Handbook of stochastic methods for physics, chemistry and the natural sciences.

zbMath1143.60001MaRDI QIDQ5900258

No author found.

Publication date: 4 September 2008

Published in: Springer Series in Synergetics (Search for Journal in Brave)

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) General applied mathematics (00A69) Stochastic analysis (60Hxx) Markov processes (60Jxx)

Related Items

Comparing the roles of time overhead and spatial dimensions on optimal resetting rate vanishing transitions, in Brownian processes with potential bias and stochastic resetting, A Hierarchy of Network Models Giving Bistability Under Triadic Closure, Reducing mean first passage times with intermittent confining potentials: a realization of resetting processes, Nonlinear inhomogeneous Fokker–Planck models: Energetic-variational structures and long-time behavior, Accurate Chemical Master Equation Solution Using Multi-Finite Buffers, Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit, Large deviation of long time average for a stochastic process: an alternative method, Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation, MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS, Directed transport induced by spatially modulated Lévy flights, Control strategies for the Fokker−Planck equation, A Primer on Noise-Induced Transitions in Applied Dynamical Systems, Multiscale Simulation of Stochastic Reaction-Diffusion Networks, Stability and Strong Convergence for Spatial Stochastic Kinetics, An Algebraic Approach to Product-form Stationary Distributions for Some Reaction Networks, Noise induced aperiodic rotations of particles trapped by a non-conservative force, Freezing transitions of Brownian particles in confining potentials, WKB theory of large deviations in stochastic populations, Effect of noise on residence times of a heteroclinic cycle, Flux in tilted potential systems: negative resistance and persistence, Data-driven probability density forecast for stochastic dynamical systems, A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise, Latent Ornstein‐Uhlenbeck models for Bayesian analysis of multivariate longitudinal categorical responses, Complex dynamics of a stochastic SIR epidemic model with vertical transmission and varying total population size, Quantum diffusion in sharp transition to non-slow-roll phase, Primordial black holes and stochastic inflation beyond slow roll. Part I. Noise matrix elements, Assessing Markovian and delay models for single-nucleus RNA sequencing, Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems, A causality-based learning approach for discovering the underlying dynamics of complex systems from partial observations with stochastic parameterization, Radon measure-valued solutions of unsteady filtration equations, Shallow-cloud impact on climate and uncertainty: a simple stochastic model, A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method, Perturbative expansion of irreversible work in Fokker–Planck equationà laquantum mechanics, Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh–Bénard convection, Computing the optimal path in stochastic dynamical systems, Dissipative Particle Dynamics: Foundation, Evolution, Implementation, and Applications, Unnamed Item, Unnamed Item, On a Scalable Entropic Breaching of the Overfitting Barrier for Small Data Problems in Machine Learning, Evidence Accumulation and Change Rate Inference in Dynamic Environments, Hitting Time and Inverse Problems for Markov Chains, Small-time expansion of the Fokker–Planck kernel for space and time dependent diffusion and drift coefficients, Contextual Interventions for Controlling Alcohol Drinking, Stochastic approach to entropy production in chemical chaos, Space-time fractional diffusion in cell movement models with delay, Estimation of classical parameters via continuous probing of complementary quantum observables, Positive solutions of a weakly singular periodic eco-economic system with changing-sign perturbation, Rare events in stochastic populations under bursty reproduction, Linear response of hydrodynamically-coupled particles under a nonequilibrium reservoir, Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise, Dynamical symmetries of Markov processes with multiplicative white noise, 1/fnoise from point process and time-subordinated Langevin equations, Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations, Classical stochastic dynamics and continuous matrix product states: gauge transformations, conditioned and driven processes, and equivalence of trajectory ensembles, Dispersion in two dimensional channels—the Fick–Jacobs approximation revisited, Doubly stochastic (pseudo)gene expression in the regulation of cancer, Non-normality, reactivity, and intrinsic stochasticity in neural dynamics: a non-equilibrium potential approach, Time distribution for persistent viral infection, The stochastic motion of self-thermophoretic Janus particles, On the Scaling Law of Phase Drift in Coupled Nonlinear Oscillators for Precision Timing, Information thermodynamics for interacting stochastic systems without bipartite structure, An Information Criterion for Choosing Observation Locations in Data Assimilation and Prediction, Approximation of the Mean Escape Time for a Tilted Periodic Potential, A systematic path to non-Markovian dynamics: new response probability density function evolution equations under Gaussian coloured noise excitation, Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries, The zeroth law of thermodynamics and volume-preserving conservative system in equilibrium with stochastic damping, An explicit numerical scheme for homogeneous gas-phase high-temperature combustion systems, Information transmission and noise correlation in continuous and bursty signaling systems, A data-driven phase and isostable reduced modeling framework for oscillatory dynamical