Equation (14) can also be obtained more directly by noting that the equilibrium distribution P(a) = G(a) must satisfy (6). \*\*) This is of course only correct because we have chosen the special form (6) for the Fokker-Planck equation.
Derivation of the phenomenological equations from the master equation: I. Even variables only
โ Scribed by N.G. Van Kampen
- Publisher
- Elsevier Science
- Year
- 1957
- Weight
- 672 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0031-8914
No coin nor oath required. For personal study only.
โฆ Synopsis
Instituut voor theoretische fysica, Rijksuniversiteit te Utrecht, Nederland
Synopsis
The 'master equation' describes the behaviour of a macroscopic system in terms of a time dependent probability distribution. It is here shown that, if the initial distribution is concentrated in a small region, it moves toward equilibrium without spreading. Thus the stochastic process described by the master equation is observed as a deterministic process by an observer whose observations are too coarse to observe the fluctuations. This is the process t;o which the usual phenomenological equations refer. With the aid of appropriate approximations one finds in this way the well-known linear regression equations, including Onsager's reciprocal relations. *) Originally it was called 'microscopic reversibility' 8), but this name is somewhat confusing, because (4) does not involve microscopic quantities, nor is it identical with -although a consequence of -the time reversibility of the microscopic equations of motion.
๐ SIMILAR VOLUMES
The present work consist of two parts: In the first part we apply the method of quasilinearization to the differential equation describing the time development of the quantum-mechanical probability density. In this way we derive the master equation without resorting to perturbation theory. In the se