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