Work

Efficient computation of the first passage time distribution of the generalized master equation by steady-state relaxation

Year: 2006

Type: article

Abstract: The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation data. The computation of the mean first passage time and additional low-order FPTD moments can be simplified by directly relating the FPTD moment generating function to the moments of the local FPTD matrix. This relationship can be physically interpreted in terms of steady-state relaxation, an extension of steady-state flow. Moreover, it is amenable to a statistical error analysis that can be used to significantly increase computational efficiency. The efficiency improvement can be extended to the FPTD itself by modelling it using a gamma distribution or rational function approximation to its Laplace transform.

Source: The Journal of Chemical Physics

DOI: 10.1063/1.2161211

Authors: David Shalloway, Anton K. Faradjian

Institution: Cornell University

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Institutes of Health, National Institute of General Medical Sciences

Award: Long Time Dynamics of Biomolecules