A two-state system is first modelled as a discrete-time Markov chain (Chapter 8)
PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Thermal, Statistical & Complex Systems · Non-equilibrium statistical mechanics and stochastic thermodynamics
Error, Chance and the Machine, Ch Random processes in continuous time
Problem
A two-state system is first modelled as a discrete-time Markov chain (Chapter 8), sampled every Δt=10μs, with one-step transition probabilities P12=0.006 and P21=0.014 (and P11=1−P12, P22=1−P21). For a two-state chain, the eigenvalue other than 1 of the transition matrix is λ2=1−P12−P21, and the chain's population difference from equilibrium decays as λ2n after n steps, so λ2 sets the relaxation rate (Chapter 8).
((a)) Find the continuous-time rates k12=P12/Δt and k21=P21/Δt, and hence the master equation's relaxation rate and relaxation time for the corresponding two-state generator.
((b)) Compute the number of steps n1/e=−1/lnλ2 for the discrete chain's population difference to fall by a factor e, and compare n1/eΔt with the continuous relaxation time of part (a).
((c)) Find the equilibrium probabilities π1 and π2 of the two states.
((d)) Treating the two states as two potential wells with πi∝e−Ei/kBT at T=300K, the discrete analogue of the Boltzmann distribution that solves the stationary Fokker-Planck equation, find E2−E1 in electronvolts (1eV=1.602×10−19J).