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Interrelations between stochastic equations for systems with pair interactions

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  • Helbing, Dirk

Abstract

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 interractions of these equations and the conditions for their validity are worked out clearly. A procedure for a self-consistent solution of the nonlinear equations is proposed. Generalizations to interactions between an arbitrary number of systems are discussed.

Suggested Citation

  • Helbing, Dirk, 1992. "Interrelations between stochastic equations for systems with pair interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 181(1), pages 29-52.
    • Handle: RePEc:eee:phsmap:v:181:y:1992:i:1:p:29-52
    DOI: 10.1016/0378-4371(92)90195-V
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