Master Equation
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Master Equation
In physics, chemistry and related fields, master equations are used to describe the time evolution of a system that can be modelled as being in a probabilistic combination of states at any given time and the switching between states is determined by a transition rate matrix. The equations are a set of differential equations – over time – of the probabilities that the system occupies each of the different states. Introduction A master equation is a phenomenological set of first-order differential equations describing the time evolution of (usually) the probability of a system to occupy each one of a discrete set of states with regard to a continuous time variable ''t''. The most familiar form of a master equation is a matrix form: : \frac=\mathbf\vec, where \vec is a column vector (where element ''i'' represents state ''i''), and \mathbf is the matrix of connections. The way connections among states are made determines the dimension of the problem; it is either *a d ...
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Physics
Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which relates to the order of nature, or, in other words, to the regular succession of events." Physics is one of the most fundamental scientific disciplines, with its main goal being to understand how the universe behaves. "Physics is one of the most fundamental of the sciences. Scientists of all disciplines use the ideas of physics, including chemists who study the structure of molecules, paleontologists who try to reconstruct how dinosaurs walked, and climatologists who study how human activities affect the atmosphere and oceans. Physics is also the foundation of all engineering and technology. No engineer could design a flat-screen TV, an interplanetary spacecraft, or even a better mousetrap without first understanding the basic laws of physic ...
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Chapman–Kolmogorov Equation
In mathematics, specifically in the theory of Markovian stochastic processes in probability theory, the Chapman–Kolmogorov equation(CKE) is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process. The equation was derived independently by both the British mathematician Sydney Chapman and the Russian mathematician Andrey Kolmogorov. CKE prominently used in recent Variational Bayesian methods. Mathematical description Suppose that is an indexed collection of random variables, that is, a stochastic process. Let :p_(f_1,\ldots,f_n) be the joint probability density function of the values of the random variables ''f''1 to ''fn''. Then, the Chapman–Kolmogorov equation is :p_(f_1,\ldots,f_)=\int_^p_(f_1,\ldots,f_n)\,df_n i.e. a straightforward marginalization over the nuisance variable. (Note that nothing yet has been assumed about the temporal (or any other) ordering of the random variables—the above equation applies ...
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System Size Expansion
The system size expansion, also known as van Kampen's expansion or the Ω-expansion, is a technique pioneered by Nico van Kampenvan Kampen, N. G. (2007) "Stochastic Processes in Physics and Chemistry", North-Holland Personal Library used in the analysis of stochastic processes. Specifically, it allows one to find an approximation to the solution of a master equation with nonlinear transition rates. The leading order term of the expansion is given by the linear noise approximation, in which the master equation is approximated by a Fokker–Planck equation with linear coefficients determined by the transition rates and stoichiometry of the system. Less formally, it is normally straightforward to write down a mathematical description of a system where processes happen randomly (for example, radioactive atoms randomly decay in a physical system, or genes that are expressed stochastically in a cell). However, these mathematical descriptions are often too difficult to solve for the study ...
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Continuous Probability Distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that the coin is fair). Examples of random phenomena include the weather conditions at some future date, the height of a randomly selected person, the fraction of male students in a school, the results of a survey to be conducted, etc. Introduction A probability distribution is a mathematical description of the probabilities of events, subsets of the sample space. The sample space, often denoted by \Omega, is the set of all possible outcomes of a random phe ...
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Fokker–Planck Equation
In statistical mechanics, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as well. It is named after Adriaan Fokker and Max Planck, who described it in 1914 and 1917. It is also known as the Kolmogorov forward equation, after Andrey Kolmogorov, who independently discovered it in 1931. When applied to particle position distributions, it is better known as the Smoluchowski equation (after Marian Smoluchowski), and in this context it is equivalent to the convection–diffusion equation. The case with zero diffusion is the continuity equation. The Fokker–Planck equation is obtained from the master equation through Kramers–Moyal expansion. The first consistent microscopic derivation of the Fokker–Planck equation in the single schem ...
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Quantum Coherence
In physics, two wave sources are coherent if their frequency and waveform are identical. Coherence is an ideal property of waves that enables stationary (i.e., temporally or spatially constant) interference. It contains several distinct concepts, which are limiting cases that never quite occur in reality but allow an understanding of the physics of waves, and has become a very important concept in quantum physics. More generally, coherence describes all properties of the correlation between physical quantities of a single wave, or between several waves or wave packets. Interference is the addition, in the mathematical sense, of wave functions. A single wave can interfere with itself, but this is still an addition of two waves (see Young's slits experiment). Constructive or destructive interference are limit cases, and two waves always interfere, even if the result of the addition is complicated or not remarkable. When interfering, two waves can add together to create a wave of g ...
