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Magnus expansions and pseudospectra of Master Equations

2017/01/10 by Iserles, Arieh, MacNamara, Shev
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)

paper · doi:10.48550/arxiv.1701.02522

Abstract

New directions in research on master equations are showcased by example. Magnus expansions, time-varying rates, and pseudospectra are highlighted. Exact eigenvalues are found and contrasted with the large errors produced by standard numerical methods in some cases. Isomerisation provides a running example and an illustrative application to chemical kinetics. We also give a brief example of the totally asymmetric exclusion process.

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