The Kramers-Moyal expansion

Statistical Physics and Complexity Group meeting

The Kramers-Moyal expansion

  • Event time: 11:30am until 12:30pm
  • Event date: 13th February 2019
  • Speaker: (School of Physics & Astronomy, University of Edinburgh)
  • Location: Room 2511,

Event details

The Kramers-Moyal expansion is a very useful tool for obtaining equations for the evolution of stochastic variables given a master equation formulism. In this talk, I will derive the Kramers-Moyal expansion and discuss when the truncation of this expansion to a Fokker-Planck equation is valid. I will then give a few examples of simple systems where the Kramers-Moyal approximation can be used.