Edinburgh Research Explorer

An alternative route to the system-size expansion

Research output: Contribution to journalArticle

Related Edinburgh Organisations

Open Access permissions



  • Download as Adobe PDF

    Accepted author manuscript, 313 KB, PDF document

    Licence: Creative Commons: Attribution (CC-BY)

Original languageEnglish
Article number395003
Number of pages15
JournalJournal of Physics A: Mathematical and Theoretical
Issue number39
Publication statusPublished - 4 Sep 2017


The master equation is rarely exactly solvable and hence various means of approximation have been devised. A popular systematic approximation method is the system-size expansion which approximates the master equation by a generalised Fokker-Planck equation. Here we first review the use of the expansion by applying it to a simple chemical system. The example shows that the solution of the generalised Fokker-Planck equation obtained from the expansion is generally not positive definite and hence cannot be interpreted as a probability density function. Based on this observation, one may also a priori conclude that moments calculated from the solution of the generalised Fokker-Planck equation are not accurate; however calculation shows these moments to be in good agreement with those obtained from the exact solution of the master equation. We present an alternative simpler derivation which directly leads to the same moments as the system-size expansion but which bypasses the use of generalised Fokker-Planck equations, thus circumventing the problem with the probabilistic interpretation of the solution of these equations.

    Research areas

  • master equations, stochastic, system-size expansion

Download statistics

No data available

ID: 44028218