Path-wise versus kinetic modeling for equilibrating non-Langevin jump-type processes
Abstract
We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time asymptotics of a probability density function . Our main goal is to demonstrate a compatibility of a {\it direct} solution method (an explicit, albeit numerically assisted, integration of the master equation) with an {\it indirect} path-wise procedure, recently proposed in [Physica {\bf A 392}, 3485, (2013)] as a valid tool for a dynamical analysis of non-Langevin jump-type processes. The path-wise method heavily relies on an accumulation of large sample path data, that are generated by means of a properly tailored Gillespie's algorithm. Their statistical analysis in turn allows to infer the dynamics of . However, no consistency check has been completed so far to demonstrate that both methods are fully compatible and indeed provide a solution of the same dynamical problem. Presently we remove this gap, with a focus on potential deficiencies (various cutoffs, including those upon the jump size) of approximations involved in solution protocols.
Cite
@article{arxiv.1306.3858,
title = {Path-wise versus kinetic modeling for equilibrating non-Langevin jump-type processes},
author = {Mariusz Żaba and Piotr Garbaczewski and Vladimir Stephanovich},
journal= {arXiv preprint arXiv:1306.3858},
year = {2015}
}
Comments
11 pages, 7 figures. text modified and expanded, to appear in Centr. Eur. J. Phys. (2014)