dorsal/arxiv
View SchemaSteady-state relaxation and the first passage time distribution of the generalized master equation
| Authors | David Shalloway |
|---|---|
| Categories | |
| ArXiv ID | physics/0409053 |
| URL | https://arxiv.org/abs/physics/0409053 |
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.
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"date_created": "2026-03-02T18:00:53.738000Z",
"date_modified": "2026-03-02T18:00:53.738000Z",
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"abstract": "In principle, the generalized master equation can be used to efficiently\ncompute the macroscopic first passage time (FPT) distribution of a complex\nstochastic system from short-term microscopic simulation data. However,\ncomputing its transition function matrix, Gamma(tau), from such data can be\npractically difficult or impossible. We solve this problem by showing that the\nFPT moment generating function is a simple function of the (easily computable)\nLaplace transform of the local FPT distribution matrix. Physical insight into\nthis relationship is obtained by analyzing the process of steady-state\nrelaxation.",
"arxiv_id": "physics/0409053",
"authors": [
"David Shalloway"
],
"categories": [
"physics.comp-ph",
"physics.chem-ph"
],
"title": "Steady-state relaxation and the first passage time distribution of the generalized master equation",
"url": "https://arxiv.org/abs/physics/0409053"
},
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