Checking the Validity of Truncating the Cumulant Hierarchy Description of a Small System

DOI10.1007/978-3-319-02057-0_19zbMath1329.82095arXiv1307.0543OpenAlexW1632649980MaRDI QIDQ2949370

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Publication date: 8 October 2015

Published in: Nonlinear Systems and Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0543

zbMATH Keywords

Fokker-Planck equationLangevin equationinfinite hierarchy of differential equations

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 (2)

Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus ⋮ Parallel Optimized Sampling for Stochastic Equations

Cites Work

• The Fokker-Planck equation. Methods of solution and applications

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