systems, Conservation laws for voter-like models on random directed networks, ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS, Multicomponent dissipative particle dynamics: Formulation of a general framework for simulations of complex fluids, Stochastic Gene Expression with a Multistate Promoter: Breaking Down Exact Distributions, Stationary Distributions and Condensation in Autocatalytic Reaction Networks, Unnamed Item, Kinetic uncertainty relation, Characterising the nonequilibrium stationary states of Ornstein–Uhlenbeck processes, A field theoretic approach to master equations and a variational method beyond the Poisson ansatz, How irreversible are steady-state trajectories of a trapped active particle?, Effect of hydrodynamic slip on the rotational dynamics of a thin Brownian platelet in shear flow, Stationary states for underdamped anharmonic oscillators driven by Cauchy noise, Unnamed Item, Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces, Asymptotic rate of quantum ergodicity in chaotic Euclidean billiards, Energy dissipation bounds for autonomous thermodynamic cycles, Mesoscopic virial equation for nonequilibrium statistical mechanics, A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems, Threshold Models for Rainfall and Convection: Deterministic versus Stochastic Triggers, Large deviations and optimal control forces for hard particles in one dimension, Approximate solutions to second order parabolic equations. I: Analytic estimates, Kinetics of first-order phase transitions from microcanonical thermostatistics, Stationary properties of a non-Markovian Brownian gyrator, Replicator equations induced by microscopic processes in nonoverlapping population playing bimatrix games, Stochastic Motion of Bumps in Planar Neural Fields, Variational formulation of compressible hydrodynamics in curved spacetime and symmetry of stress tensor, The self-organized critical multiverse, Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations, Energy exchanges in a damped Langevin-like system with two thermal baths and an athermal reservoir, Local well-posedness of a nonlinear Fokker–Planck model, Trajectory inference and parameter estimation in stochastic models with temporally aggregated data, The Fokker-Planck equation for bosons in 2D: well-posedness and asymptotic behavior, Cell volume distributions reveal cell growth rates and division times, Phase space path integral approach to harmonic oscillator with a time-dependent force constant, Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations, Thermodynamics of inequalities: from precariousness to economic stratification, Curl flux induced drift in stochastic differential equations in the zero-mass limit, Non-Markovian Brownian motion in a magnetic field and time-dependent force fields, Power-law Fokker-Planck equation of unimolecular reaction based on the approximation to master equation, Steady-state distributions of probability fluxes on complex networks, Stochastic resonance, coherence resonance, and spike timing reliability of Hodgkin-Huxley neurons with ion-channel noise, Path integral methods for stochastic differential equations, Noise-induced precursors of state transitions in the stochastic Wilson-Cowan model, Optimal design problems governed by the nonlocal \(p\)-Laplacian equation, The role of stochasticity in noise-induced tipping point cascades: a master equation approach, Within-host demographic fluctuations and correlations in early retroviral infection, Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities, State space truncation with quantified errors for accurate solutions to discrete chemical master equation, A dynamical low-rank approach to the chemical master equation, Coloured noise for dispersion of contaminants in shallow waters, Power-law and exponential rank distributions: a panoramic Gibbsian perspective, Long range correlations generated by phase separation. exact results from field theory, Analysis of reflected diffusions via an exponential time-based transformation, Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk, Ghosts of bump attractors in stochastic neural fields: bottlenecks and extinction, Dynamics of master equations with time-recurrent structure, Association of scattering matrices in quantum networks, Accurate and computationally efficient mixing models for the simulation of turbulent mixing with PDF methods, Numerical methods for computing effective transport properties of flashing Brownian motors, How stochasticity influences leading indicators of critical transitions, Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle, On the physical interpretation of statistical data from black-box systems, Forecasting the underlying potential governing the time series of a dynamical system, Numerical stability of the method of Brownian configuration fields, Mean extinction time in predator-prey model, Close-packed granular clusters: hydrostatics and persistent Gaussian fluctuations, Casimir forces in granular and other non equilibrium systems, The geometry of algorithms using hierarchical tensors, Quasi-steady state reduction of molecular motor-based models of directed intermittent search, Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model, An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account, From micro-correlations to macro-correlations, Multiscale modeling of diffusion in a crowded environment, Solutions for a non-Markovian diffusion equation, Practical estimation of high dimensional stochastic differential mixed-effects models, Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems, Determining the control networks regulating stem cell lineages in colonic crypts, Networks that learn the precise timing of event sequences, Sensory feedback in a bump attractor model of path integration, Kinetics of active surface-mediated diffusion in spherically symmetric