Stochastic Problems in Physics and Astronomy
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Publication:5841480
DOI10.1103/RevModPhys.15.1zbMath0061.46403OpenAlexW2162488624WikidataQ21709780 ScholiaQ21709780MaRDI QIDQ5841480
Publication date: 1943
Published in: Reviews of Modern Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1103/revmodphys.15.1
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regularization of solution of an inverse ultraparabolic equation associated with perturbed final data ⋮ Well-posedness of mathematical models of continuum mechanics and thermodynamics ⋮ Variable step random walks and self-similar distributions ⋮ Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap ⋮ Analysis of double-slit interference experiment at the atomic level ⋮ Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: noncharacteristic case ⋮ Conformal accelerations method and efficient evaluation of stable distributions ⋮ Differential entropy and dynamics of uncertainty ⋮ Tunneling as a classical escape rate induced by the vacuum zero-point radiation ⋮ The foundations of linear stochastic electrodynamics ⋮ The linear Fokker-Planck equation for the Ornstein-Uhlenbeck process as an (almost) nonlinear kinetic equation for an isolated \(n\)-particle system ⋮ A foraging ocean sunfish and the `nearest neighbor' problem ⋮ Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary ⋮ Tagged-particle statistics in single-file motion with random-acceleration and Langevin dynamics ⋮ Pseudodifferential equation of fluctuations of nonstationary gravitational fields ⋮ Convergence rate for the method of moments with linear closure relations ⋮ Short hyperuniform random walks ⋮ One-dimensional stable probability density functions for rational index \(0<\alpha \leqslant 2\) ⋮ A random walk approach to transport in tissues and complex media: from microscale descriptions to macroscale models ⋮ Stability analysis for uncertain differential equation by Lyapunov's second method ⋮ Controllability of some collisional and non-collisional kinetic equations: Fokker-Planck and Vlasov-Navier-Stokes ⋮ A local sensitivity and regularity analysis for the Vlasov-Poisson-Fokker-Planck system with multi-dimensional uncertainty and the spectral convergence of the stochastic Galerkin method ⋮ Increasing risk: dynamic mean-preserving spreads ⋮ Sensitivity analysis of the non-linear Fokker-Planck equations with uncertainty ⋮ Systems containing random parameters with small correlation times ⋮ Accurate and efficient computation of the 3D radiative transfer equation in highly forward-peaked scattering media using a renormalization approach ⋮ Log-correlated large-deviation statistics governing Huygens fronts in turbulence ⋮ Generation of random hypersurfaces ⋮ On enzyme amplifier systems triggered b y white noise ⋮ On a class of Fokker-Planck equations with subcritical confinement ⋮ A numerical integration scheme for the N-body gravitational problem ⋮ Classical solutions of the equation of local fluctuations of Riesz gravitational fields and their properties ⋮ Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle ⋮ Quasi-periodic boundary conditions for hierarchical algorithms used for the calculation of inter-particle electrostatic interactions ⋮ Continuum percolation thresholds for mixtures of spheres of different sizes ⋮ Weighted Sobolev-Morrey estimates for hypoelliptic operators with drift on homogeneous groups ⋮ The Cauchy problem and distribution of local fluctuations of one Riesz gravitational field ⋮ Response of a canonical ensemble of quantum oscillators to a random metric ⋮ Most probable distributions and distributions of extremes for particle systems with hierarchical structures ⋮ Spin zero particle propagator from a random walk in 3-D space ⋮ Pseudodifferential local interaction equation for moving objects ⋮ Fokker–Planck model for computational