The Kramers–Moyal expansion of the master equation that describes human migration in a bounded domain

Abstract

It is known in quantitative sociodynamics that human migration in a bounded domain can be described by a nonlinear integro-partial differential equation, which is called the master equation. This equation has its origin in statistical physics. At a physical level of rigor we can formally expand the nonlinear integral operator contained in the master equation into an infinite series whose terms are nonlinear partial differential operators. The infinite series thus obtained is called the Kramers–Moyal expansion. The purpose of this paper is to give a mathematical justification of this formal expansion.