Exact cumulant Kramers-Moyal-like expansion

DOI10.1016/j.physa.2015.07.012zbMath1400.82197OpenAlexW1121241649MaRDI QIDQ1618790

Welles A. M. Morgado

Publication date: 13 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.physa.2015.07.012

zbMATH Keywords

cumulantsKramers-Moyal equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (1)

Energy exchanges in a damped Langevin-like system with two thermal baths and an athermal reservoir

Cites Work

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• The Fokker-Planck equation. Methods of solution and applications
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Renormalization Group and Critical Phenomena. II. Phase-Space Cell Analysis of Critical Behavior
• Renormalization Group and Critical Phenomena. I. Renormalization Group and the Kadanoff Scaling Picture
• First-passage times for the Uhlenbeck-Ornstein process
• Transport, Collective Motion, and Brownian Motion
• Memory Effects in Irreversible Thermodynamics
• Generalizations and extensions of the Fokker- Planck-Kolmogorov equations
• Brownian motion in a field of force and the diffusion model of chemical reactions

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