2019
DOI: 10.1103/physreve.99.032117
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Physically consistent numerical solver for time-dependent Fokker-Planck equations

Abstract: We present a simple thermodynamically consistent method for solving time-dependent Fokker-Planck equations (FPE) for over-damped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state behavior and allows for computations of momentgenerating and large-deviation functions of observables defined along stochastic trajectories, such as the fluctuating particle current, heat and work. The key strategy is to approximate the FPE by a Master equation with transition rates… Show more

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Cited by 38 publications
(53 citation statements)
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“…We solve this formula numerically using the method described in Refs. [71,72]. The steady state value of the transition rate predicted using Bullerjahn's method reads…”
Section: Long-time Behavior and Kramers' Methodsmentioning
confidence: 99%
“…We solve this formula numerically using the method described in Refs. [71,72]. The steady state value of the transition rate predicted using Bullerjahn's method reads…”
Section: Long-time Behavior and Kramers' Methodsmentioning
confidence: 99%
“…The term F ( r ) = −∇ U , where U is the pseudo-potential obtained from experiment data, the pseudo-temperature T was set as , where k B is the Boltzmann constant. With these inputs, we solved the equations numerically 40 .…”
Section: Methodsmentioning
confidence: 99%
“…Numerical integration of these equations yields trajectories of the stochastic process that bare complete information about its dynamics and energetics. Furthermore, for overdamped systems, the continuous state-space can be discretized in a thermodynamically consistent way [42]. Then the Fokker-Planck equation transforms into a matrix Master equation, which can be solved numerically by evaluation of the (time ordered) matrix exponential.…”
Section: Continuous State Spacementioning
confidence: 99%
“…and similarly for w out (t). At long times the PDF ρ(w out , q in ) can be approximated using the so-called large deviation theory [42,50]. Specifically, this theory postulates that up to sub-exponential contributions the PDF is given by…”
Section: Heat and Work In Steady-state Heat Enginesmentioning
confidence: 99%