How accurate are the non-linear chemical Fokker-Planck and chemical Langevin equations?

The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order $\Omega^{-3/2}$ for reaction systems which do not obey detailed balance and at least accurate to order $\Omega^{-2}$ for systems obeying detailed balance, where $\Omega$ is the characteristic size of the system. Hence the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order $\Omega^{-1/2}$ and variance estimates accurate to order $\Omega^{-3/2}$. This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.Comment: 39 pages, 3 figures, accepted for publication in J. Chem. Phy

Floquet-Markov description of the parametrically driven, dissipative harmonic quantum oscillator

Using the parametrically driven harmonic oscillator as a working example, we study two different Markovian approaches to the quantum dynamics of a periodically driven system with dissipation. In the simpler approach, the driving enters the master equation for the reduced density operator only in the Hamiltonian term. An improved master equation is achieved by treating the entire driven system within the Floquet formalism and coupling it to the reservoir as a whole. The different ensuing evolution equations are compared in various representations, particularly as Fokker-Planck equations for the Wigner function. On all levels of approximation, these evolution equations retain the periodicity of the driving, so that their solutions have Floquet form and represent eigenfunctions of a non-unitary propagator over a single period of the driving. We discuss asymptotic states in the long-time limit as well as the conservative and the high-temperature limits. Numerical results obtained within the different Markov approximations are compared with the exact path-integral solution. The application of the improved Floquet-Markov scheme becomes increasingly important when considering stronger driving and lower temperatures.Comment: 29 pages, 7 figure

Adaptive finite element method assisted by stochastic simulation of chemical systems

Stochastic models of chemical systems are often analysed by solving the corresponding\ud Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability\ud distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with non-negligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the probability density

An accurate scheme to solve cluster dynamics equations using a Fokker-Planck approach

We present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that particular care has to be taken to discretize the advection part of the Fokker-Planck equation, in order to avoid distortions of the distribution due to numerical diffusion. For this purpose we use the Kurganov-Noelle-Petrova scheme coupled with the monotonicity-preserving reconstruction MP5, which leads to very accurate results. The interest of the method is highlighted on the case of loop coarsening in aluminum. We show that the choice of the models to describe the energetics of loops does not significantly change the normalized loop distribution, while the choice of the models for the absorption coefficients seems to have a significant impact on it

A functional calculus for the magnetization dynamics

A functional calculus approach is applied to the derivation of evolution equations for the moments of the magnetization dynamics of systems subject to stochastic fields. It allows us to derive a general framework for obtaining the master equation for the stochastic magnetization dynamics, that is applied to both, Markovian and non-Markovian dynamics. The formalism is applied for studying different kinds of interactions, that are of practical relevance and hierarchies of evolution equations for the moments of the distribution of the magnetization are obtained. In each case, assumptions are spelled out, in order to close the hierarchies. These closure assumptions are tested by extensive numerical studies, that probe the validity of Gaussian or non--Gaussian closure Ans\"atze.Comment: 17 pages, 5 figure

Phase Space Representation for Open Quantum Systems within the Lindblad Theory

The Lindblad master equation for an open quantum system with a Hamiltonian containing an arbitrary potential is written as an equation for the Wigner distribution function in the phase space representation. The time derivative of this function is given by a sum of three parts: the classical one, the quantum corrections and the contribution due to the opening of the system. In the particular case of a harmonic oscillator, quantum corrections do not exist.Comment: 19 pages, Latex, accepted for publication in Int. J. Mod. Phys.

Velocity-Dependent Friction and Diffusion for Grains in Neutral Gases, Dusty Plasmas and Active Systems

A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g., cells in biological systems) is suggested on the basis of the appropriate Fokker-Planck equation. Restrictions for application of the Fokker-Planck equation to the problem of velocity-dependent friction and diffusion coefficients are found. General description for this coefficient is formulated on the basis of master equation. Relation of the diffusion coefficient in the coordinate and velocity spaces is found for active (capable to transfer momentum to the ambient media) and passive particles in the framework of the Fokker-Planck equation. The problem of anomalous space diffusion is formulated on the basis of the appropriate probability transition (PT) function. The method of partial differentiation is avoided to construct the correct probability distributions for arbitrary distances, what is important for applications to different stochastic problems. Generale equation for time-dependent PT function is formulated and discussed. Generalized friction in the velocity space is determined and applied to describe the friction force itself as well as the drag force in the case of a non-zero driven ion velocity in plasmas. The negative friction due to ion scattering on grains exists and can be realized for the appropriate experimental conditions.Comment: 21 page

Interrelations between Stochastic Equations for Systems with Pair Interactions

Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived, starting from a master equation for the state space: First, general mean value and (co)variance equations. Second, Boltzmann-like equations. Third, a master equation for the configuration space allowing transition rates which depend on the occupation numbers of the states. Fourth, a Fokker-Planck equation and a ``Boltzmann-Fokker-Planck equation''. The interrelations of these equations and the conditions for their validity are worked out clearly. A procedure for a selfconsistent solution of the nonlinear equations is proposed. Generalizations to interactions between an arbitrary number of systems are discussed.Comment: For related work see http://www.theo2.physik.uni-stuttgart.de/helbing.htm