The Fokker-Planck equation. Methods of solution and applications.
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Publication:1188517
zbMath0665.60084MaRDI QIDQ1188517
Publication date: 17 September 1992
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Fokker-Planck equationdifferent methods to obtain approximate solutionspractitioners oriented textbook
Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions, Exponentially distributed noise—its correlation function and its effect on nonlinear dynamics, Point-source inertial particle dispersion, Solution of the Liouville–Caputo time- and Riesz space-fractional Fokker–Planck equation via radial basis functions, Tail-behavior roadmap for sharp restart, Aspects of the disordered harmonic chain, Local well-posedness of a nonlinear Fokker–Planck model, Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations, Explicit form of the first-passage-time density for accelerating subdiffusion, A model for diffusive systems: beyond the Arrhenius mechanism, A large deviation analysis on the near-equivalence between external and internal reservoirs, Path probability of stochastic motion: a functional approach, Probability distribution function for reorientations in Maier-Saupe potential, Effect of tumor microenvironmental factors on tumor growth dynamics modeled by correlated colored noises with colored cross-correlation, Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method, Understanding the determinants of volatility clustering in terms of stationary Markovian processes, Non-Markovian Brownian motion in a magnetic field and time-dependent force fields, Different delays-induced regime shifts in a stochastic insect outbreak dynamics, Importance sampling for Kolmogorov backward equations, Steepness of thermal gradient is essential to obtain a unified view of thermotaxis in \textit{C. elegans}, On rheology of cross-linked polymers. I: Slippage of polymer chains and its macroscopic modeling, Weak-noise-induced transitions with inhibition and modulation of neural oscillations, Statistical physics of the inflaton decaying in an inhomogeneous random environment, Hybrid stochastic simulations of intracellular reaction-diffusion systems, Simple generalization of Kramers theory to finite barrier height in spatial diffusion regime, Analysis of transmission of infection in epidemics: confined random walkers in dimensions higher than one, \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation, A hybrid DG-Monte Carlo FDF simulator, Particle-based Monte-Carlo simulations of steady-state mass transport at intermediate Péclet numbers, Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions, Analytical solution of space-time fractional Fokker-Planck equation by homotopy perturbation Sumudu transform method, Exploiting fast-variables to understand population dynamics and evolution, Mixed generalized Hermite-Fourier spectral method for Fokker-Planck equation of periodic field, Escape by diffusion from a parabolic well across a parabolic barrier, Lévy flights in confining environments: random paths and their statistics, Effects of time delay on transport processes in an active Brownian particle, Equilibrium of a mesoscopic system with conformation dependent damping: an alternative approach, Optimal control of the Fokker-Planck equation with space-dependent controls, Beyond monofractional kinetics, Hydrodynamic limit for a Fokker-Planck equation with coefficients in Sobolev spaces, Collective motions of globally coupled oscillators and some probability distributions on circle, Nash estimates and upper bounds for non-homogeneous Kolmogorov equations, Temperature in and out of equilibrium: a review of concepts, tools and attempts, A transformed path integral approach for solution of the Fokker-Planck equation, A weak form of stochastic Newmark method with applications to engineering dynamical systems, Numerical simulation of polynomial-speed convergence phenomenon, Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments, Grassmann phase space methods for fermions. I: Mode theory, Thermodynamics of diffusive DM/DE systems, Quantum diffusion on manifolds, Assessing interaction networks with applications to catastrophe dynamics and disaster management, Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes, Origin of the violation of the fluctuation-dissipation theorem in systems with activated dynamics, Large time behaviour for the Fokker-Planck equation with general potential, Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms, Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations, On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations, The numerical approximation of nonlinear functionals and functional differential equations, Ergodic optimization of stochastic differential systems in wireless networks, Oscillatory dynamics in rock-paper-scissors games with mutations, Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing, Fundamental solutions to time-fractional advection diffusion equation in a case of two space variables, New iterative methods for solving Fokker-Planck equation, Stochastic resonance and synchronization in the crayfish caudal photoreceptor., Low frequency variability and sensitivity of the Atlantic meridional overturning circulation in selected IPCC climate models, An analytical study of fractional Klein-Kramers approximations for describing anomalous diffusion of energetic particles, Directed transport in symmetrically periodic potentials induced by cross-correlation among colored Gaussian noises, Potential landscape and flux field theory for turbulence and nonequilibrium fluid systems, Gaussian noise and the two-network frustrated Kuramoto model, A Fokker-Planck control framework for stochastic systems, Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates, An analysis of quantum Fokker-Planck models: a Wigner function approach, Ergodicity of stochastic differential equations driven by fractional Brownian