The Kramers-Moyal expansion for electrochemical stochastic diffusion

Abstract

It is proved that there is a general stochastic equation, according to which any random process in the transient mode can be presented by spatially homogeneous Kramers-Moyal expansion. In the electrochemical stochastic diffusion, an integral of the fluctuation component of electrode potential over the time plays the role of spatial coordinate. Based on these two facts, we derived a spatially homogeneous Kramers-Moyal expansion for the propagator of electrochemical stochastic diffusion. By using the limiting transition to long observation times, we obtained a time and spatially homogeneous asymptotic Kramers-Moyal expansion for the propagator of asymmetric non-Gaussian electrochemical stochastic diffusion. Under the conditions of Gaussian electrochemical noise, the asymptotic Kramers-Moyal expansion turns into the Einstein stochastic diffusion equation. The method of determining time and spatially homogeneous asymptotic Kramers-Moyal expansion for the propagator of asymmetric non-Gaussian electrochemical stochastic diffusion may be useful in the stochastic theory of slow electrochemical discharge and in the electrochemical noise diagnostics.