studies of monatomic rarefied gas flows ⋮ Eddy diffusivities of inertial particles under gravity ⋮ Random walk with persistence and external bias ⋮ Rigorous Asymptotic and Moment-Preserving Diffusion Approximations for Generalized Linear Boltzmann Transport in Arbitrary Dimension ⋮ Brownian Motion of Charged Particles Driven by Correlated Noise in Magnetic Field ⋮ Lie algebraic solutions of linear Fokker–Planck equations ⋮ The inviscid axisymmetric stability of the supersonic flow along a circular cylinder ⋮ Asymptotic theory of the linear transport equation for small mean free paths. I ⋮ Asymptotics for interacting particle systems onZ d ⋮ Inception and development of nonlinear mechanics as a new research field ⋮ Langevin original approach and Ornstein-Uhlenbeck-type processes ⋮ Super- and subdiffusive positions in fractional Klein-Kramers equations ⋮ A Physics-Based Emulator for the Simulation of Geophysical Mass Flows ⋮ Nonequilibrium statistical thermodynamics of second-order stochastic processes in the limit of large resistance ⋮ THEORY OF TRANSPORT PROCESSES AND THE METHOD OF THE NONEQUILIBRIUM STATISTICAL OPERATOR ⋮ Qualitative properties of solutions to a time-space fractional evolution equation ⋮ ON THE NATURE OF GRAVITATIONAL FORCES ⋮ Ferromagnetic and Antiferromagnetic Curie Temperatures ⋮ Quantum walk with quadratic position-dependent phase defects ⋮ Kronecker-structured covariance models for multiway data ⋮ Foundations of Statistical Mechanics ⋮ Dynamics of Ionized Media ⋮ On uniform controllability of 1D transport equations in the vanishing viscosity limit ⋮ Poincaré Recurrences ⋮ On the dynamics of a non-uniform electrically conducting fluid ⋮ Diffusion of Charged Particles across a Magnetic Field ⋮ On the statistics of coherent vortices in incoherent environments ⋮ Fokker-Planck Equation for an Inverse-Square Force ⋮ Verification of a stochastic diffusion gas model ⋮ An Approach to Equilibrium ⋮ Impact of interparticle dipole–dipole interactions on optical nonlinearity of nanocomposites ⋮ Broadening and Shift of Spectral Lines Due to the Presence of Foreign Gases ⋮ Effects of Electron-Electron Interactions on Cyclotron Resonances in Gaseous Plasmas ⋮ Random walks and drift in chemical diffusion ⋮ Isotropic Rotational Brownian Motion ⋮ Kinetic Equation for a Plasma with Unsteady Correlations ⋮ 100 years after Smoluchowski: stochastic processes in cell biology ⋮ Stationary Nonequilibrium Gibbsian Ensembles ⋮ Electron and Ion Runaway in a Fully Ionized Gas. II ⋮ Electron Velocity Distributions in a Partially Ionized Gas ⋮ Generalization of the Lagrange Expansion with Application to Physical Problems ⋮ Über Die Wanderung der Moleküle in Einem Gase, II ⋮ Über die Wanderung Der Moleküle in Einem Gasgemisch ⋮ Structure of Spectral Lines from Plasmas ⋮ Poincaré Cycles, Ergodicity, and Irreversibility in Assemblies of Coupled Harmonic Oscillators ⋮ Differential-Operator Approximations to the Linear Boltzmann Equation ⋮ Theory of Irreversibility ⋮ Variational Treatment of Warm Electrons in Nonpolar Crystals ⋮ Structure of a Shock Wave in Fully Ionized Hydrogen ⋮ Simultaneous Effect of Doppler and Foreign Gas Broadening on Spectral Lines ⋮ Vortex crystals from 2D Euler flow: Experiment and simulation ⋮ Exact analytic solutions to turbulent particle flow equations ⋮ Invariant Imbedding and Mathematical Physics. I. Particle Processes ⋮ Velocity-Dependent Correlations in the Statistical Distribution of the Electric Microfield in a Plasma ⋮ Generalization of the classical Kramers rate for non-Markovian open systems out of equilibrium ⋮ Dynamics of random graphs with bounded degrees ⋮ A trace formula for activated escape in noisy maps ⋮ On the gap and time interval between the first two maxima of long random walks ⋮ Subdiffusive random walk in a membrane system: the generalized method of images approach ⋮ Full absorption