Handbook of stochastic methods for physics, chemistry and the natural sciences.
From MaRDI portal
Publication:5916321
zbMath0934.60003MaRDI QIDQ5916321
Publication date: 2 November 1999
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Fokker-Planck equationmaster equationquantum mechanical Markov processesstochastic models in physics
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 (39)
Application of adaptive multilevel splitting to high-dimensional dynamical systems ⋮ Entropic Fokker-Planck kinetic model ⋮ Coupling of paraxial and white-noise approximations of the Helmholtz equation in randomly layered media ⋮ Dissipative brackets for the Fokker-Planck equation in Hamiltonian systems and characterization of metriplectic manifolds ⋮ Stability of the zero solution of nonlinear differential equations under the influence of white noise ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ Early-time measure in eternal inflation ⋮ Optimal management of stochastic invasion in a metapopulation with Allee effects ⋮ Development of algorithms and software for modeling controlled dynamic systems using symbolic computations and stochastic methods ⋮ Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion ⋮ Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach ⋮ Polymer translocation across an oscillating nanopore: study of several distribution functions of relevant Brownian functionals. Brownian functionals of polymer translocation across oscillating nanopore ⋮ Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity ⋮ First passage times of long transient dynamics in ecology ⋮ Theory of transcription bursting: stochasticity in the transcription rates ⋮ Stochastic Gompertz model of tumour cell growth ⋮ Extremum seeking by a dynamic plant using mixed integral sliding mode controller with synchronous detection gradient estimation ⋮ Time Correlation Functions of Equilibrium and Nonequilibrium Langevin Dynamics: Derivations and Numerics Using Random Numbers ⋮ Low-temperature dynamics of long-ranged spin-glasses: full hierarchy of relaxation times via real-space renormalization ⋮ Macroscopic fluxes and local reciprocal relation in second-order stochastic processes far from equilibrium ⋮ Stochastic acceleration in generalized squared Bessel processes ⋮ Real-space renormalization for the finite temperature statics and dynamics of the Dyson long-ranged ferromagnetic and spin-glass models ⋮ Generalized theory on the mechanism of site-specific DNA–protein interactions ⋮ Non-Markovian stochastic processes: Colored noise ⋮ Strategic allocation of flight plans in air traffic management: an evolutionary point of view ⋮ The charge-carrier mobility in disordered organic materials: the long-range one-dimensional diffusion with the memory effect ⋮ Second-Order Schemes for Fokker-Planck Equations with Discontinuous Drift ⋮ Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model ⋮ Stochastic modelling in fluid dynamics: Itô versus Stratonovich ⋮ Renormalization group method applied to kinetic equations: Roles of initial values and time ⋮ Expansion of the effective action around non-Gaussian theories ⋮ Diffusions conditioned on occupation measures ⋮ Spatial patterns in mesic savannas: the local facilitation limit and the role of demographic stochasticity ⋮ Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics ⋮ Decoding Hidden Cognitive States From Behavior and Physiology Using a Bayesian Approach ⋮ Математическое моделирование процессов коалесценции и дробления капель и пузырей в изотропном турбулентном потоке (обзор) ⋮ Fluctuating Hydrodynamics Methods for Dynamic Coarse-Grained Implicit-Solvent Simulations in LAMMPS ⋮ Unnamed Item ⋮ Analysis of individual cell trajectories in lattice-gas cellular automaton models for migrating cell populations
This page was built for publication: Handbook of stochastic methods for physics, chemistry and the natural sciences.