Handbook of stochastic methods for physics, chemistry and natural sciences.
From MaRDI portal
Publication:5961527
zbMath0862.60050MaRDI QIDQ5961527
Publication date: 23 February 1997
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Fokker-Planck equationmaster equationsquantum mechanical Markov processesstochastic models in physics
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) General applied mathematics (00A69) Stochastic analysis (60Hxx) Markov processes (60Jxx)
Related Items (only showing first 100 items - show all)
Adaptive learning via selectionism and Bayesianism. I: Connection between the two ⋮ Dynamics of curved interfaces ⋮ Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises ⋮ Stochastic modelling of viral blips in HIV-1-infected patients: effects of inhomogeneous density fluctuations ⋮ Transitions in a Duffing oscillator excited by random noise ⋮ Exact linearization of one-dimensional jump-diffusion stochastic differential equations ⋮ Nonlinear filters for chaotic oscillatory systems ⋮ Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term ⋮ How many TCR clonotypes does a body maintain? ⋮ First passage time analysis of animal movement and insights into the functional response ⋮ Principal resonance of a Duffing oscillator with delayed state feedback under narrow-band random parametric excitation ⋮ Steady-state analysis of a continuum model for super-infection ⋮ Stochastic multi-scale models of competition within heterogeneous cellular populations: simulation methods and mean-field analysis ⋮ Estimation of an agent-based model of investor sentiment formation in financial markets ⋮ Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach ⋮ Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics ⋮ Neural field dynamics under variation of local and global connectivity and finite transmission speed ⋮ A comparison of three different stochastic population models with regard to persistence time ⋮ Analytic solution of Hubbell's model of local community dynamics ⋮ Rapid decision threshold modulation by reward rate in a neural network ⋮ Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits ⋮ Noisy threshold in neuronal models: connections with the noisy leaky integrate-and-fire model ⋮ Opinion spreading and agent segregation on evolving networks ⋮ A general probabilistic model of the PCR process ⋮ Driven interfaces: from flow to creep through model reduction ⋮ A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes ⋮ Variance reduction for Fokker-Planck based particle Monte Carlo schemes ⋮ Monte Carlo techniques for real-time quantum dynamics ⋮ Transport of particles caused by correlated disorder-noise couplings ⋮ Efficient stochastic sensitivity analysis of discrete event systems ⋮ Exact synchronization of noisy bursting neurons with coupling delays ⋮ Reaction models in stochastic field theory ⋮ Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems ⋮ Analytical and numerical tools for diffusion-based movement models ⋮ Exact asymptotic analysis for metapopulation dynamics on correlated dynamic landscapes ⋮ Stabilization of metapopulation cycles: toward a classification scheme ⋮ Absorption and fixation times for neutral and quasi-neutral populations with density dependence ⋮ A neutral model of edge effects ⋮ Cellular biology in terms of stochastic nonlinear biochemical dynamics: Emergent properties, isogenetic variations and chemical system inheritability ⋮ A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales ⋮ The dynamical-quantization approach to open quantum systems ⋮ High-order approximation of Pearson diffusion processes ⋮ Model reduction of multi-scale chemical Langevin equations ⋮ A Fokker-Planck approach to canonical-dissipative Nambu systems: With an application to human motor control during dynamic haptic perception ⋮ Service level robustness in stochastic production planning under random machine breakdowns ⋮ Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters ⋮ Parabolic equations related to Boltzmann measure ⋮ Filtering a statistically exactly solvable test model for turbulent tracers from partial observations ⋮ Mean-field limit for the stochastic Vicsek model ⋮ Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise ⋮ A comparative study of the \(P\) and \(Q\) representations of a feedback controlled two-qubit system ⋮ Exact solutions for a diffusion equation with a nonlinear external force ⋮ Analysis of an improved epidemic model with stochastic disease transmission ⋮ Nonlinear Brownian motion and Higgs mechanism ⋮ Effects of deterministic and random refuge in a prey-predator model with parasite infection ⋮ Evolutionary game theory: theoretical concepts and applications to microbial communities ⋮ Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture ⋮ A comparison of bimolecular reaction models for stochastic reaction-diffusion systems ⋮ A new approach to the group analysis of one-dimensional stochastic differential equations ⋮ Exact solutions of the Fokker-Planck equation from an \(n\)th order supersymmetric quantum mechanics approach ⋮ Relaxation to stationary states for anomalous diffusion ⋮ Stochastic modelling of chromosomal segregation: errors can introduce correction ⋮ Application of group analysis to stochastic equations of fluid dynamics ⋮ Optimal harvesting policy for stochastic logistic population model ⋮ Violation of the zeroth law of thermodynamics for a non-ergodic interaction ⋮ Fluctuations of random matrix products and 1D Dirac equation with random mass ⋮ Stochastically perturbed sliding motion in piecewise-smooth systems ⋮ Interactive diffusions for global optimization ⋮ Existence, uniqueness and Lipschitz dependence for Patlak-Keller-Segel and Navier-Stokes in \(\mathbb R^2\) with measure-valued initial data ⋮ Ultrametric random walk and dynamics of protein molecules ⋮ \(\mathrm{Ca}^{2+}\)-activation kinetics modulate successive puff/spark amplitude, duration and inter-event-interval correlations in a Langevin model of stochastic \(\mathrm{Ca}^{2+}\) release ⋮ Application of \(p\)-adic analysis methods in describing Markov processes on ultrametric spaces isometrically embedded into \(\mathbb{Q}_p\) ⋮ Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise ⋮ Leggett-Garg inequalities for a quantum top affected by classical noise ⋮ Functional equation for the crossover in the model of one-dimensional Weierstrass random walks ⋮ Data based identification and prediction of nonlinear and complex dynamical systems ⋮ Multiple-scale stochastic processes: decimation, averaging and beyond ⋮ Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity ⋮ Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms ⋮ The immersed molecular finite element method ⋮ Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes ⋮ Flexible single molecule simulation of reaction-diffusion processes ⋮ Chaos, spatial extension, transport, and nonequilibrium thermodynamics ⋮ Browndye: A software package for Brownian dynamics ⋮ Computing reactive flows with a field Monte Carlo formulation and multi-scale methods ⋮ Computing the non-linear anomalous diffusion equation from first principles ⋮ Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model ⋮ Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances ⋮ Laguerre polynomial solutions to master equation for vibrational energy relaxation in gases ⋮ Maximum likelihood estimation of drift and diffusion functions ⋮ Persistence of quantum information ⋮ Stochastic resonance and first arrival time for excitable systems ⋮ Markov-binary visibility graph: a new method for analyzing complex systems ⋮ Hybrid discrete/continuum algorithms for stochastic reaction networks ⋮ Statistical behaviour of adaptive multilevel splitting algorithms in simple models ⋮ Fokker-Planck-DSMC algorithm for simulations of rarefied gas flows ⋮ Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems ⋮ Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities ⋮ First-passage time for stability analysis of the Kaldor model ⋮ A specification of the Maxwell-Rayleigh-Heisenberg approach to modelling fluids for bioelectronic applications
This page was built for publication: Handbook of stochastic methods for physics, chemistry and natural sciences.