Master equation — The information gain minimum approximation

Research paper by W. Jaworski, A. Kociszewski

Indexed on: 01 Jun '87Published on: 01 Jun '87Published in: Zeitschrift für Physik B Condensed Matter


Approximate time-dependent solutions of a master equation having unique stationary solution can be obtained by minimizing the information gain functional subject to constraints for mean values of a number of chosen observables. We study mathematical properties of such an approximation. We find the region of applicability, prove that the approximate solutions are globally asymptotically stable, and show how the approximation is related to some exact integrodifferential equation governing the time evolution of the mean values of the chosen observables.