Handbook of stochastic methods for physics, chemistry and natural sciences.
From MaRDI portal
Publication:5961527
Fokker-Planck equationmaster equationsquantum mechanical Markov processesstochastic models in physics
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)- Diagram representation for the stochastization of single-step processes
- El Niño/southern oscillation and the annual cycle: Subharmonic frequency-locking and aperiodicity
- Deterministic and stochastic modelling of endosome escape by staphylococcus aureus: ``quorum sensing by a single bacterium
- Survival probabilities at spherical frontiers
- Information processing in noisy burster models of sensory neurons
- Transformation invariant stochastic catastrophe theory
- Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
- Fixation in haploid populations exhibiting density dependence. II: The quasi-neutral case
- Stochastic dynamic models of response time and accuracy: A foundation primer
- One-dimensional disordered quantum mechanics and Sinai diffusion with random absorbers
- Williams and Bjerknes model with growth limitation
- Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.
- Parameter estimation in nonlinear stochastic differential equations
- Memory effects on stochastic resonance.
- Method for analyzing stochastic heat transfer in a fluid flow
- H-theorem for Fokker-Planck equations with drifts depending on process mean values
- Path integral solution of the system with coloured multiplicative noise
- Stochastic logistic model of the global financial leverage
- On the representation of multiplicative noise in modeling Dansgaard-Oeschger events
- Correlated random walks, hyperbolic systems and Fokker-Planck equations
- Free energy and the Fokker-Planck equation
- A path integral method for data assimilation
- Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise
- Statistics of dwell times in a reaction with randomly fluctuating rates
- Adaptive solution of the master equation in low dimensions
- The role of multiplicative noise in critical dynamics
- Evolution towards criticality in an epidemiological model for meningococcal disease
- Nonlinear, nonequilibrium and collective dynamics in a periodically modulated cold atom system
- Dynamics of curved interfaces
- Ultrametric random walk and dynamics of protein molecules
- Exact solutions for a diffusion equation with a nonlinear external force
- A quasi birth-and-death model for tumor recurrence
- Statistical properties of the radial transport in the magnetic field with radially bounded stochastic region
- Shot noise perturbations and mean first passage times between stable states
- Computing the non-linear anomalous diffusion equation from first principles
- First-passage time statistics for non-linear diffusion
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
- Connections among decision field theory models of cognition
- Effective rates in dilute reaction-advection systems for the annihilation process \(A+A\to\emptyset\)
- Transitions in a Duffing oscillator excited by random noise
- Effects of spike-triggered negative feedback on receptive-field properties
- The dynamical-quantization approach to open quantum systems
- Lyapunov and free energy functionals of generalized Fokker-Planck equations
- A retrodictive stochastic simulation algorithm
- Computing high-dimensional invariant distributions from noisy data
- Neural field dynamics under variation of local and global connectivity and finite transmission speed
- Exact linearization of one-dimensional jump-diffusion stochastic differential equations
- Reduced models of atmospheric low-frequency variability: parameter estimation and comparative performance
- The dynamics of stochastic mono-molecular reaction systems in stochastic environments
- Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes
- Browndye: A software package for Brownian dynamics
- Generalized random walk algorithm for the numerical modeling of complex diffusion processes.
- Evidence of Markov properties of high frequency exchange rate data
- Evolutionary game theory: theoretical concepts and applications to microbial communities
- Model of \(p\)-adic random walk in a potential
- Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models
- Simulation of a particle-laden turbulent channel flow using an improved stochastic Lagrangian model
- Methods of Hilbert spaces in the birth and death processes formalism
- Entanglement as a resource for discrimination of classical environments
- High-order approximation of Pearson diffusion processes
- A Fokker-Planck approach to canonical-dissipative Nambu systems: With an application to human motor control during dynamic haptic perception
- Application of statistical mechanics methodology to term-structure bond- pricing models
- Photon entanglement on a chip, optical instability, and Haken-Zwanzig model
- Study on Langevin model parameters of velocity in turbulent shear flows
- Gauge symmetry in Fokker-Planck dynamics
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
- Steady-state analysis of a continuum model for super-infection
- Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations
- Computing reactive flows with a field Monte Carlo formulation and multi-scale methods
- Covariance kernel representations of multidimensional second-order stochastic processes
- Barrierless reaction kinetics : different distribution functions of relevant Brownian functionals
- Functional Wigner representation of quantum dynamics of Bose-Einstein condensate
- Heat fluctuations in equilibrium
- Collisional energy transfer with statistical energy exchange: an analytical solution in the statistical limit
- Adaptive learning via selectionism and Bayesianism. I: Connection between the two
- Modeling of epidemic spreading on multilayer networks in uncertain environments
- Multidimensional Lee-Carter model with switching mortality processes
- A comparison of three different stochastic population models with regard to persistence time
- Derivative pricing with non-linear Fokker-Planck dynamics
- Exact solutions of the Fokker-Planck equations with moving boundaries
- Correlation resonance in noise-driven coupled nonlinear oscillators
- Reconstruction of the modified discrete Langevin equation from persistent time series
- A note on estimating drift and diffusion parameters from time series
- Exact synchronization of noisy bursting neurons with coupling delays
- Roles of capital flow on the stability of a market system
- On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes
- Probability distribution function for reorientations in Maier-Saupe potential
- The generalized Langevin equation revisited: analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force
- Asymptotic behavior of stochastic fractional power dissipative equations on \(\mathbb{R}^n\)
- Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
- Option pricing and perfect hedging on correlated stocks
- Advection of passive and reactive tracers in multi-dimensional Burgers' velocity field
- Synapses as stochastic concurrent systems
- Bounds on Data Compression Ratio with a Given Tolerable Error Probability
- Parabolic equations related to Boltzmann measure
- An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
- 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
- Periodic homogenization for inertial particles
This page was built for publication: Handbook of stochastic methods for physics, chemistry and natural sciences.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5961527)
