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research article

Prescription-induced jump distributions in multiplicative Poisson processes

Suweis, Samir  
•
Porporato, Amilcare Michele
•
Rinaldo, Andrea  
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2011
Physical Review E

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian white noise, the Stratonovich prescription does not correspond to the well known mid-point (or any other intermediate) prescription. By introducing an inertial term in the GLE we show that the Ito and Stratonovich prescriptions naturally arise depending on two time scales, the one induced by the inertial term and the other determined by the jump event. We also show that when the multiplicative noise is linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise whose features are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.

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Type
research article
DOI
10.1103/PhysRevE.83.061119
Web of Science ID

WOS:000291703800002

Author(s)
Suweis, Samir  
Porporato, Amilcare Michele
Rinaldo, Andrea  
Maritan, Amos
Date Issued

2011

Published in
Physical Review E
Volume

83

Issue

6

Article Number

061119

Subjects

White Shot-Noise

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ECHO  
Available on Infoscience
March 28, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/65710
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