Path-integral calculation of multivariate Fokker-Planck systems

DOI10.1016/0895-7177(95)00079-HzbMATH Open0830.65114OpenAlexW2073892201MaRDI QIDQ1900253FDOQ1900253

Lester Ingber

Publication date: 14 January 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00079-h

zbMATH Keywords

multivariate systemsnon-Monte-Carlo path-integral algorithmnonlinear Fokker-Planck systems

Mathematics Subject Classification ID

PDEs in connection with quantum mechanics (35Q40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications to the sciences (65Z05)

Cites Work

• Title not available (Why is that?)
• Multiple scales of statistical physics of the neocortex: Application to electroencephalography
• Statistical mechanics of nonlinear nonequilibrium financial markets
• Stochastic chaos in a class or Fokker-Planck equations
• Application of statistical mechanics methodology to term-structure bond- pricing models
• Statistical mechanics of combat with human factors

Cited In (5)

• Path integral solution of the system with coloured multiplicative noise
• Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle
• Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations
• Path-space variational inference for non-equilibrium coarse-grained systems
• A transformed path integral approach for solution of the Fokker-Planck equation

   Recommendations

• Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle 👍 👎
• A transformed path integral approach for solution of the Fokker-Planck equation 👍 👎
• Path integral methods for the dynamics of stochastic and disordered systems 👍 👎
• On path integrals and stationary probability distributions for stochastic systems 👍 👎
• Path integral methods for stochastic differential equations 👍 👎
• Variational schemes in the Fokker - Planck equation 👍 👎
• Mean-field treatment of the many-body Fokker–Planck equation 👍 👎
• Doi-Peliti path integral methods for stochastic systems with partial exclusion 👍 👎
• Fokker-Planck and Langevin equations from the forward-backward path integral. 👍 👎
• Variational path-integral representations for the density of a diffusion process 👍 👎

This page was built for publication: Path-integral calculation of multivariate Fokker-Planck systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1900253)