The Fokker-Planck equation. Methods of solutions and applications.
From MaRDI portal
Publication:1815393
zbMATH Open0866.60071MaRDI QIDQ1815393FDOQ1815393
Authors: Hannes Risken 
Publication date: 12 November 1996
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Recommendations
- The Fokker-Planck equation. Methods of solution and applications
- scientific article; zbMATH DE number 4084188
- scientific article; zbMATH DE number 671818
- The Fokker-Planck equation. Methods of solution and applications.
- Formal solution of Fokker-Planck equation in the operator approach.
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering
- scientific article; zbMATH DE number 2061791
- Fokker-Planck equation with linear and time dependent load forces
- scientific article; zbMATH DE number 3894204
- Fokker-Planck and Langevin equations from the forward-backward path integral.
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) 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)
Cited In (only showing first 100 items - show all)
- Non-parametric estimation of stochastic differential equations from stationary time-series
- A boundary integral method for modelling vibroacoustic energy distributions in uncertain built up structures
- Cooperative behavior between oscillatory and excitable units: the peculiar role of positive coupling-frequency correlations
- Determination of the stationary state densities of the stochastic nonlinear dynamical systems
- Large-scale dynamics of self-propelled particles moving through obstacles: model derivation and pattern formation
- Fokker-Planck equation driven by asymmetric Lévy motion
- Modeling fish population movements: from an individual-based representation to an advection-diffusion equation
- Generalized second Einstein relation in heterogeneous media
- Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions
- Some computational methods for the Fokker-Planck equation
- Stochastic assessment of protein databases by generalized entropy measures
- Violation of the second fluctuation-dissipation relation and entropy production in nonequilibrium medium
- Drift bifurcation of dissipative solitons due to a change of shape: experiment and theory
- Statistics of noise-driven coupled nonlinear oscillators: applications to systems with Kerr nonlinearity
- Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
- Temporal behavior of the conditional and Gibbs' entropies
- Modeling the effects of developmental variation on insect phenology
- Rank-frequency distribution of natural languages: a difference of probabilities approach
- Coarse-grained modelling out of equilibrium
- Adaptive sampling of large deviations
- A time-varying stochastic framework for modeling wireless channels
- Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains
- Maximum principle based algorithms for deep learning
- Macroscopically observable probability currents in finite populations
- Distributed networked learning with correlated data
- An analytical solution for fractional oscillator in a resisting medium
- An efficient method for simulation of noisy coupled multi-dimensional oscillators
- A pentatonic classification of extreme events
- An entropy based thermalization scheme for hybrid simulations of Coulomb collisions
- Diffusion-controlled reactions modeling in Geant4-DNA
- Spike-train spectra and network response functions for nonlinear integrate-and-fire neurons
- Anomalous transport in disordered dynamical systems
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Nonlinear redistribution of wealth from a stochastic approach
- Adiabatic Landau-Zener transitions at avoided level crossings with fast noise
- Systematic measures of biological networks. I: Invariant measures and entropy.
- Non-Markovianity of geometrical qudit decoherence
- A mathematical model for wild and sterile species in competition: immigration
- Fluctuations, responses and energetics of molecular motors
- Title not available (Why is that?)
- Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients
- Similarity solutions of a class of perturbative Fokker-Planck equation
- On the physical interpretation of statistical data from black-box systems
- Non-equilibrium steady states of stochastic processes with intermittent resetting
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes
- Noise-induced shifts in the population model with a weak Allee effect
- Homogenization of transport properties of composites based on stochastic dynamics
- Uncertainty quantification for phase-space boundary integral models of ray propagation
- Impact of network topology on synchrony of oscillatory power grids
- A Toda lattice model for DNA: Thermally generated solitons
- Deterministic and stochastic behavior in ferroelectric particles
- Influence of nonlinearities on the dynamics of thermally fluctuating systems revealed by the expansion of dynamic observables in powers of the thermal noise strength
- An efficient algorithm to estimate the potential barrier height from noise-induced escape time data
- Tensor approximation of stationary distributions of chemical reaction networks
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering.
- On the Master‐Equation Approach to Kinetic Theory: Linear and Nonlinear Fokker‐Planck Equations
- Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
- Markov blankets, information geometry and stochastic thermodynamics
- Motif statistics and spike correlations in neuronal networks
- Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
- Non-equilibrium thermodynamics of diffusion in fluctuating potentials
- Statistical descriptions of polydisperse turbulent two-phase flows
- Multiscale modeling of wear degradation in cylinder liners
- Bifurcations of forced oscillators with fuzzy uncertainties by the generalized cell mapping method
- On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems
- The nonlinear integro-partial differential equation describing the logistic growth of human population with migration
- Quantum diffusions and Appell systems
- Dynamics of Robertson-Walker spacetimes with diffusion
- Combined multiplicative-Heston model for stochastic volatility
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
- Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions
- On the positioning problem of a microscopic particle trapped in optical tweezers
- Diffusions conditioned on occupation measures
- Nucleation and growth dynamics of vapour bubbles
- Generalized Klein-Kramers equation: solution and application
- Multiscale model reduction for incompressible flows
- Catastrophes in Brownian motion
- Modelling inelastic granular media using dynamical density functional theory
- Modeling the capture rate by a radially oscillating spherical bubble. A bio-mimetic model for studying the mechanically-mediated uptake by cells
- Patterning and pattern selection in a surface layer: feedback between point defects population and surface layer temperature variations
- Forecasting with the Fokker-Planck model: Bayesian setting of parameter
- Correlation and relaxation times for a stochastic process with a fat-tailed steady-state distribution
- Classical Einstein-Langevin equation and proposed applications
- A class of integro-differential Fokker–Planck equations with space-dependent coefficients
- Numerical solution of the Fokker-Planck equation using physics-based mixture models
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- Independence and interdependence in the nest-site choice by honeybee swarms: agent-based models, analytical approaches and pattern formation
- Structure preserving schemes for Fokker-Planck equations with nonconstant diffusion matrices
- A probabilistic theory of random maps
- The Fokker-Planck equation with absorbing boundary conditions in bounded domains
- Fractional Ornstein-Uhlenbeck noise
- Ultra-light and strong: the massless harmonic oscillator and its singular path integral
- A multiscale analysis of diffusions on rapidly varying surfaces
- Nonequilibrium inhomogeneous steady state distribution in disordered, mean-field rotator systems
- Brownian motion on Cantor sets
- A theoretical description of \textit{inverse stochastic resonance} in nature
- Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
- Analytic approaches of the anomalous diffusion: a review
- Extended class of phenomenological universalities
- A formal view on level 2.5 large deviations and fluctuation relations
This page was built for publication: The Fokker-Planck equation. Methods of solutions and applications.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1815393)
