Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator (Q1080558)

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Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator
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    Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator (English)
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    1984
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    The solution of the Fokker-Planck equation, given in the form of the path integral, is estimated by the contribution from paths around the most probable path. A numerical procedure for this estimation is given and applied to the regression of an anharmonic oscillator under a random force, from unstable positions to a stable position.
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    Fokker-Planck equation
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    path integral
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    anharmonic oscillator
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