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Master Equation




In Physics , a master equation is a phenomenological first-order Differential Equation describing the time-evolution of the Probability of a system to occupy each one of a discrete Set of States :

: rac{dP_k}{dt}=\sum_\ell T_{k\ell}P_\ell,

where ''Pk'' is the probability for the system to be in the state ''k'', while the Matrix \scriptstyle T_{\ell k} is filled with a grid of transition-rate Constant s.

In probability theory, this identifies the evolution as a Continuous-time Markov Process , with the integrated master equation obeying a Chapman-Kolmogorov Equation .

Note that

:\sum_{\ell} T_{\ell k} = 0

(i.e. probability is conserved), so the equation may also be written:

: rac{dP_k}{dt}=\sum_\ell(T_{k\ell}P_\ell - T_{\ell k}P_k).

In this form, it closely resembles Liouville's Equation in Classical Mechanics , and Lindblad's Equation in Quantum Mechanics . The master equation exhibits Detailed Balance if each of the terms of the summation disappears separately at equilibrium — ie if, for all states ''k'' and ''ℓ'' having equilibrium probabilities \scriptstyle\pi_k and \scriptstyle\pi_\ell, \scriptstyle T_{k \ell} \pi_\ell = T_{\ell k} \pi_k.

If the matrix \scriptstyle T_{\ell k} is symmetric, ie all the microscopic transition dynamics are state- Reversible so

:T_{k\ell} = T_{\ell k,};

this gives:

: rac{dP_k}{dt}=\sum_\ell T_{k\ell} (P_\ell - P_k).

Many physical problems in Classical , Quantum Mechanics and problems in other sciences, can be reduced to the form of a ''master equation'', thereby performing a great simplification of the problem (see Mathematical Model ).

One generalization of the master equation is the Fokker-Planck Equation which describes the time evolution of a continuous probability distribution.


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