statistics of diffusing particles with exclusion ⋮ Irreversible reactions and diffusive escape: stationary properties ⋮ Trichotomous noise induced stochastic resonance in a fractional oscillator with random damping and random frequency ⋮ Stochastic search with Poisson and deterministic resetting ⋮ Long time scaling behaviour for diffusion with resetting and memory ⋮ Space-time transport schemes and homogenization. I: general theory of Markovian and non-Markovian processes ⋮ Memory induced anomalous dynamics in a random walker with internal states ⋮ Finite-time fluctuation theorem for diffusion-influenced surface reactions ⋮ First-passage duality ⋮ Extreme events in stochastic transport on networks ⋮ Testing of mixing models for Monte Carlo probability density function simulations ⋮ Boson operator representation of Brownian motion ⋮ Nonlinear Schrödinger-type field equation for the description of dissipative systems. II. Frictionally damped motion in a magnetic field ⋮ Viscosity renormalization based on direct-interaction closure ⋮ The Solution of an Evolution Equation Describing Certain Types of Mechanical and Chemical Interaction ⋮ On The Asymptotic Equivalence of the Fokker-Planck and Diffusion Equations ⋮ Nonlinear Schrödinger-type field equation for the description of dissipative systems. I. Derivation of the nonlinear field equation and one-dimensional example ⋮ Monte Carlo simulation of coagulation in discrete particle-size distributions. Part 1. Brownian motion and fluid shearing ⋮ On the equivalence of quantum mechanics and a certain class of Markov processes ⋮ Composite generalized Laguerre-Legendre spectral method with domain decomposition and its application to Fokker-Planck equation in an infinite channel ⋮ Strain distributions and diffraction peak profiles from crystals with dislocations ⋮ Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ A microscopic model for noise induced transport: Heat-bath nonlinearly driven by external white noise ⋮ The Mathematical Analysis of Biological Aggregation and Dispersal: Progress, Problems and Perspectives ⋮ Non-steady-state aerosol filtration in nanostructured fibrous media ⋮ On two-dimensional foam ageing ⋮ A Scalar Transport Equation ⋮ On Fokker-Planck model for the Boltzmann collision integral at the moderate Knudsen numbers ⋮ Statistical Mechanics of Liquid<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:msup><mml:mrow><mml:mi mathvariant="normal">He</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math> ⋮ Unnamed Item ⋮ A UNIFIED DESCRIPTION OF TIME DEPENDENCE OF INFORMATION ENTROPY PRODUCTION AND FLUX IN THERMAL BROADBAND NOISE-DRIVEN DYNAMICAL SYSTEMS ⋮ THE ZEROTH LAW OF THERMODYNAMICS OF THE PHOTON–HYDROGEN SYSTEM AND 21 cm COSMOLOGY ⋮ INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK ⋮ The Average First Recurrence Time ⋮ Quantum walk on a toral phase space ⋮ Specific heat anomalies of small quantum systems subjected to finite baths ⋮ An analytical study of transport in Stokes flows exhibiting large-scale chaos in the eccentric journal bearing ⋮ Two alternative methods for solving the Vlasov Fokker–Planck equation ⋮ High-frequency trading model for a complex trading hierarchy ⋮ Combined Hermite spectral-finite difference method for the Fokker-Planck equation
Cites Work
- The Brownian movement and stochastic equations
- The Brownian Motion of Strings and Elastic Rods
- On the derivation of distribution functions in problems of Brownian motion
- Brownian Motion as a Natural Limit to all Measuring Processes
- The Statistics of the Gravitational Field Arising from a Random Distribution of Stars. I. The Speed of Fluctuations.
- The Statistics of the Gravitational Field Arising from a Random Distribution of Stars II
- Brownian motion in a field of force and the diffusion model of chemical reactions
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