Extracting macroscopic stochastic dynamics: Model problems
DOI10.1002/cpa.10057zbMath1033.60080MaRDI QIDQ4790322
Christof Schütte, Andrew M. Stuart, Wilhelm Huisinga
Publication date: 28 January 2003
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.10057
stochastic differential equation; harmonic oscillators; molecular dynamics; transfer operator; finite-state-space Markov chain
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
92C40: Biochemistry, molecular biology
37A30: Ergodic theorems, spectral theory, Markov operators
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60J35: Transition functions, generators and resolvents
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
