Quasilinear approximations for the propagator of the Fokker-Planck equation

DOI10.1016/0378-4371(93)90604-3zbMath0799.60079OpenAlexW2062398405MaRDI QIDQ1330359

Alexander N. Drozdov

Publication date: 17 November 1994

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(93)90604-3

zbMATH Keywords

Fokker-Planck equationpath integralsapproximate Fokker-Planck propagatorscolored-noise problemquasilinear approximations

Mathematics Subject Classification ID

Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Exponential power series expansion for the propagator of general diffusion processes

Cites Work

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• New unified formulation of transient phenomena near the instability point on the basis of the Fokker-Planck equation
• The Fokker-Planck equation. Methods of solution and applications
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator
• Diffusion in a potential field: Path-integral approach
• On the Product of Semi-Groups of Operators
• Exact propagator and eigenfunctions for multistable models with arbitrarily prescribed N lowest eigenvalues

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