Interdisciplinary Seminar in Nonlinear Science

Title: On Markov processes and invariance
Speaker: Professor Gregory Ryskin
Speaker Info: Northwestern U.
Brief Description:
Special Note:

An evolution equation is derived for Markov processes without invoking the (erroneous) assumptions traditionally used to derive the Fokker-Planck equation. The new equation differs but slightly from the Fokker-Planck equation; however, it is Galilean-invariant while the Fokker-Planck equation is not. The Master equation is also corrected; in particular, the concept of the transition rate is shown to lack self-consistency.
Date: Friday, April 9, 1999
Time: 2:00pm
Where: Tech M416
Contact Person: Prof. Riecke
Contact email: h-riecke@nwu.edu
Contact Phone: 847-491-8316
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