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)
- A fractional Fokker-Planck control framework for subdiffusion processes
- Fisher information matrix for single molecules with stochastic trajectories
- Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain
- Analytical results for a Fokker–Planck equation in the small noise limit
- Primordial black holes from spectator field bubbles
- Green’s functions and trace formulas for generalized Sturm–Liouville problems related by Darboux transformations
- Damping modes of harmonic oscillator in open quantum systems
- Large deviations conditioned on large deviations. I: Markov chain and Langevin equation
- Thermo-quantum diffusion
- Path integral methods for stochastic differential equations
- A direct method for the Langevin-analysis of multidimensional stochastic processes with strong correlated measurement noise
- Mixing-scale dependent dispersion for transport in heterogeneous flows
- Kramers equation and supersymmetry
- Fluctuations induced extinction and stochastic resonance effect in a model of tumor growth with periodic treatment
- Topology-dependent entropic differences for chiral polypeptides in solvents
- Self-adjoint oscillator operator from a modified factorization
- A mathematical-model approach to human population explosions caused by migration
- Codimension two bifurcations of nonlinear systems driven by fuzzy noise
- Information anatomy of stochastic equilibria
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Title not available (Why is that?)
- Hermite-DG methods for pdf equations modelling particle transport and deposition in turbulent boundary layers
- Spectral methods for Langevin dynamics and associated error estimates
- Discrete ordinate solution of a Fokker-Planck equation in laser physics
- Similarity solutions of reaction-diffusion equation with space- and time-dependent diffusion and reaction terms
- Correlation function induced by a generalized diffusion equation with the presence of a harmonic potential
- Fractional diffusion limit for a fractional Vlasov-Fokker-Planck equation
- The Fokker-Planck equation. Methods of solution and applications
- Coarse analysis of collective motion with different communication mechanisms
- Energetics of stochastic BCM type synaptic plasticity and storing of accurate information
- Mathematical models for magnetic particle imaging
- Dirac(-Pauli), Fokker-Planck equations and exceptional Laguerre polynomials
- Averaging of semigroups associated to diffusion processes on a simplex
- An improved control-variate scheme for particle-in-cell simulations with collisions
- Homogenization of large-scale movement models in ecology
- Fractional motions
- Similarity solutions of the Fokker-Planck equation with time-dependent coefficients
- The Kramers-Moyal expansion of the master equation that describes human migration in a bounded domain
- Dynamical density functional theory for orientable colloids including inertia and hydrodynamic interactions
- Fokker-Planck equations for a free energy functional or Markov process on a graph
- Towards a stochastic multi-point description of turbulence
- Feedback stabilization for a bilinear control system under weak observability inequalities
- A hierarchy of approximations of the master equation scaled by a size parameter
- Quasi-exactly solvable Fokker-Planck equations
- A mathematical modeling approach to the formation of urban and rural areas: convergence of global solutions of the mixed problem for the master equation in sociodynamics
- On the interpretation of Stratonovich calculus
- A geometrical similarity between migration of human population and diffusion of biological particles
- Volatility inference and return dependencies in stochastic volatility models
- A mathematical framework for critical transitions: bifurcations, fast-slow systems and stochastic dynamics
- Driven interfaces: from flow to creep through model reduction
- Pseudospectral solution of the Fokker-Planck equation with equilibrium bistable states: the eigenvalue spectrum and the approach to equilibrium
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Homogenization analysis of invasion dynamics in heterogeneous landscapes with differential bias and motility
- Deciphering interactions of complex systems that do not satisfy detailed balance
- Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
- Generalized diffusion equation and analytical expressions to neutron scattering experiments
- Solute dispersion in channels with periodically varying apertures
- Numerical methods for computing effective transport properties of flashing Brownian motors
- Array-representation integration factor method for high-dimensional systems
- Numerically accurate computation of the conditional trajectories of the topological invariants in turbulent flows
- Semi-implicit integration factor methods on sparse grids for high-dimensional systems
- Numerical method for coupling the macro and meso scales in stochastic chemical kinetics
- Title not available (Why is that?)
- Solution of the Fokker-Planck equation with a logarithmic potential
- Control strategies for the Fokker-Planck equation
- Fokker-Planck equation for a metastable time dependent potential
- Modularity of directed networks: cycle decomposition approach
- Nonequilibrium Markov processes conditioned on large deviations
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Langevin dynamics with a tilted periodic potential
- A simple control scheme for the manipulation of a particle by means of optical tweezers
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
- Stochastic models for capturing dispersion in particle-laden flows
- Kernel-based regression of drift and diffusion coefficients of stochastic processes
- How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making
- A review of the integrate-and-fire neuron model: II. Inhomogeneous synaptic input and network properties
- A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
- Analysis and predictability of tipping points with leading-order nonlinear term
- Instability, rupture and fluctuations in thin liquid films: theory and computations
- Extensions of a class of similarity solutions of Fokker-Planck equation with time-dependent coefficients and fixed/moving boundaries
- 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
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)
