Generalized Fokker-Planck equation: derivation and exact solutions

DOI10.1140/EPJB/E2009-00126-3zbMath1188.82050arXiv0808.0274OpenAlexW3101676536WikidataQ58898799 ScholiaQ58898799MaRDI QIDQ977832

S. I. Denisov, Peter Hänggi, Werner Horsthemke

Publication date: 23 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.0274

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)

Related Items (22)

Optimal control of stochastic differential equations via Fokker-Planck equations ⋮ Statistics of bounded processes driven by Poisson white noise ⋮ A fully discrete discontinuous Galerkin method for nonlinear fractional Fokker-Planck equation ⋮ Inferring solutions of differential equations using noisy multi-fidelity data ⋮ Biharmonic Fick-Jacobs diffusion in narrow channels ⋮ A stage structured demographic model with ``no-regression growth: the case of temperature-dependent development rate ⋮ Stochastic particle transport by deep-water irregular breaking waves ⋮ Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation ⋮ Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain ⋮ Diffusion caused by two noises—active and thermal ⋮ Quantifying heterogeneity of stochastic gene expression ⋮ Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator ⋮ Exact solution of master equation with Gaussian and compound Poisson noises ⋮ Langevin dynamics for ramified structures ⋮ Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations ⋮ On jump-diffusive driving noise sources. Some explicit results and applications ⋮ Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises ⋮ Stochastic emergent quantum gravity ⋮ Beyond the universal Dyson singularity for 1-D chains with hopping disorder ⋮ A stage structured demographic model with ``no-regression growth: the case of constant development rate ⋮ Numerical Methods for SPDEs with Tempered Stable Processes ⋮ Learning stochastic dynamics with statistics-informed neural network

Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The Fokker-Planck equation. Methods of solution and applications.
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalized Fokker-Planck equation: derivation and exact solutions