Dynamical symmetries of stochastic processes

R. D. Levine*, C. E. Wulfman

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

The matrix master equation governing the time evolution of probabilities for a system in disequilibrium is rewritten as a linear differential equation. The (time-dependent) constraints to be used in the maximum entropy formalism so as to obtain an exact solution of the master equation are identified. They are shown to be the generators of entropy production. The Lie symmetries of the differential equation can be utilized much as in the case of Hamiltonian time evolution.

Original languageEnglish
Pages (from-to)253-256
Number of pages4
JournalChemical Physics Letters
Volume113
Issue number3
DOIs
StatePublished - 18 Jan 1985

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