English

Stochastic process leading to wave equations in dimensions higher than one

Statistical Mechanics 2015-05-18 v1 Probability

Abstract

Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles with constant speed and transitions between discreet allowed velocity directions. A new ingredient is that transitions into a given velocity state depend on spatial derivatives of other states populations, rather than on populations themselves. This feature requires the sacrifice of the single-particle character of the model, but allows to imitate the Huygens' principle and to recover wave equations in arbitrary dimensions.

Keywords

Cite

@article{arxiv.1001.3821,
  title  = {Stochastic process leading to wave equations in dimensions higher than one},
  author = {A. V. Plyukhin},
  journal= {arXiv preprint arXiv:1001.3821},
  year   = {2015}
}

Comments

5 pages

R2 v1 2026-06-21T14:37:40.192Z