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Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation using orthogonal polynomials. The solution is given in two alternative formulations: a series with continuous and a series with discrete support both of which can be systematically truncated. While both approximations satisfy the system size expansion of the master equation, the continuous distribution approximations become increasingly negative and tend to oscillations with increasing truncation order. In contrast, the discrete approximations rapidly converge to the underlying non-Gaussian distributions. The theory is shown to lead to particularly simple analytical expressions for the probability distributions of molecule numbers in metabolic reactions and gene expression systems.
We examine the effectiveness of assuming an equal probability for states far from equilibrium. For this aim, we propose a method to construct a master equation for extensive variables describing non-stationary nonequilibrium dynamics. The key point o
We study the coarse-graining approach to derive a generator for the evolution of an open quantum system over a finite time interval. The approach does not require a secular approximation but nevertheless generally leads to a Lindblad-Gorini-Kossakows
In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of such para
It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this is not th
More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics. We demonstr