Interrelations between Stochastic Equations for Systems with Pair Interactions
Abstract
Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived, starting from a master equation for the state space: First, general mean value and (co)variance equations. Second, Boltzmann-like equations. Third, a master equation for the configuration space allowing transition rates which depend on the occupation numbers of the states. Fourth, a Fokker-Planck equation and a ``Boltzmann-Fokker-Planck equation''. The interrelations of these equations and the conditions for their validity are worked out clearly. A procedure for a selfconsistent solution of the nonlinear equations is proposed. Generalizations to interactions between an arbitrary number of systems are discussed.
Cite
@article{arxiv.cond-mat/9805256,
title = {Interrelations between Stochastic Equations for Systems with Pair Interactions},
author = {Dirk Helbing},
journal= {arXiv preprint arXiv:cond-mat/9805256},
year = {2009}
}
Comments
For related work see http://www.theo2.physik.uni-stuttgart.de/helbing.html