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: Eoin Ó Laighléis (Formerly School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
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.
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