A contracted path integral solution of the discrete master equation

DOI10.1016/0375-9601(94)90085-XMaRDI QIDQ1965094zbMATH OpenFDO

Authors Dirk Helbing

Publication date 6 February 2000

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9805168

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: A new representation of the exact time dependent solution of the discrete master equation is derived. This representation can be considered as contraction of the path integral solution of Haken. It allows the calculation of the probability distribution of the occurence time for each path and is suitable as basis of new computational solution methods.

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(2)

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