Multidimensional master equation and its Monte-Carlo simulation.
J Chem Phys
; 138(8): 084104, 2013 Feb 28.
Article
en En
| MEDLINE
| ID: mdl-23464137
ABSTRACT
We derive an integral form of multidimensional master equation for a markovian process, in which the transition function is obtained in terms of a set of discrete Langevin equations. The solution of master equation, namely, the probability density function is calculated by using the Monte-Carlo composite sampling method. In comparison with the usual Langevin-trajectory simulation, the present approach decreases effectively coarse-grained error. We apply the master equation to investigate time-dependent barrier escape rate of a particle from a two-dimensional metastable potential and show the advantage of this approach in the calculations of quantities that depend on the probability density function.
Texto completo:
1
Colección:
01-internacional
Banco de datos:
MEDLINE
Asunto principal:
Método de Montecarlo
/
Cadenas de Markov
Tipo de estudio:
Health_economic_evaluation
Idioma:
En
Revista:
J Chem Phys
Año:
2013
Tipo del documento:
Article