Quasilinear approximations for the propagator of the Fokker-Planck equation

DOI10.1016/0378-4371(93)90604-3MaRDI QIDQ1330359zbMATH OpenOpenAlexFDO

Authors 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

approximate Fokker-Planck propagatorscolored-noise problemFokker-Planck equationpath integralsquasilinear approximations

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Diffusion in a potential field: Path-integral approach
• Exact propagator and eigenfunctions for multistable models with arbitrarily prescribed N lowest eigenvalues
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• scientific article; zbMATH DE number 3796268 (Why is no real title available?)
• scientific article; zbMATH DE number 3291720 (Why is no real title available?)
• New unified formulation of transient phenomena near the instability point on the basis of the Fokker-Planck equation
• Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator
• On the Product of Semi-Groups of Operators
• The Fokker-Planck equation. Methods of solution and applications

Cited in

(10)

• Exponential power series expansion for the propagator of general diffusion processes
• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
• Higher-order quasilinear approximations for the propagator of the Kramers equation.
• Propagator of the n-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
• Forward-backward squeezing propagator.
• scientific article; zbMATH DE number 1050538 (Why is no real title available?)
• Convergences of the squareroot approximation scheme to the Fokker–Planck operator
• scientific article; zbMATH DE number 803897 (Why is no real title available?)
• Short-time propagators for nonlinear Fokker-Planck equations
• First-order quarter- and mixed-moment realizability theory and Kershaw closures for a Fokker-Planck equation in two space dimensions

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