Dynamics of the Chemical Master Equation, a strip of chains of equations in d-dimensional space

Abstract

We investigate the multi-chain version of the Chemical Master Equation, when there are transitions between different states inside the long chains, as well as transitions between (a few) different chains. In the discrete version, such a model can describe the connected diffusion processes with jumps between different types. We apply the Hamilton-Jacobi equation to solve some aspects of the model. We derive exact {(in the limit of infinite number of particles)} results for the dynamic of the maximum of the distribution and the variance of distribution.