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New publication: Markov models from the square root approximation of the Fokker–Planck equation

Eigenvectors and eigenvalues of a two dimensional diffusion process estimated by SqRA.

Eigenvectors and eigenvalues of a two dimensional diffusion process estimated by SqRA.
Image Credit: Luca Donati, Marcus Weber and Bettina G. Keller. J. Phys.: Condens. Matter 33 (2021) 115902.

News from Feb 01, 2021

The journal "Journal of Physics: Condensed Matter" has recently published "Markov models from the square root approximation of the Fokker–Planck equation: calculating the grid-dependent flux" by Dr. Luca Donati, PD Dr. Marcus Weber (ZIB) and Prof. Dr. Bettina Keller.

Square Root Approximation (SqRA) is a new method to discretize the Fokker-Planck operator of stochastic processes into a transition rate matrix.
In this work, we provide a detailed description of the underlying theory and several algorithms to implement the method.

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