Path integral solutions of the governing equation of SDEs excited by Lévy white noise
DOI10.1016/J.JCP.2019.05.023zbMATH Open1452.65021OpenAlexW2945114464MaRDI QIDQ2222274FDOQ2222274
Authors: Yong Xu, Wanrong Zan, Wantao Jia, J. Kurths 
Publication date: 26 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2019.05.023
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Cited In (21)
- Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
- Data driven adaptive Gaussian mixture model for solving Fokker-Planck equation
- Adaptive deep density approximation for fractional Fokker-Planck equations
- Solving Fokker-Planck equation using deep learning
- Quantifying the parameter dependent basin of the unsafe regime of asymmetric Lévy-noise-induced critical transitions
- Generalized Cell Mapping Method with Deep Learning for Global Analysis and Response Prediction of Dynamical Systems
- A non-local Fokker-Planck equation with application to probabilistic evaluation of sediment replenishment projects
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
- A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise
- Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
- Dynamic response and bifurcation for Rayleigh-Liénard oscillator under multiplicative colored noise
- Title not available (Why is that?)
- Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
- Effects of Lévy noise on the Fitzhugh-Nagumo model: a perspective on the maximal likely trajectories
- Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
- The influences of correlated spatially random perturbations on first passage time in a linear-cubic potential
- First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
- A generalized method for the stationary probabilistic response of nonlinear dynamical system
- Convergence of martingale solutions to the hybrid slow-fast system
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- Complex nonlinear dynamics and vibration suppression of conceptual airfoil models: a state-of-the-art overview
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