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)

One-dimensional disordered quantum mechanics and Sinai diffusion with random absorbers
Fixation in haploid populations exhibiting density dependence. II: The quasi-neutral case
Parameter estimation in nonlinear stochastic differential equations
Method for analyzing stochastic heat transfer in a fluid flow
Correlated random walks, hyperbolic systems and Fokker-Planck equations
Free energy and the Fokker-Planck equation
Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise
Evolution towards criticality in an epidemiological model for meningococcal disease
Computing the non-linear anomalous diffusion equation from first principles
Transitions in a Duffing oscillator excited by random noise
The dynamical-quantization approach to open quantum systems
The dynamics of stochastic mono-molecular reaction systems in stochastic 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
Multidimensional Lee-Carter model with switching mortality processes
A note on estimating drift and diffusion parameters from time series
OPEN QUANTUM DYNAMICS: COMPLETE POSITIVITY AND ENTANGLEMENT
Asymptotic behavior of stochastic fractional power dissipative equations on \(\mathbb{R}^n\)
An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
Parabolic equations related to Boltzmann measure
Stochastic continuum approach to high-cycle fatigue: modelling stress history as a stochastic process
Rival approaches to mathematical modelling in immunology
Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
Transient solution to the diffusion equation for nonlinear stochastically perturbed systems
Sampling the posterior: an approach to non-Gaussian data assimilation
Mesoscopic derivation of a fundamental diagram of one-lane traffic
A comparative study of the \(P\) and \(Q\) representations of a feedback controlled two-qubit system
Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model
The asymptotic behavior of the stochastic Ginzburg-Landau equation with additive noise
Role of the noise on the transient dynamics of an ecosystem of interacting species
Modeling stochasticity in gene regulation: Characterization in the terms of the underlying distribution function
Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances
Analysis of an improved epidemic model with stochastic disease transmission
Particle dispersion by nonlinearly damped random waves
Self-induced stochastic resonance in excitable systems
Nonlinear Brownian motion and Higgs mechanism
Effects of deterministic and random refuge in a prey-predator model with parasite infection
Quantization of the anomalous Brownian motion
Cellular biology in terms of stochastic nonlinear biochemical dynamics: Emergent properties, isogenetic variations and chemical system inheritability
Multivariate nonlinear Fokker-Planck equations and generalized thermostatistics
Hybrid discrete/continuum algorithms for stochastic reaction networks
The fractional Fokker-Planck equation on comb-like model
A comparison of bimolecular reaction models for stochastic reaction-diffusion systems
A new approach to the group analysis of one-dimensional stochastic differential equations
Application of group analysis to stochastic equations of fluid dynamics
Persistent currents in metallic rings containing a quantum dot
Stabilization of metapopulation cycles: toward a classification scheme
Algorithm refinement for stochastic partial differential equations. II. correlated systems
Fractal analysis and tumour growth
Stochastic modelling of chromosomal segregation: errors can introduce correction
Fluctuations of random matrix products and 1D Dirac equation with random mass
Effective action for stochastic partial differential equations.
Stochastic reduction method for biological chemical kinetics using time-scale separation
Maximum-entropy approach with higher moments for solving Fokker-Planck equation
New Feynman-Kac type formula
Interactive diffusions for global optimization
Existence, uniqueness and Lipschitz dependence for Patlak-Keller-Segel and Navier-Stokes in \(\mathbb R^2\) with measure-valued initial data
Laguerre polynomial solutions to master equation for vibrational energy relaxation in gases
On the nonlinear dynamics of a saline boundary layer formed by throughflow near the surface of a porous medium
\(\mathrm{Ca}^{2+}\)-activation kinetics modulate successive puff/spark amplitude, duration and inter-event-interval correlations in a Langevin model of stochastic \(\mathrm{Ca}^{2+}\) release
Stochastic theory of diffusion-controlled reactions
Feedback control of quantum entanglement in a two-SPIN system
Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type
Application of \(p\)-adic analysis methods in describing Markov processes on ultrametric spaces isometrically embedded into \(\mathbb{Q}_p\)
Non-uniform decay of predictability and return of skill in stochastic oscillatory models
Mathematical test criteria for filtering complex systems: Plentiful observations
Numerical integration of stochastic partial differential equations
Leggett-Garg inequalities for a quantum top affected by classical noise
Reaction models in stochastic field theory
Role of noise in a market model with stochastic volatility
Modelling of stochastic heat transfer in a solid
Decay of unstable equilibrium and nonequilibrium states with inverse probability current taken into account.
Exact solution of the multi-allelic diffusion model
A stochastic differential equation code for multidimensional Fokker-Planck type problems
El Niño/southern oscillation and the annual cycle: Subharmonic frequency-locking and aperiodicity
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
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

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