dorsal/arxiv
View SchemaEfficient computation of the first passage time distribution of the generalized master equation by steady-state relaxation
| Authors | David Shalloway, Anton Faradjian |
|---|---|
| Categories | |
| ArXiv ID | physics/0510217 |
| URL | https://arxiv.org/abs/physics/0510217 |
| DOI | 10.1063/1.2161211 |
Abstract
The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation data. The computation of the mean first passage time and additional low-order FPTD moments can be simplified by directly relating the FPTD moment generating function to the moments of the local FPTD matrix. This relationship can be physically interpreted in terms of steady-state relaxation, an extension of steady-state flow. Moreover, it is amenable to a statistical error analysis that can be used to significantly increase computational efficiency. The efficiency improvement can be extended to the FPTD itself by modelling it using a Gamma distribution or rational function approximation to its Laplace transform.
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"abstract": "The generalized master equation or the equivalent continuous time random walk\nequations can be used to compute the macroscopic first passage time\ndistribution (FPTD) of a complex stochastic system from short-term microscopic\nsimulation data. The computation of the mean first passage time and additional\nlow-order FPTD moments can be simplified by directly relating the FPTD moment\ngenerating function to the moments of the local FPTD matrix. This relationship\ncan be physically interpreted in terms of steady-state relaxation, an extension\nof steady-state flow. Moreover, it is amenable to a statistical error analysis\nthat can be used to significantly increase computational efficiency. The\nefficiency improvement can be extended to the FPTD itself by modelling it using\na Gamma distribution or rational function approximation to its Laplace\ntransform.",
"arxiv_id": "physics/0510217",
"authors": [
"David Shalloway",
"Anton Faradjian"
],
"categories": [
"physics.chem-ph",
"physics.bio-ph"
],
"doi": "10.1063/1.2161211",
"title": "Efficient computation of the first passage time distribution of the generalized master equation by steady-state relaxation",
"url": "https://arxiv.org/abs/physics/0510217"
},
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