Interrelations between Stochastic Equations for Systems with Pair Interactions

Details Interrelations between Stochastic Equations for Systems with Pair Interactions Interrelations between Stochastic Equations for Systems with Pair Interactions

1998-05-20

arxiv.org/abs/cond-mat/9805256v1

Physica A 181, 29-52 (1992)

Physics

Condensed Matter

Statistical Mechanics

For related work see http://www.theo2.physik.uni-stuttgart.de/helbing.html

Scientific paper

10.1016/0378-4371(92)90195-V

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.

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