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Density Matrix
In quantum mechanics, a density matrix (or density operator) is a matrix that describes the quantum state of a physical system. It allows for the calculation of the probabilities of the outcomes of any measurement performed upon this system, using the Born rule. It is a generalization of the more usual state vectors or wavefunctions: while those can only represent pure states, density matrices can also represent ''mixed states''. Mixed states arise in quantum mechanics in two different situations: first when the preparation of the system is not fully known, and thus one must deal with a statistical ensemble of possible preparations, and second when one wants to describe a physical system which is entangled with another, without describing their combined state. Density matrices are thus crucial tools in areas of quantum mechanics that deal with mixed states, such as quantum statistical mechanics, open quantum systems, quantum decoherence, and quantum information. Definition and ...
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Lindblad Equation
In quantum mechanics, the Gorini–Kossakowski–Sudarshan–Lindblad equation (GKSL equation, named after Vittorio Gorini, Andrzej Kossakowski, George Sudarshan and Göran Lindblad), master equation in Lindblad form, quantum Liouvillian, or Lindbladian is one of the general forms of Markovian and time-homogeneous master equations describing the (in general non-unitary) evolution of the density matrix that preserves the laws of quantum mechanics (i.e., is trace-preserving and completely positive for any initial condition). The Schrödinger equation is a special case of the more general Lindblad equation, which has led to some speculation that quantum mechanics may be productively extended and expanded through further application and analysis of the Lindblad equation. The Schrödinger equation deals with state vectors, which can only describe pure quantum states and are thus less general than density matrices, which can describe mixed states as well. Motivation In the ...
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Mathematical Model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used in the natural sciences (such as physics, biology, earth science, chemistry) and engineering disciplines (such as computer science, electrical engineering), as well as in non-physical systems such as the social sciences (such as economics, psychology, sociology, political science). The use of mathematical models to solve problems in business or military operations is a large part of the field of operations research. Mathematical models are also used in music, linguistics, and philosophy (for example, intensively in analytic philosophy). A model may help to explain a system and to study the effects of different components, and to make predictions about behavior. Elements of a mathematical model Mathematical models can take many forms, including dynamical systems, statisti ...
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Quantum Mechanics
Quantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including quantum chemistry, quantum field theory, quantum technology, and quantum information science. Classical physics, the collection of theories that existed before the advent of quantum mechanics, describes many aspects of nature at an ordinary (macroscopic) scale, but is not sufficient for describing them at small (atomic and subatomic) scales. Most theories in classical physics can be derived from quantum mechanics as an approximation valid at large (macroscopic) scale. Quantum mechanics differs from classical physics in that energy, momentum, angular momentum, and other quantities of a bound system are restricted to discrete values ( quantization); objects have characteristics of both particles and waves (wave–particle duality); and there are limits to ...
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Classical Mechanics
Classical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery, and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classical mechanics, if the present state is known, it is possible to predict how it will move in the future (determinism), and how it has moved in the past (reversibility). The earliest development of classical mechanics is often referred to as Newtonian mechanics. It consists of the physical concepts based on foundational works of Sir Isaac Newton, and the mathematical methods invented by Gottfried Wilhelm Leibniz, Joseph-Louis Lagrange, Leonhard Euler, and other contemporaries, in the 17th century to describe the motion of bodies under the influence of a system of forces. Later, more abstract methods were developed, leading to the reformulations of classical mechanics known as Lagrangian mechanics and Hamiltonian mechanics. These advances, ma ...
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Onsager Reciprocal Relations
In thermodynamics, the Onsager reciprocal relations express the equality of certain ratios between flows and forces in thermodynamic systems out of equilibrium, but where a notion of local equilibrium exists. "Reciprocal relations" occur between different pairs of forces and flows in a variety of physical systems. For example, consider fluid systems described in terms of temperature, matter density, and pressure. In this class of systems, it is known that temperature differences lead to heat flows from the warmer to the colder parts of the system; similarly, pressure differences will lead to matter flow from high-pressure to low-pressure regions. What is remarkable is the observation that, when both pressure and temperature vary, temperature differences at constant pressure can cause matter flow (as in convection) and pressure differences at constant temperature can cause heat flow. Perhaps surprisingly, the heat flow per unit of pressure difference and the density (matter) flo ...
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