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1995•Journal of Physics A Mathematical and GeneralOpen access

A test for two Fokker-Planck modellings of a master equation

Miguel A. Muñoz, Pedro L. Garrido

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Abstract

The kind of two Fokker-Planck equation modellings of a non-equilibrium system, defined by a two-variable master equation, is studied. We compute explicitly their associated stationary potentials in the weak noise limit, and we compare them with the exact one coming from the master equation. We Find that a recently proposed Fokker-Planck equation is far better than the other coming from the commonly used Kramers-Moyal expansion.

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The kind of two Fokker-Planck equation modellings of a non-equilibrium system, defined by a two-variable master equation, is studied. We compute explicitly their associated stationary potentials in the weak noise limit, and we compare them with the exact one coming from the master equation. We Find that a recently proposed Fokker-Planck equation is far better than the other coming from the commonly used Kramers-Moyal expansion.

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Available abstract

The kind of two Fokker-Planck equation modellings of a non-equilibrium system, defined by a two-variable master equation, is studied. We compute explicitly their associated stationary potentials in the weak noise limit, and we compare them with the exact one coming from the master equation. We Find that a recently proposed Fokker-Planck equation is far better than the other coming from the commonly used Kramers-Moyal expansion.

Key concepts: Fokker–Planck equation, Master equation, Limit (mathematics), Physics, Mathematical physics, Statistical physics, Noise (video), Partial differential equation

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