motion, Hot Brownian carriers in the Langevin picture: application to a simple model for the gunn effect in gaas, Entropy generation and the Fokker-Planck equation, A Fokker-Planck equation for a piecewise entropy functional defined in different space domains. an application to solute partitioning at the membrane-water interface, Can log-periodic power law structures arise from random fluctuations?, Order formation processes of complex systems including different parity order parameters, The Fokker-Planck equation for a bistable potential, Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields, Did the ever dead outnumber the living and when? A birth-and-death approach, Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment, Exponential number of equilibria and depinning threshold for a directed polymer in a random potential, One-dimensional Fokker-Planck equation with quadratically nonlinear quasilocal drift, Coherent neural oscillations induced by weak synaptic noise, Dynamics of a stochastically driven running sandpile, Quantum nonlinear lattices and coherent state vectors, A semiclassical theory of quantum noise in open chaotic systems, A dynamical model for mirror movements, A stochastic model of IndoPacific sea surface temperature anomalies, An anomalous diffusion model in an external force fields on fractals, Numerical analysis of noise-induced regular oscillations, On nonlinear and nonextensive diffusion and the second law of thermodynamics, Exact time-dependent solutions of the Rényi Fokker-Planck equation and the Fokker-Planck equations related to the entropies proposed by Sharma and Mittal, First passage time distribution for anomalous diffusion, Multivariate nonlinear Fokker-Planck equations and generalized thermostatistics, Towards a comprehensive theory of brain activity: Coupled oscillator systems under external forces, Random systems described with stochastic velocities, H-theorem for Fokker-Planck equations with drifts depending on process mean values, Absorption of a randomly accelerated particle: recent results for partially absorbing and inelastic boundaries, The single-channel conductance in the classic cell membrane model., Generalized Fokker-Planck equations derived from generalized linear nonequilibrium thermodynamics, The synchronization of chaotic systems, Reconstruction of dynamical equations for traffic flow, Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation., Entanglement-based self-organization, A Fokker-Planck framework in the PolyC:PolyG denaturation, Ordering in voter models on networks: exact reduction to a single-coordinate diffusion, Application of the homotopy perturbation method for the Fokker-Planck equation, Modelling of block-scale macrodispersion as a random function, Fokker–Planck model for computational studies of monatomic rarefied gas flows, Eddy diffusivities of inertial particles under gravity, Equation-free Model Reduction in Agent-based Computations: Coarse-grained Bifurcation and Variable-free Rare Event Analysis, Transported Probability and Mass Density Function (PDF/MDF) Methods for Uncertainty Assessment and Multi-Scale Problems, A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models, Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input, Unnamed Item, Conditional Mean First Passage Times to Small Traps in a 3-D Domain with a Sticky Boundary: Applications to T Cell Searching Behavior in Lymph Nodes, Directional locking and deterministic separation in periodic arrays, A backward euler orthogonal spline collocation method for the time-fractional Fokker-Planck equation, On a pulsating Brownian motor and its characterization, Nonparametric trend coefficient estimation for multidimensional diffusions, Fractional-order Genocchi-Petrov-Galerkin method for solving time-space fractional Fokker-Planck equations arising from the physical phenomenon, Explicit solution of the generalised Langevin equation, Bayesian mechanics of perceptual inference and motor control in the brain, Robust stability of delayed genetic regulatory networks with different sources of uncertainties, The Unconventionality of Nature: Biology, from Noise to Functional Randomness, Return to Equilibrium, Non-self-adjointness and Symmetries, Recent Results with M. Hitrik and F. Hérau, Bilinear local controllability to the trajectories of the Fokker-Planck equation with a localized control, Anomalous diffusion in a circular comb with external velocity field, Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems, Stochastic delay differential equations: analysis and simulation studies, Dissipative solitons stabilized by nonlinear gradients in one spatial dimension: from deterministic to stochastic aspects, and a perspective, Stochastic dynamic analysis of nonlinear MDOF systems with chaotic motion under combined additive and multiplicative excitation, Inhomogeneous Fokker-Planck equation from framework of Kaniadakis statistics, Unnamed Item, The connection between dissipative chaos and nonequilibrium, Multi-diffusive nonlinear Fokker–Planck equation, A numerical algorithm for the space and time fractional Fokker‐Planck equation, The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations, A stochastic perturbation method for studying inverse problems of dynamics, Multiplicative Latent Force Models, Joint law of an Ornstein–Uhlenbeck process and its supremum, Power-Stroke-Driven Muscle Contraction, The Green–Kubo formula for heat conduction in open systems, The large deviation function for entropy production: the optimal trajectory and the role of fluctuations, Kinetic theory of nonequilibrium stochastic long-range systems: phase transition and bistability, Kinetic theory of two-dimensional point vortices with collective effects, Beyond Itô versus Stratonovich, Noise- and delay-induced regime shifts in an ecological system of vegetation, Power-law behaviors from the two-variable Langevin equation: Ito’s and Stratonovich’s Fokker–Planck