Quasicontinuum Fokker-Planck equation.
Building on the work [C. R. Doering, P. S. Hagan, and P. Rosenau, Phys. Rev. A 36, 985 (1987)] we present a regularized Fokker-Planck equation for discrete-state systems with more accurate short-time behavior than its standard, Kramers-Moyal counterpart. This regularization leads to a quasicontinuum Fokker-Planck equation with several key features: it preserves crucial aspects of state-space discreteness ordinarily lost in the standard Kramers-Moyal expansion; it is well posed, and it is more amenable to analytical and numerical tools currently available for continuum systems. In order to expose the basic idea underlying the regularization, it suffices for us to focus on two simple problems--the chemical reaction kinetics of a one-component system and a two-dimensional symmetric random walk on a square lattice. We then describe the path to applying this approach to more complex, discrete-state stochastic systems.
Alexander
Francis J
FJ
Los Alamos National Laboratory, Los Alamos, New Mexico 87545, USA.
Rosenau
Philip
P
D007700:Kinetics; D008956:Models, Chemical; D013269:Stochastic Processes