Generalized local and nonlocal master equations for some stochastic processes

DOI10.1016/J.CAMWA.2015.09.030zbMATH Open1443.60052OpenAlexW2175243573MaRDI QIDQ2007291FDOQ2007291

Qiang Du, Yan-ping Ma, Jiakou Wang, Yanxiang Zhao

Publication date: 12 October 2020

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2015.09.030

zbMATH Keywords

conservation lawnonlocal diffusionfractional diffusionSmoluchowski equationnonlocal fluxstochastic coagulation

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Stochastic processes (60G99) General theory of stochastic processes (60G07)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
• Analysis and Approximation of Nonlocal Diffusion Problems with Volume Constraints
• A NONLOCAL VECTOR CALCULUS, NONLOCAL VOLUME-CONSTRAINED PROBLEMS, AND NONLOCAL BALANCE LAWS
• Stochastic processes in physics and chemistry.
• Lévy Processes and Stochastic Calculus
• The Fokker-Planck equation. Methods of solutions and applications.
• Fractional diffusion on bounded domains
• Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
• Mean exit time and escape probability for dynamical systems driven by Lévy noises
• Gene expression dynamics in randomly varying environments
• Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists
• A general algorithm for exact simulation of multicomponent aggregation processes
• Nonlocal convection-diffusion volume-constrained problems and jump processes
• Monte Carlo simulation of heterotypic cell aggregation in nonlinear shear flow

Cited In (4)

• HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
• A discontinuous Galerkin method for one-dimensional time-dependent nonlocal diffusion problems
• Verallgemeinerte Mastergleichungen und Fokker‐Planck‐Gleichungen für Prozesse in inhomogenen Systemen weitab vom Gleichgewicht
• Convergence analysis of volume preserving scheme for mass based coalescence equation

Recommendations

• Title not available (Why is that?) 👍 👎
• A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems 👍 👎
• Equilibration and asymptotic stationarity for non-Markovian master equations 👍 👎
• Nonlinear generalized master equations and accounting for initial correlations 👍 👎
• Local evolution equations for non-Markovian processes 👍 👎
• Generalized Langevin equations for systems with local interactions 👍 👎
• GENERALIZED MASTER EQUATION FOR NON-EXTENSIVE REACTION-DIFFUSION SYSTEMS 👍 👎
• Verallgemeinerte Mastergleichungen und Fokker‐Planck‐Gleichungen für Prozesse in inhomogenen Systemen weitab vom Gleichgewicht 👍 👎
• Mathematical aspects of local in time master equations 👍 👎
• Generalized master equation for first-passage problems in partitioned spaces 👍 👎

This page was built for publication: Generalized local and nonlocal master equations for some stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2007291)