From 16555851b6514a736c5c9d8e73de7da7fc9b6288 Mon Sep 17 00:00:00 2001 From: Prefetch Date: Thu, 20 Oct 2022 18:25:31 +0200 Subject: Migrate from 'jekyll-katex' to 'kramdown-math-sskatex' --- source/know/concept/detailed-balance/index.md | 54 +++++++++++++-------------- 1 file changed, 27 insertions(+), 27 deletions(-) (limited to 'source/know/concept/detailed-balance') diff --git a/source/know/concept/detailed-balance/index.md b/source/know/concept/detailed-balance/index.md index 9745959..b89d5da 100644 --- a/source/know/concept/detailed-balance/index.md +++ b/source/know/concept/detailed-balance/index.md @@ -24,9 +24,9 @@ since all net transition rates are zero. We will focus on the case where both time and the state space are continuous. Given some initial conditions, assume that a component's trajectory can be described -as an [Itō diffusion](/know/concept/ito-calculus/) $X_t$ -with a time-independent drift $f$ and intensity $g$, -and with a probability density $\phi(t, x)$ governed by the +as an [Itō diffusion](/know/concept/ito-calculus/) $$X_t$$ +with a time-independent drift $$f$$ and intensity $$g$$, +and with a probability density $$\phi(t, x)$$ governed by the [forward Kolmogorov equation](/know/concept/kolmogorov-equations/) (in 3D): @@ -37,7 +37,7 @@ $$\begin{aligned} We start by demanding **stationarity**, which is a weaker condition than detailed balance. -We want the probability $P$ of being in an arbitrary state volume $V$ +We want the probability $$P$$ of being in an arbitrary state volume $$V$$ to be constant in time: $$\begin{aligned} @@ -56,11 +56,11 @@ $$\begin{aligned} = - \oint_{\partial V} \big( \vb{u} \phi - D \nabla \phi \big) \cdot \dd{\vb{S}} \end{aligned}$$ -In other words, the "flow" of probability *into* the volume $V$ -is equal to the flow *out of* $V$. +In other words, the "flow" of probability *into* the volume $$V$$ +is equal to the flow *out of* $$V$$. If such a probability density exists, -it is called a **stationary distribution** $\phi(t, x) = \pi(x)$. -Because $V$ was arbitrary, $\pi$ can be found by solving: +it is called a **stationary distribution** $$\phi(t, x) = \pi(x)$$. +Because $$V$$ was arbitrary, $$\pi$$ can be found by solving: $$\begin{aligned} 0 @@ -70,7 +70,7 @@ $$\begin{aligned} Therefore, stationarity means that the state transition rates are constant. To get detailed balance, however, we demand that the transition rates are zero everywhere: -the probability flux through an arbitrary surface $S$ must vanish +the probability flux through an arbitrary surface $$S$$ must vanish (compare to closed surface integral above): $$\begin{aligned} @@ -78,7 +78,7 @@ $$\begin{aligned} = - \int_{S} \big( \vb{u} \phi - D \nabla \phi \big) \cdot \dd{\vb{S}} \end{aligned}$$ -And since $S$ is arbitrary, this is only satisfied if the flux is trivially zero +And since $$S$$ is arbitrary, this is only satisfied if the flux is trivially zero (the above justification can easily be repeated in 1D, 2D, 4D, etc.): $$\begin{aligned} @@ -93,7 +93,7 @@ but fortunately often satisfied in practice. The fact that a system in detailed balance appears "frozen" implies it is **time-reversible**, meaning its statistics are the same for both directions of time. -Formally, given two arbitrary functions $h(x)$ and $k(x)$, +Formally, given two arbitrary functions $$h(x)$$ and $$k(x)$$, we have the property: $$\begin{aligned} @@ -109,9 +109,9 @@ $$\begin{aligned} -- cgit v1.2.3