domains, Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models, Maximal sensitive dependence and the optimal path to epidemic extinction, The worst drug rule revisited: mathematical modeling of cyclic cancer treatments, The string method as a dynamical system, Relation of a new interpretation of stochastic differential equations to Itô process, Modeling the spontaneous activity in suprachiasmatic nucleus neurons: role of cation single channels, The evolution of moment generating functions for the Wright-Fisher model of population genetics, Realizable high-order finite-volume schemes for quadrature-based moment methods applied to diffusion population balance equations, Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift-Hohenberg equation, Information theory and dynamical system predictability, Spreading dynamics on complex networks: a general stochastic approach, Analytic steady-state space use patterns and rapid computations in mechanistic home range analysis, Coarse analysis of collective motion with different communication mechanisms, Persistent random motion: uncovering cell migration dynamics, Fluctuation effects in metapopulation models: percolation and pandemic threshold, Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection, Sparse grids and hybrid methods for the chemical master equation, A Haar-like construction for the Ornstein Uhlenbeck process, A tour of inequality, The Poisson aggregation process, Sinusoidal-signal detection by active, noisy oscillators on the brink of self-oscillation, Finite-size effects and switching times for Moran process with mutation, A dynamical systems framework for intermittent data assimilation, Duality in interacting particle systems and boson representation, Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points, Bounding the coarse graining error in hidden Markov dynamics, Kramers escape rate in overdamped systems with the power-law distribution, Lévy flights in inhomogeneous environments and \(1 / f\) noise, Did the ever dead outnumber the living and when? A birth-and-death approach, Fixation probabilities in populations under demographic fluctuations, Model checking Markov population models by stochastic approximations, Seasonal forcing in stochastic epidemiology models, Numerical simulations of a second-order chemical reaction in a plane turbulent channel flow, Establishment in a new habitat by polygenic adaptation, A pentatonic classification of extreme events, Entrainment in up and down states of neural populations: non-smooth and stochastic models, Asymptotic analysis of multiscale approximations to reaction networks, Modeling local and global intracellular calcium responses mediated by diffusely distributed inositol 1,4,5-trisphosphate receptors, Thermo-quantum diffusion, Micromixing models for turbulent flows, Fractional motions, Impact of stochasticity in immigration and reintroduction on colonizing and extirpating populations, The modeling of global epidemics: stochastic dynamics and predictability, Nonlinear theory of quantum Brownian motion, Phase control of a nano-structured light-harvesting architecture, The complete parameters analysis of the asymptotic behaviour of a logistic epidemic model with two stochastic perturbations, Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations, Exact formula for currents in strongly pumped diffusive systems, Optimal open-loop desynchronization of neural oscillator populations, Improving the prediction of complex nonlinear turbulent dynamical systems using nonlinear filter, smoother and backward sampling techniques, Resonance fluorescence of polar quantum systems in a bichromatic field, Koopman Operator Inspired Nonlinear System Identification, Generalized free energy and dynamical state transition of the dyonic AdS black hole in the grand canonical ensemble, Higher-order heat equation and the Gelfand-Dickey hierarchy, Global density equations for a population of actively switching particles, For a statistical interpretation of Helmholtz' thermal displacement, Harmonic statistics, Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises, Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics, Analysis of mechanisms for platelet near-wall excess under arterial blood flow conditions, Probability density function approach for modelling multi-phase flow with ganglia in porous media, A Mellin transform solution to a second-order pantograph equation with linear dispersion arising in a cell growth model, Statistical predictability in the atmosphere and other dynamical systems, Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods, Energetics of stochastic BCM type synaptic plasticity and storing of accurate information, Transported Probability and Mass Density Function (PDF/MDF) Methods for Uncertainty Assessment and Multi-Scale Problems, An appetizer to modern developments on the Kardar-Parisi-Zhang universality class, Aspects of non-equilibrium in classical and quantum systems: slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics, Universal Poisson-process limits for general random walks, Effects of noise on ecological invasion processes: bacteriophage-mediated competition in bacte\-ria, Cytotoxic killing and immune evasion by repair, Outflow probability for drift-diffusion dynamics, A Gauss/anti-Gauss quadrature method of moments applied to population balance equations with turbulence-induced nonlinear phase-space diffusion, The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries, Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities, Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise, The active selfish herd, A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems, A stochastic model of gene transcription: an application to L1 retrotransposition events, Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review, Mathematical analysis for stochastic model of Alzheimer's disease, Boundedness vs unboundedness of