equations, Dynamics of Ising models near zero temperature: real-space renormalization approach, Entropy production in quantum Brownian motion, On the work distribution in quasi-static processes, Dynamical barriers of pure and random ferromagnetic Ising models on fractal lattices, Feedback cooling, measurement errors, and entropy production, Elements of a unified framework for response formulae, Fluctuations and correlations in nonequilibrium systems, Heat fluctuations and fluctuation theorems in the case of multiple reservoirs, The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations, Path probabilities of continuous time random walks, Overdamped 2D Brownian motion for self-propelled and nonholonomic particles, Anomalous diffusion and enhancement of diffusion in a vibrational motor, Finite-size scaling in unbiased translocation dynamics, Low-temperature dynamics of long-ranged spin-glasses: full hierarchy of relaxation times via real-space renormalization, Work and heat distributions for a Brownian particle subjected to an oscillatory drive, Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise, On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker–Planck equation with state-dependent diffusion and drift coefficients, Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, Level repulsion exponentβfor many-body localization transitions and for Anderson localization transitions via Dyson Brownian motion, Real-space renormalization for the finite temperature statics and dynamics of the Dyson long-ranged ferromagnetic and spin-glass models, Occupation time statistics of the random acceleration model, Generalized theory on the mechanism of site-specific DNA–protein interactions, Steady-state distributions of ideal active Brownian particles under confinement and forcing, Random walks on uniform and non-uniform combs and brushes, Master equation for She–Leveque scaling and its classification in terms of other Markov models of developed turbulence, Memory induced anomalous dynamics in a random walker with internal states, Sweetest taboo processes, ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS, Brownian motion in fluctuating periodic potentials, Streamline diffusion methods for Fermi and Fokker-Planck equations, Decay of unstable equilibrium and nonequilibrium states with inverse probability current taken into account, Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals, Composite generalized Laguerre-Legendre spectral method with domain decomposition and its application to Fokker-Planck equation in an infinite channel, Lagrangian stochastic models for turbulent relative dispersion based on particle pair rotation, Adaptive Thermostats for Noisy Gradient Systems, Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions, Deterministic Mean-Field Ensemble Kalman Filtering, Dye visualization near a three-dimensional stagnation point: application to the vortex breakdown bubble, Robust H ∞ feedback control for uncertain stochastic delayed genetic regulatory networks with additive and multiplicative noise, On non-Gaussianity and dependence in financial time series: a nonextensive approach, Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds, Inflationary stochastic anomalies, Dynamics and steady states of a tracer particle in a confined critical fluid, The pointer basis and the feedback stabilization of quantum systems, Synchronization of oscillators in a Kuramoto-type model with generic coupling, Low-order stochastic modelling of low-frequency motions in reflected shock-wave/boundary-layer interactions, Finite difference methods and their physical constraints for the fractional klein-kramers equation, Suppression of unbounded gradients in an SDE associated with the Burgers equation, Non-Equilibrium Statistical Mechanics of Nematic Liquids, Hypocoercivity, Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution, Optimal inference of the scattering cross-section through the phase decoherence, Coarse-grained description of a passive scalar, Unification of one-dimensional Fokker-Planck equations beyond hypergeometrics: Factorizer solution method and eigenvalue schemes, Two alternative methods for solving the Vlasov Fokker–Planck equation, Combined Hermite spectral-finite difference method for the Fokker-Planck equation, Two-level method for a time-independent Fokker–Planck control problem, Monte Carlo study of transport in low-dimensional quantum disorder systems at finite temperature, Non-standard primordial clocks from induced mass in alternative to inflation scenarios, Identification of the drift coeffic plank equation from the momer its stationary solution, Numerical solution to 3D bilinear Fokker–Planck control problem, Nonlinear inhomogeneous Fokker–Planck models: Energetic-variational structures and long-time behavior, Direction-sweep Markov chains, Dispersionless transport in washboard potentials revisited, Analytical approximation to the multidimensional Fokker–Planck equation with steady state, Synergetic analysis of the Häussler-von der Malsburg equations for manifolds of arbitrary geometry, First-passage statistics under stochastic resetting in bounded domains, Beltrami operators and their application to constrained diffusion in Beltrami fields, Péclet number governs transition to acceleratory restart in drift-diffusion, Chaos Propagation in Games of Control for Energy-Efficient Wireless Communications, Mass transport in Fokker–Planck equations with tilted periodic potential, Henyey-Greenstein Model in the Shape Relaxation of Dilute Gas Mixtures, Koopman analysis of quantum systems*, Degenerate Laplacian describing topologically constrained diffusion: helicity constraint as an alternative to ellipticity, Information restriction in two-step cascade: role of fidelity and fluctuations, SOLUTION OF LOCAL FRACTIONAL GENERALIZED FOKKER–PLANCK EQUATION USING LOCAL FRACTIONAL MOHAND ADOMIAN DECOMPOSITION METHOD, Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations, Approximation