Approximate models for stochastic dynamic systems with velocities on the sphere and associated Fokker-Planck equations

DOI10.3934/krm.2014.7.509zbMath1306.82012OpenAlexW2320314964MaRDI QIDQ2514516

Oliver Tse, Axel Klar, Florian Schneider

Publication date: 3 February 2015

Published in: Kinetic and Related Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/krm.2014.7.509

zbMATH Keywords

maximum entropyFokker-Planck equationsstochastic dynamic systemexponential decay to equilibrium

Mathematics Subject Classification ID

Hamilton's equations (70H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Generation, random and stochastic difference and differential equations (37H10) Fokker-Planck equations (35Q84)

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