a noise linked to Tsallis q-statistics: The role of the overdamped approximation, An iterative action minimizing method for computing optimal paths in stochastic dynamical systems, Singular solutions of the diffusion equation of population genetics, Data-driven, variational model reduction of high-dimensional reaction networks, On the numerical structure preservation of nonlinear damped stochastic oscillators, Phylogenetic Ornstein-Uhlenbeck regression curves, An explicit family of probability measures for passive scalar diffusion in a random flow, Joint law of an Ornstein–Uhlenbeck process and its supremum, How noise and coupling influence leading indicators of population extinction in a spatially extended ecological system, Novel effect induced by spacetime curvature in quantum hydrodynamics, Beyond Itô versus Stratonovich, Evolution of molecular phenotypes under stabilizing selection, A trace formula for activated escape in noisy maps, The mean first passage time in an energy-diffusion controlled regime with power-law distributions, Thermostats for ``slow configurational modes, Dynamic state estimation based on Poisson spike trains—towards a theory of optimal encoding, Fluctuating observation time ensembles in the thermodynamics of trajectories, Adaptive evolution of molecular phenotypes, Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise, Fluctuation effects in gene regulation by microRNAs and correlations between gene and pseudogene mRNAs in the control of cancer, Unifying theory of quantum state estimation using past and future information, Self-induced stochastic resonance in an excitable potential well, Resolving molecular contributions of ion channel noise to interspike interval variability through stochastic shielding, Tipping cascades in a multi-patch system with noise and spatial coupling, Frequency of elemental events of intracellular<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:msup><mml:mi mathvariant="normal">Ca</mml:mi><mml:mrow><mml:mn>2</mml:mn><mml:mo>+</mml:mo></mml:mrow></mml:msup></mml:math>dynamics, The fixed-size Luria-Delbrück model with a nonzero death rate, Analysis of a passive vapor feed direct methanol fuel cell, A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise, Fokker-Planck equation driven by asymmetric Lévy motion, A hierarchy of approximations of the master equation scaled by a size parameter, Vibrational dynamics of paramagnetic particles and processes of separation of granular materials, A continuous review, \((Q, r)\) inventory model for a deteriorating item with random demand and positive lead time, A mathematical synthesis of niche and neutral theories in community ecology, Type of noise defines global attractors in bistable molecular regulatory systems, The dynamics of choice among multiple alternatives, Numerical analysis for a vapor feed miniature direct methanol fuel cell system, Diffusion maps, spectral clustering and reaction coordinates of dynamical systems, Intermittency in relation with 1/f noise and stochastic differential equations, Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes, Stochastic dynamic model of sulfate corrosion reactions in concrete materials considering the effects of colored Gaussian noises, Analyzing dynamic decision-making models using Chapman-Kolmogorov equations, Redistribution promotes cooperation in spatial public goods games under aspiration dynamics, Demographic stochasticity and evolution of dispersion. I: Spatially homogeneous environments, Stationary distributions via decomposition of stochastic reaction networks, On the probabilistic approach to heterogeneous structure interactions in agent-based computational models, Stochastic Models of Evidence Accumulation in Changing Environments, Asymptotic expansion for some local volatility models arising in finance, Modeling stochastic gene expression: from Markov to non-Markov models, Stability, coherent spiking and synchronization in noisy excitable systems with coupling and internal delays, Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators, A new approach to simulating stochastic delayed systems, Spreading of superfluid vorticity clouds in normal-fluid turbulence, On the stability of equilibrium states of the dynamical systems in critical cases, Local and nonlocal optimal control in the source, Epidemiological models in semiclassical approximation: an analytically solvable model as a test case, Approximating steady state distributions for household structured epidemic models, Ensemble average and ensemble variance behavior of unsteady, one-dimensional groundwater flow in unconfined, heterogeneous aquifers: an exact second-order model, Connecting logistic probability models with basic dynamic processes, Simulating macroscopic quantum correlations in linear networks, Inequalities for overdamped fluctuating systems, The linear noise approximation for spatially dependent biochemical networks, Stochastic simulation of pattern formation in growing tissue: a multilevel approach, Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with stochastic partial differential equations, Multipoint correlation functions at phase separation. Exact results from field theory, A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems, Universal spectral densities: white and flicker noises, Exploring the beta distribution in variable-density turbulent mixing, Motility-induced phase separation of active particles in the presence of velocity alignment, Modelling of turbulence modulation in particle- or droplet-laden flows, Strong 1.5 order scheme for second-order stochastic differential equations without Levy area, Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate, A path integral formalism for non-equilibrium Hamiltonian statistical systems, Optimal Chaotic Desynchronization for Neural Populations, Exit time distribution in spherically symmetric two-dimensional domains