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
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

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