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

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

Cited In (only showing first 100 items - show all)

Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
Memory effects on stochastic resonance.
A path integral method for data assimilation
Exact solutions for a diffusion equation with a nonlinear external force
Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
Evidence of Markov properties of high frequency exchange rate data
Neural field dynamics under variation of local and global connectivity and finite transmission speed
Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes
Browndye: A software package for Brownian dynamics
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
Covariance kernel representations of multidimensional second-order stochastic processes
Computing reactive flows with a field Monte Carlo formulation and multi-scale methods
Exact solutions of the Fokker-Planck equations with moving boundaries
Collisional energy transfer with statistical energy exchange: an analytical solution in the statistical limit
Comparison between two models of self-gravitating clusters: Conditions for gravitational collapse
Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
Current reversal in a continuously periodic system driven by an additive noise and a multiplicative noise
Decorrelation by Recurrent Inhibition in Heterogeneous Neural Circuits
Persistence of quantum information
Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity
First-passage time for stability analysis of the Kaldor model
First passage time analysis of animal movement and insights into the functional response
Monte Carlo techniques for real-time quantum dynamics
Analysis of stochastic stem cell models with control
Stochastic resonance and first arrival time for excitable systems
Markov-binary visibility graph: a new method for analyzing complex systems
Fokker-Planck-DSMC algorithm for simulations of rarefied gas flows
Potential landscape and flux field theory for turbulence and nonequilibrium fluid systems
A stochastic model of IndoPacific sea surface temperature anomalies
Some applications of persistent random walks and the telegrapher's equation
Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems
An efficient algorithm for scalar PDF modelling in incompressible turbulent flow; numerical analysis with evaluation of IEM and IECM micro-mixing models
The relaxation of May's conjecture for the logistic equation
Reverse engineering of complex dynamical networks in the presence of time-delayed interactions based on noisy time series
On the performance of learned data structures
On stochastic parameter estimation using data assimilation
Expansion exponents for nonequilibrium systems
A neutral model of edge effects
A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales
How environmental noise can contract and destroy a persistence zone in population models with Allee effect
Stochastic continuum mechanics -- a thermodynamic-limit-free alternative to statistical mechanics: equilibrium of isothermal ideal isotropic uniform fluid.
Cumulant dynamics of a population under multiplicative selection, mutation, and drift.
A stochastic Lagrangian model for acceleration in turbulent flows
Model reduction of multi-scale chemical Langevin equations
Extinction time and age of an allele in a large finite population.
Optimal control of stochastic lattice of prey-predator models
First passage time distribution for anomalous diffusion
Effect on the mean first passage time in symmetrical bistable systems by cross-correlation between noises
Fluctuation effects on wave propagation in a reaction-diffusion process
Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
Exact solutions of the Fokker-Planck equation from an \(n\)th order supersymmetric quantum mechanics approach
Relaxation to stationary states for anomalous diffusion
Error analysis of a stochastic immersed boundary method incorporating thermal fluctuations
Effects of correlated noises on the intensity fluctuation of a single-mode laser system
Violation of the zeroth law of thermodynamics for a non-ergodic interaction
A test model for fluctuation-dissipation theorems with time-periodic statistics
Adaptive modeling, adaptive data assimilation and adaptive sampling
Fixation in haploid populations exhibiting density dependence. I: The non-neutral case
Functional equation for the crossover in the model of one-dimensional Weierstrass random walks
Data based identification and prediction of nonlinear and complex dynamical systems
Multiple-scale stochastic processes: decimation, averaging and beyond
Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities
Transformation invariant stochastic catastrophe theory
Stochastic dynamic models of response time and accuracy: A foundation primer
Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.
Ultrametric random walk and dynamics of protein molecules
Reduced models of atmospheric low-frequency variability: parameter estimation and comparative performance
Evolutionary game theory: theoretical concepts and applications to microbial communities
A comparison of three different stochastic population models with regard to persistence time
Adaptive learning via selectionism and Bayesianism. I: Connection between the two
Exact synchronization of noisy bursting neurons with coupling delays
Synapses as stochastic concurrent systems
Hybrid method for the chemical master equation
Statistical behaviour of adaptive multilevel splitting algorithms in simple models
Optimal harvesting policy for stochastic logistic population model
Chaos, spatial extension, transport, and nonequilibrium thermodynamics
Complex Langevin equations and Schwinger-Dyson equations
Maximum likelihood estimation of drift and diffusion functions
Front propagation into unstable states
Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
Analytic solution of Hubbell's model of local community dynamics
Absorption and fixation times for neutral and quasi-neutral populations with density dependence
Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time
A nonlinear drift which leads to \(\kappa \)-generalized distributions
Optimal harvesting policy for general stochastic logistic population model
Exact asymptotic analysis for metapopulation dynamics on correlated dynamic landscapes
Stochastic modelling of viral blips in HIV-1-infected patients: effects of inhomogeneous density fluctuations
Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
How many TCR clonotypes does a body maintain?
Stochastic multi-scale models of competition within heterogeneous cellular populations: simulation methods and mean-field analysis
\(H\)-theorem for nonlinear Fokker-Planck equations related to generalized thermostatistics
Noisy threshold in neuronal models: connections with the noisy leaky integrate-and-fire model
Mean-field limit for the stochastic Vicsek model
Averaging of semigroups associated to diffusion processes on a simplex
Estimation of an agent-based model of investor sentiment formation in financial markets
Analytical and numerical tools for diffusion-based movement models
Modeling growth of a heterogeneous tumor
Fluctuations in transcription factor binding can explain the graded and binary responses observed in inducible gene expression
Service level robustness in stochastic production planning under random machine breakdowns

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