Steady-state relaxation and the first passage time distribution of the generalized master equation
Computational Physics
2007-05-23 v2 Chemical Physics
Abstract
In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its transition function matrix, Gamma(tau), from such data can be practically difficult or impossible. We solve this problem by showing that the FPT moment generating function is a simple function of the (easily computable) Laplace transform of the local FPT distribution matrix. Physical insight into this relationship is obtained by analyzing the process of steady-state relaxation.
Keywords
Cite
@article{arxiv.physics/0409053,
title = {Steady-state relaxation and the first passage time distribution of the generalized master equation},
author = {David Shalloway},
journal= {arXiv preprint arXiv:physics/0409053},
year = {2007}
}
Comments
Paper revised to improve clarity and references. No significant change in content