The Fokker-Planck equation. Methods of solutions and applications.
From MaRDI portal
Publication:1815393
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)
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.
Cited in
(only showing first 100 items - show all)- Fractional Ornstein-Uhlenbeck noise
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
- Acceleration of material waves in Fermi accelerator
- A fuzzy blue sky catastrophe
- A formal view on level 2.5 large deviations and fluctuation relations
- Complementary relations in non-equilibrium stochastic processes
- Relative entropy minimizing noisy non-linear neural network to approximate stochastic processes
- Fokker-Planck equations in the simulation of complex systems
- Stochastic control of ecological networks
- Diffusions conditioned on occupation measures
- Independence and interdependence in the nest-site choice by honeybee swarms: agent-based models, analytical approaches and pattern formation
- Macroscopic fluxes and local reciprocal relation in second-order stochastic processes far from equilibrium
- Modelling inelastic granular media using dynamical density functional theory
- Combined multiplicative-Heston model for stochastic volatility
- scientific article; zbMATH DE number 3949366 (Why is no real title available?)
- Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus
- Probabilities for informational free lunches in stochastic thermodynamics
- Langevin original approach and Ornstein-Uhlenbeck-type processes
- Solution of the Fokker-Planck equation in a wind turbine array boundary layer
- Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions
- A multiscale analysis of diffusions on rapidly varying surfaces
- 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
- Brownian motion on Cantor sets
- Classical Einstein-Langevin equation and proposed applications
- 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
- Generalized Klein-Kramers equation: solution and application
- Nucleation and growth dynamics of vapour bubbles
- On the eigenvalue spectrum for time-delayed Floquet problems
- Numerical solution of the Fokker-Planck equation using physics-based mixture models
- An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account
- Quantum diffusions and Appell systems
- The Fokker-Planck equation with absorbing boundary conditions in bounded domains
- Variational and optimal control representations of conditioned and driven processes
- Dynamics of Robertson-Walker spacetimes with diffusion
- Stochastic dynamics of \(N\) correlated binary variables and non-extensive statistical mechanics
- Extended class of phenomenological universalities
- Langevin and Fokker-Planck equations and their generalizations. Descriptions and solutions
- On the positioning problem of a microscopic particle trapped in optical tweezers
- Newtonian limit and trend to equilibrium for the relativistic Fokker-Planck equation
- Multiscale model reduction for incompressible flows
- Structure preserving schemes for Fokker-Planck equations with nonconstant diffusion matrices
- Adaptive dynamical networks
- Functional renormalization group for stochastic inflation
- Stochastic inflation in phase space: is slow roll a stochastic attractor?
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- Ultra-light and strong: the massless harmonic oscillator and its singular path integral
- Scale and time effects on mathematical models for transport in the environment
- Imitation, internal absorption and the reversal of local drift in stochastic evolutionary games
- Ab initio yield curve dynamics
- Hopf bifurcations with fluctuating gain
- A class of integro-differential Fokker–Planck equations with space-dependent coefficients
- On continuum approximations of discrete-state Markov processes of large system size
- Catastrophes in Brownian motion
- Identifiability in Continuous Lyapunov Models
- Control of the socio-economic systems using herding interactions
- Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
- Nonequilibrium inhomogeneous steady state distribution in disordered, mean-field rotator systems
- A probabilistic theory of random maps
- Coherence resonance in low-density jets
- A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels
- Mean field mutation dynamics and the continuous Luria-Delbrück distribution
- Adaptive sampling of large deviations
- Fluctuations, responses and energetics of molecular motors
- Deterministic and stochastic behavior in ferroelectric particles
- Similarity solutions of a class of perturbative Fokker-Planck equation
- Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
- scientific article; zbMATH DE number 4084188 (Why is no real title available?)
- Large-scale dynamics of self-propelled particles moving through obstacles: model derivation and pattern formation
- Maximum principle based algorithms for deep learning
- Distributed networked learning with correlated data
- Cooperative behavior between oscillatory and excitable units: the peculiar role of positive coupling-frequency correlations
- Homogenization of transport properties of composites based on stochastic dynamics
- Macroscopically observable probability currents in finite populations
- A mathematical model for wild and sterile species in competition: immigration
- Uncertainty quantification for phase-space boundary integral models of ray propagation
- Statistics of noise-driven coupled nonlinear oscillators: applications to systems with Kerr nonlinearity
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes
- 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
- Non-parametric estimation of stochastic differential equations from stationary time-series
- On the Master‐Equation Approach to Kinetic Theory: Linear and Nonlinear Fokker‐Planck Equations
- Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions
- A time-varying stochastic framework for modeling wireless channels
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients
- Fokker-Planck equation driven by asymmetric Lévy motion
- On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems
- Adiabatic Landau-Zener transitions at avoided level crossings with fast noise
- Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
- Nonlinear redistribution of wealth from a stochastic approach
- Some computational methods for the Fokker-Planck equation
- Tensor approximation of stationary distributions of chemical reaction networks
- Temporal behavior of the conditional and Gibbs' entropies
- An efficient method for simulation of noisy coupled multi-dimensional oscillators
- Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
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)
