Efficient computation of the first passage time distribution of the generalized master equation by steady-state relaxation
- 6 February 2006
- journal article
- Published by AIP Publishing in The Journal of Chemical Physics
- Vol. 124 (5) , 054112
- https://doi.org/10.1063/1.2161211
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 transformKeywords
All Related Versions
This publication has 18 references indexed in Scilit:
- Folding at the speed limitNature, 2003
- Diffusion dynamics, moments, and distribution of first-passage time on the protein-folding energy landscape, with applications to single moleculesPhysical Review E, 2003
- Biomedical implications of protein folding and misfoldingBiotechnology and Applied Biochemistry, 2001
- Topography and Dynamics of Multidimensional Interatomic Potential SurfacesPhysical Review Letters, 1995
- Reaction-rate theory: fifty years after KramersReviews of Modern Physics, 1990
- Diffusion in regular and disordered latticesPhysics Reports, 1987
- From classical dynamics to continuous time random walksJournal of Statistical Physics, 1983
- Derivation of the Continuous-Time Random-Walk EquationPhysical Review Letters, 1980
- Generalized-master-equation theory of excitation transferPhysical Review B, 1974
- Stochastic Transport in a Disordered Solid. I. TheoryPhysical Review B, 1973