of optimal filter for Ornstein–Uhlenbeck process with quantised discrete-time observation, Recursive construction for a class of radial functions. I. Ordinary space, Estimation of coherent scattering in dynamic random media, Improved Fokker–Planck model for the joint scalar, scalar gradient PDF, Neural Parametric Fokker--Planck Equation, Computing Effective Diffusivity of Chaotic and Stochastic Flows Using Structure-Preserving Schemes, Droplets in isotropic turbulence: deformation and breakup statistics, Preface: Marian Smoluchowski’s 1916 paper—a century of inspiration, Spectral statistics of the uni-modular ensemble, Entropic Regularization of NonGradient Systems, Forward and backward probabilistic inference of the sea clutter, Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates, Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift, New approach to deriving the Fokker–Planck equation in the Wigner representation, Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions, Complex Fractional Moments for the Characterization of the Probabilistic Response of Non-linear Systems Subjected to White Noises, Quantum Langevin equation, Unnamed Item, Small-time expansion of the Fokker–Planck kernel for space and time dependent diffusion and drift coefficients, Numerical computations of geometric ergodicity for stochastic dynamics, Finite weakest-link model of lifetime distribution of quasibrittle structures under fatigue loading, Modelling and Calibration of Stochastic Correlation in Finance, Diffusion in curved spacetimes, Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae, Neural network representation of the probability density function of diffusion processes, An update on the nonequilibrium linear response, Analysis and numerical solver for excitatory-inhibitory networks with delay and refractory periods, Hypocoercivity-compatible Finite Element Methods for the Long-time Computation of Kolmogorov's Equation, Effect of a Constant Bias on the Nonlinear Dynamics of a Biharmonically Driven Sinusoidal Potential System, Information thermodynamics for interacting stochastic systems without bipartite structure, A geometrical method for the Smoluchowski equation on the sphere, On the influence of additive and multiplicative noise on holes in dissipative systems, The explicit form of the rate function for semi-Markov processes and its contractions, Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries, Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model, Hermite Spectral Collocation Methods for Fractional PDEs in Unbounded Domains, Response theory and phase transitions for the thermodynamic limit of interacting identical systems, Applying constrained nonlinear generalized PI strategy to PDF tracking control through square root B-spline models, Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations, Birth and Death (BDP) Process Models with Applications, Nonequilibrium stationary state of a truncated stochastic nonlinear Schrödinger equation: Formulation and mean-field approximation, Excitation-Induced Stability and Phase Transition: A Review, A theory of average response to large jump perturbations, An atomistic model for the Navier slip condition, Phenotypic switching of populations of cells in a stochastic environment, Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder, Computing return times or return periods with rare event algorithms, Partial entropy production in heat transport, Games of entangled agents, Fokker–Planck equations for globally coupled many-body systems with time delays, Mitigation of tipping point transitions by time-delay feedback control, A Primal-Dual Weak Galerkin Finite Element Method for Fokker--Planck Type Equations, Stabilization of Starobinsky–Vilenkin stochastic inflation by an environmental noise, The influences of correlated spatially random perturbations on first passage time in a linear-cubic potential, ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS, Stochastic Resonance and Bifurcation of Order Parameter in a Coupled System of Underdamped Duffing Oscillators, Convergence to Periodic Probability Solutions in Fokker--Planck Equations, Effect of non-immunogenic microenvironmental factors on tumor growth dynamics modeled by correlated noises in the presence of immune response, Targeted energy transfer in stochastically excited system with nonlinear energy sink, A field theoretic approach to master equations and a variational method beyond the Poisson ansatz, Weak invariants in dissipative systems: action principle and Noether charge for kinetic theory, Density matrix for photons in a phase-sensitive reservoir, Synchronization transition of identical phase oscillators in a directed small-world network, A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model, Effective temperatures for single particle system under dichotomous noise, Numerical Methods for SPDEs with Tempered Stable Processes, Fokker-Planck-Poisson kinetics: multi-phase flow beyond equilibrium, Band structure and accumulation point in the spectrum of quantum collision operator in a one-dimensional molecular chain, Prescribing transient and asymptotic behaviour to deterministic systems with stochastic initial conditions, Transient dynamics of an adiabatic NEMS, Einstein2: Brownian Motion Meets General Relativity, Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations, Phase induced transport of a Brownian particle in a periodic potential in the presence of an external noise: A semiclassical treatment, Feynman–Kac equation for anomalous processes with space- and time-dependent forces, Effective long wavelength scalar dynamics in de Sitter, A data-driven epidemic model with social structure for understanding the COVID-19 infection on a heavily affected Italian province, Surface diffusion of a Brownian particle subjected to an external harmonic noise, A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation, Power spectrum in stochastic inflation
