Generalized local and nonlocal master equations for some stochastic processes

DOI10.1016/J.CAMWA.2015.09.030MaRDI QIDQ2007291zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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• Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
• Fractional diffusion on bounded domains
• Gene expression dynamics in randomly varying environments
• Lévy Processes and Stochastic Calculus
• Mean exit time and escape probability for dynamical systems driven by Lévy noises
• Monte Carlo simulation of heterotypic cell aggregation in nonlinear shear flow
• Nonlocal convection-diffusion volume-constrained problems and jump processes
• Nonlocal diffusion problems
• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
• Stochastic processes in physics and chemistry.
• The Fokker-Planck equation. Methods of solutions and applications.

Cited in

(5)

• Kinetic equation for stochastic vector bundles
• 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

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