 26C15.

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