Multidimensional master equation and its Monte-Carlo simulation

Juan Pang1, Zhan-Wu Bai, Jing-Dong Bao

  • 1Department of Physics, Beijing Normal University, Beijing 100875, People's Republic of China.

Summary

We developed a new integral master equation method for Markovian processes. This approach improves accuracy in calculating probability density functions and reduces errors compared to standard simulations.

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