Handbook of stochastic methods for physics, chemistry and natural sciences.
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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)- Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
- Stochastic cooperativity in nonlinear dynamics of genetic regulatory networks
- Generating and enhancing lag synchronization of chaotic systems by white noise
- Driven interfaces: from flow to creep through model reduction
- Suppression of noise in Fitzhugh-Nagumo model driven by a strong periodic signal
- A comparison of three different stochastic population models with regard to persistence time
- Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
- Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
- Test models for improving filtering with model errors through stochastic parameter estimation
- Adaptive learning via selectionism and Bayesianism. I: Connection between the two
- Brownian motors: noisy transport far from equilibrium
- From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time
- Crowd behavior dynamics: entropic path-integral model
- Particle-grid methods for reacting flows in porous media with application to Fisher's equation
- Chaos, spatial extension, transport, and nonequilibrium thermodynamics
- Chance and chaos in population biology -- Models of recurrent epidemics and food chain dynamics
- Financial crashes as endogenous jumps: estimation, testing and forecasting
- A nonlinear drift which leads to \(\kappa \)-generalized distributions
- Optimal harvesting policy for general stochastic logistic population model
- Ultrametric random walk and dynamics of protein molecules
- Complex Langevin equations and Schwinger-Dyson equations
- Generalized Fokker-Planck equations derived from generalized linear nonequilibrium thermodynamics
- Ergodicity of dissipative differential equations subject to random impulses
- Magnetic impurity effects on the entanglement of three-qubit Heisenberg \(XY\) chain with intrinsic decoherence
- Stochastic dynamic models of response time and accuracy: A foundation primer
- Exact asymptotic analysis for metapopulation dynamics on correlated dynamic landscapes
- Analytic solution of Hubbell's model of local community dynamics
- Maximum likelihood estimation of drift and diffusion functions
- A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes
- Hybrid method for the chemical master equation
- Nonlinear filters for chaotic oscillatory systems
- Variance reduction for Fokker-Planck based particle Monte Carlo schemes
- Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
- Statistical behaviour of adaptive multilevel splitting algorithms in simple models
- Coevolution of agents and networks: opinion spreading and community disconnection
- Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.
- Exact synchronization of noisy bursting neurons with coupling delays
- Service level robustness in stochastic production planning under random machine breakdowns
- Absorption and fixation times for neutral and quasi-neutral populations with density dependence
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Enhancement of stochastic resonance: the role of non Gaussian noises
- Mean-field limit for the stochastic Vicsek model
- Opinion spreading and agent segregation on evolving networks
- Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics
- Collective phase dynamics of globally coupled oscillators: noise-induced anti-phase synchronization
- Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
- Averaging of semigroups associated to diffusion processes on a simplex
- Front propagation into unstable states
- Kinetic theory of jet dynamics in the stochastic barotropic and 2D Navier-Stokes equations
- 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?
- A non-hybrid method for the PDF equations of turbulent flows on unstructured grids
- A multiscale approach to Brownian motors
- Effective Markovian approximation for non-Gaussian noises: A path integral approach
- Stochastic multi-scale models of competition within heterogeneous cellular populations: simulation methods and mean-field analysis
- Estimation of an agent-based model of investor sentiment formation in financial markets
- Population dynamics in presence of state dependent fluctuations
- Financial market dynamics
- Uncertainty estimation and prediction for interdisciplinary ocean dynamics
- Evolutionary game theory: theoretical concepts and applications to microbial communities
- \(H\)-theorem for nonlinear Fokker-Planck equations related to generalized thermostatistics
- Phase diagram of the random frequency oscillator: the case of Ornstein-Uhlenbeck noise
- Reduced models of atmospheric low-frequency variability: parameter estimation and comparative performance
- Point-cycle bistability and stochasticity in a regulatory circuit for \textit{Bacillus Subtilis} competence
- Hamiltonian-Assisted Metropolis Sampling
- Optimal harvesting policy for a stochastic predator-prey model
- Analytical and numerical tools for diffusion-based movement models
- Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions
- Modeling growth of a heterogeneous tumor
- Adaptive network dynamics and evolution of leadership in collective migration
- Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
- Noisy threshold in neuronal models: connections with the noisy leaky integrate-and-fire model
- Deterministic and stochastic modelling of endosome escape by staphylococcus aureus: ``quorum sensing by a single bacterium
- Fokker-Planck equations for a free energy functional or Markov process on a graph
- Fluctuations in transcription factor binding can explain the graded and binary responses observed in inducible gene expression
- A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
- Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms
- The immersed molecular finite element method
- On the mean and variance of response times under the diffusion model with an application to parameter estimation
- Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
- Stochastically perturbed sliding motion in piecewise-smooth systems
- Flexible single molecule simulation of reaction-diffusion processes
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
- Adomian decomposition method for solving the diffusion-convection-reaction equations
- Optimal harvesting policy for stochastic logistic population model
- Synapses as stochastic concurrent systems
- Modeling stochasticity in gene regulation: Characterization in the terms of the underlying distribution function
- Stabilization of metapopulation cycles: toward a classification scheme
- Mathematical test criteria for filtering complex systems: Plentiful observations
- Stochastic modelling of chromosomal segregation: errors can introduce correction
- Application of group analysis to stochastic equations of fluid dynamics
- \(\mathrm{Ca}^{2+}\)-activation kinetics modulate successive puff/spark amplitude, duration and inter-event-interval correlations in a Langevin model of stochastic \(\mathrm{Ca}^{2+}\) release
- Self-induced stochastic resonance in excitable systems
- Decay of unstable equilibrium and nonequilibrium states with inverse probability current taken into account.
- A note on estimating drift and diffusion parameters from time series
- Role of noise in a market model with stochastic volatility
- Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances
- Non-uniform decay of predictability and return of skill in stochastic oscillatory models
- Mesoscopic derivation of a fundamental diagram of one-lane traffic
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