Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative $\alpha $-stable noises (Q2049852): Difference between revisions

Latest revision as of 11:27, 26 July 2024

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English	Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative $\alpha $-stable noises	scientific article

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title

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative $\alpha $-stable noises (English)

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Applied Mathematical Modelling

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publication date

27 August 2021

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full work available at URL

https://arxiv.org/abs/1811.05610

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zbMATH Keywords

finite difference scheme

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$\alpha$-stable process

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nonlocal Fokker-Planck equation

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Zakai equation

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MaRDI profile type

MaRDI publication profile

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cites work

<i>α</i>-stable noise-induced coherence on a spatially extended Fitzhugh–Nagumo system

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Stochastic basins of attraction for metastable states

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Capacity Bounds for Additive Symmetric $\alpha $ -Stable Noise Channels

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Q2930843

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Invariant measures and symmetry property of Lévy type operators

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Path integral solutions of the governing equation of SDEs excited by Lévy white noise

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Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises

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Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise

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A mixed SOC-turbulence model for nonlocal transport and Lévy-fractional Fokker-Planck equation

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Generalized Fokker-Planck equation: derivation and exact solutions

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Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions

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Finite difference approximations for two-sided space-fractional partial differential equations

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Numerical Methods for the Fractional Laplacian: A Finite Difference-Quadrature Approach

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Numerical solution of the space fractional Fokker-Planck equation.

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Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

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An efficient Chebyshev-tau method for solving the space fractional diffusion equations

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Fokker-Planck equation driven by asymmetric Lévy motion

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Q2790509

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Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise

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Nonlinear filtering of stochastic dynamical systems with Lévy noises

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Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

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Lévy Processes and Stochastic Calculus

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Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift

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Stochastic resonance in the fractional Langevin equation driven by multiplicative noise and periodically modulated noise

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Quadrature methods for periodic singular and weakly singular Fredholm integral equations

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Maximum principles for nonlocal parabolic Waldenfels operators

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Applied stochastic control of jump diffusions

0 references

Identifiers

zbMATH Open document ID

1481.65027

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DOI

10.1016/j.apm.2020.06.031

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2049852

@@ Property / arXiv ID @@
+.05610
@@ Property / arXiv ID: 1811.05610 / rank @@
+Normal rank
@@ Property / cites work @@
+<i>α</i>-stable noise-induced coherence on a spatially extended Fitzhugh–Nagumo system
+Normal rank
@@ Property / cites work @@
+Stochastic basins of attraction for metastable states
+Normal rank
@@ Property / cites work @@
+Capacity Bounds for Additive Symmetric $\alpha $ -Stable Noise Channels
+Normal rank
@@ Property / cites work @@
+Q2930843
@@ Property / cites work: Q2930843 / rank @@
+Normal rank
@@ Property / cites work @@
+Invariant measures and symmetry property of Lévy type operators
+Normal rank
@@ Property / cites work @@
+Path integral solutions of the governing equation of SDEs excited by Lévy white noise
+Normal rank
@@ Property / cites work @@
+Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
+Normal rank
@@ Property / cites work @@
+Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
+Normal rank
@@ Property / cites work @@
+A mixed SOC-turbulence model for nonlocal transport and Lévy-fractional Fokker-Planck equation
+Normal rank
@@ Property / cites work @@
+Generalized Fokker-Planck equation: derivation and exact solutions
+Normal rank
@@ Property / cites work @@
+Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
+Normal rank
@@ Property / cites work @@
+Finite difference approximations for two-sided space-fractional partial differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for the Fractional Laplacian: A Finite Difference-Quadrature Approach
+Normal rank
@@ Property / cites work @@
+Numerical solution of the space fractional Fokker-Planck equation.
+Normal rank
@@ Property / cites work @@
+Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
+Normal rank
@@ Property / cites work @@
+An efficient Chebyshev-tau method for solving the space fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Fokker-Planck equation driven by asymmetric Lévy motion
+Normal rank
@@ Property / cites work @@
+Q2790509
@@ Property / cites work: Q2790509 / rank @@
+Normal rank
@@ Property / cites work @@
+Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise
+Normal rank
@@ Property / cites work @@
+Nonlinear filtering of stochastic dynamical systems with Lévy noises
+Normal rank
@@ Property / cites work @@
+Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift
+Normal rank
@@ Property / cites work @@
+Stochastic resonance in the fractional Langevin equation driven by multiplicative noise and periodically modulated noise
+Normal rank
@@ Property / cites work @@
+Quadrature methods for periodic singular and weakly singular Fredholm integral equations
+Normal rank
@@ Property / cites work @@
+Maximum principles for nonlocal parabolic Waldenfels operators
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises (Q2049852): Difference between revisions

Latest revision as of 11:27, 26 July 2024

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Identifiers

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Mathematics(1 entry)