English

Magnus expansions and pseudospectra of Master Equations

Numerical Analysis 2017-01-11 v1 Probability Computation

Abstract

New directions in research on master equations are showcased by example. Magnus expansions, time-varying rates, and pseudospectra are highlighted. Exact eigenvalues are found and contrasted with the large errors produced by standard numerical methods in some cases. Isomerisation provides a running example and an illustrative application to chemical kinetics. We also give a brief example of the totally asymmetric exclusion process.

Keywords

Cite

@article{arxiv.1701.02522,
  title  = {Magnus expansions and pseudospectra of Master Equations},
  author = {Arieh Iserles and Shev MacNamara},
  journal= {arXiv preprint arXiv:1701.02522},
  year   = {2017}
}