Nonlocal PDF methods for Langevin equations with colored noise
DOI10.1016/j.jcp.2018.04.023zbMath1415.65020OpenAlexW2797091278WikidataQ129983197 ScholiaQ129983197MaRDI QIDQ2424504
Tyler Maltba, Daniel M. Tartakovsky, Pierre Alain Gremaud
Publication date: 25 June 2019
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2018.04.023
randomLangevin equationprobability density function methodcolored noisestochasticuncertainty quantificationnonlocal
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30) PDEs in connection with statistics (35Q62)
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Cites Work
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- Random ordinary differential equations
- Consequences of weak Allee effect on prey in the May-Holling-Tanner predator-prey model
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- Random Differential Equations in Scientific Computing
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