Finite sampling interval effects in Kramers-Moyal analysis

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 373, Issue 41, 2009, Pages 3705-3709

  Lade, Steven J ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Adjoint operator; Finite sampling interval; Fokker Planck equation; Kramers Moyal coefficients; Molecular motors; Tethered diffusion

Indexed keywords

BIOMIMETICS; NUMERICAL METHODS; STOCHASTIC SYSTEMS;

ADJOINT OPERATORS; BIOLOGICALLY INSPIRED; FINITE SAMPLING; KRAMERS-MOYAL COEFFICIENTS; MOLECULAR MOTORS; NON-STOCHASTIC; NUMERICAL ACCURACY; SAMPLING INTERVAL;

FOKKER PLANCK EQUATION;

EID: 70149115226     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2009.08.029     Document Type: Article

References (27)

1. Friedrich R., Siegert S., Peinke J., Lück S., Siefert M., Lindemann M., Raethjen J., Deuschl G., and Pfister G. Phys. Lett. A 271 (2000) 217
2. Kriso S., Peinke J., Friedrich R., and Wagner P. Phys. Lett. A 299 2-3 (2002) 287
3. Risken H. The Fokker-Planck Equation: Methods of Solution and Applications (1984), Springer-Verlag, Berlin
4. Kuusela T. Phys. Rev. E 69 3 (2004) 031916
5. Friedrich R., Peinke J., and Renner C. Phys. Rev. Lett. 84 22 (2000) 5224
6. Ghasemi F., Sahimi M., Peinke J., Friedrich R., Jafari G.R., and Tabar M.R.R. Phys. Rev. E 75 6 (2007) 060102R
7. Friedrich R., and Peinke J. Phys. Rev. Lett. 78 5 (1997) 863
8. Renner C., Peinke J., and Friedrich R. J. Fluid Mech. 433 (2001) 383
9. Gradišek J., Siegert S., Friedrich R., and Grabec I. Phys. Rev. E 62 3 (2000) 3146
10. Sura P., and Barsugli J. Phys. Lett. A 305 5 (2002) 304
11. Ragwitz M., and Kantz H. Phys. Rev. Lett. 87 25 (2001) 254501
12. Friedrich R., Renner C., Siefert M., and Peinke J. Phys. Rev. Lett. 89 14 (2002) 149401
13. Ragwitz M., and Kantz H. Phys. Rev. Lett. 89 14 (2002) 149402
14. Kleinhans D., Friedrich R., Nawroth A., and Peinke J. Phys. Lett. A 346 1-3 (2005) 42
15. Kleinhans D., and Friedrich R. Phys. Lett. A 368 (2007) 194
16. Burgess S., Walker M., Wang F., Sellers J.R., White H.D., Knight P.J., and Trinick J. J. Cell Biol. 159 6 (2002) 983
17. Dunn A.R., and Spudich J.A. Nature Struct. Mol. Biol. 14 (2007) 246
18. Shiroguchi K., and Kinosita Jr. K. Science 316 5828 (2007) 1208
19. Vilfan A. Biophys. J. 88 6 (2005) 3792
20. Zwanzig R. Nonequilibrium Statistical Mechanics (2001), Oxford University Press, New York
21. Gottschall J., and Peinke J. New J. Phys. 10 8 (2008) 083034
22. Raible M., and Engel A. Appl. Organometal. Chem. 18 (2004) 536
23. S.J. Lade, Geometric and projection effects in Kramers-Moyal analysis, Phys. Rev. E, in press
24. Farahpour F., Eskandari Z., Bahraminasab A., Jafari G., Ghasemi F., Sahimi M., and Reza Rahimi Tabar M. Physica A 385 2 (2007) 601
25. Kimiagar S., Jafari G.R., and Tabar M.R.R. J. Stat. Mech. (2008) 02010
26. Jafari G.R., Fazeli S.M., Ghasemi F., Vaez Allaei S.M., Reza Rahimi Tabar M., Irajizad A., and Kavei G. Phys. Rev. Lett. 91 22 (2003) 226101
27. Kloeden P.E., and Platen E. Numerical Solution of Stochastic Differential Equations (1992), Springer-Verlag, Berlin