Handbook of stochastic methods for physics, chemistry and natural sciences.
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Fokker-Planck equationmaster equationsquantum mechanical Markov processesstochastic models in physics
General applied mathematics (00A69) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx) Markov processes (60Jxx) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Cited in
(only showing first 100 items - show all)- On the nonlinear dynamics of a saline boundary layer formed by throughflow near the surface of a porous medium
- Solutions for a generalized fractional anomalous diffusion equation
- A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
- On the mean and variance of response times under the diffusion model with an application to parameter estimation
- Coevolution of agents and networks: opinion spreading and community disconnection
- Effect of small time delay in a predator-prey model within random environment
- Test models for improving filtering with model errors through stochastic parameter estimation
- Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
- How to avoid extinction of populations optimally exploited
- Methods of Hilbert spaces in the birth and death processes formalism
- Asymptotic analysis of nonlinear systems with small stochastic perturbations
- Application of statistical mechanics methodology to term-structure bond- pricing models
- