A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution
Abstract
We present a standard form of master equations (ME) for general one-dimensional non-Markovian (history-dependent) jump processes, complemented by an asymptotic solution derived from an expanded system-size approach. The ME is obtained by developing a general Markovian embedding using a suitable set of auxiliary field variables. This Markovian embedding uses a Laplace-convolution operation applied to the velocity trajectory. We introduce an asymptotic method tailored for this ME standard, generalising the system-size expansion for these jump processes. Under specific stability conditions tied to a single noise source, upon coarse-graining, the Generalized Langevin Equation (GLE) emerges as a universal approximate model for point processes in the weak-coupling limit. This methodology offers a unified analytical toolset for general non-Markovian processes, reinforcing the universal applicability of the GLE founded in microdynamics and the principles of statistical physics.
Keywords
Cite
@article{arxiv.2312.05475,
title = {A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution},
author = {Kiyoshi Kanazawa and Didier Sornette},
journal= {arXiv preprint arXiv:2312.05475},
year = {2024}
}
Comments
29 pages, 8 figures