# Paul Tupper : A Framework for Modelling and Simulating Systems Satisfying Detailed Balance

We propose a framework for modelling stochastic systems which satisfy detailed balance (or in other terminology, time-reversibility). Rather than specifying the dynamics through a state-dependent drift and diffusion coefficients, we specify an equilibrium probability density and a state-dependent diffusion coefficient. We argue that our framework is more natural from the modelling point of view and has a distinct advantage in situations where either the equilibrium probability density or the diffusion coefficient is discontinuous. We introduce a numerical method for simulating dynamics in our framework that samples from the equilibrium probability density exactly and elegantly handles discontinuities in the coefficients. This is joint work with Xin Yang.

**Category**: Probability**Duration**: 01:38:21**Date**: September 27, 2012 at 4:25 PM**Views**: 108-
**Tags:**seminar, Probability Seminar

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