Gradient-Particle Solutions of Fokker--Planck Equations for Noisy Delay Bifurcations

DOI10.1137/S1064827599350332zbMath0965.65006MaRDI QIDQ4509985

Rachel Kuske

Publication date: 19 October 2000

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equation; probability density; FitzHugh-Nagumo model; delay bifurcation; gradient particle method

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

65C30: Numerical solutions to stochastic differential and integral equations

37M20: Computational methods for bifurcation problems in dynamical systems

65P30: Numerical bifurcation problems

65C35: Stochastic particle methods

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