Fokker-Planck equations in the simulation of complex systems

DOI10.1016/0378-4754(94)90046-9MaRDI QIDQ1330674zbMATH OpenOpenAlexFDO

Authors Antonio García-Olivares, Antonio Muñoz

Publication date 20 March 1995

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(94)90046-9

zbMATH Keywords

algorithmGreen's functionFokker-Planck equationsimulation of synergetic, self-organizing and dynamical systems

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Control/observation systems governed by partial differential equations (93C20) Software, source code, etc. for problems pertaining to partial differential equations (35-04) Ergodic theory (37A99)

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Cites work

• scientific article; zbMATH DE number 3854861 (Why is no real title available?)
• A Theory of Stochastic Resonance in Climatic Change
• Concepts and models of a quantitative sociology. The dynamics of interacting populations
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Information and self organization. A macroscopic approach to complex systems
• Stochastic processes in nonequilibrium systems. Sitges international school of statistical mechanics, June 1978, Sitges, Barcelona/Spain
• Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed

Cited in

(4)

• scientific article; zbMATH DE number 1096187 (Why is no real title available?)
• Kinetic modeling of magnetic's dynamics
• From the Perron-Frobenius equation to the Fokker-Planck equation.
• A stochastic differential equation code for multidimensional Fokker-Planck type problems

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