6533b856fe1ef96bd12b1e12
RESEARCH PRODUCT
Path-wise versus kinetic modeling for equilibrating non-Langevin jump-type processes
Vladimir A. StephanovichPiotr GarbaczewskiMariusz ŻAbasubject
Direct solution methodStatistical Mechanics (cond-mat.stat-mech)PhysicsQC1-999cauchy driverGeneral Physics and AstronomyFOS: Physical sciencesmaster equationProbability density functionlévy processesKinetic energynon-langevin modellinggillespie’s algorithmLévy processboltzmann equilibriumThermalMaster equationJumpStatistical analysisStatistical physicsCondensed Matter - Statistical Mechanicspath-wise modellingMathematicsdescription
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 $\rho (x,t)$. 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 $\rho (x,t)$. 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.
year | journal | country | edition | language |
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2014-01-01 |