Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
DOI10.1016/J.CPC.2014.10.007zbMATH Open1348.60005OpenAlexW2074233704MaRDI QIDQ337707FDOQ337707
Igor M. Sokolov, Bartłomiej Dybiec
Publication date: 10 November 2016
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2014.10.007
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Computational methods for problems pertaining to probability theory (60-08) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sums of independent random variables; random walks (60G50)
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Cited In (7)
- Nonlinear wave transmission in harmonically driven Hamiltonian sine-Gordon regimes with memory effects
- Escape from bounded domains driven by multivariateα-stable noises
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
- Models for characterizing the transition among anomalous diffusions with different diffusion exponents
- Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
- Revisiting Lévy flights on bounded domains: a Fock space approach
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