Stochastic Liouville equation for particles driven by dichotomous environmental noise.

Abstract

We analyze the stochastic dynamics of a large population of noninteracting particles driven by a global environmental input in the form of a dichotomous Markov noise process (DMNP). The population density of particle states evolves according to a stochastic Liouville equation with respect to different realizations of the DMNP. We then exploit the connection with previous work on diffusion in randomly switching environments, in order to derive moment equations for the distribution of solutions to the stochastic Liouville equation. We illustrate the theory by considering two simple examples of dichotomous flows, a velocity jump process and a two-state gene regulatory network. In both cases we show how the global environmental input induces statistical correlations between different realizations of the population density.