Namespace stochastic

namespace stochastic

Functions

void master_equation(double *derivs, const double *transition_matrix, const double *current_state, const size_t dim)

Evaluates the derivatives of the master equation given a transition matrix.

The master equation is simply a linear system of ODEs, with coefficients described by the transition matrix. \(\frac{\textup{d}x}{\textup{d}t}=Wx\)

Parameters

• derivs: the master equation derivatives [length dim]
• transition_matrix: the [dim x dim] transition matrix (row-major) \(W\)
• current_state: values of the state vector \(x\)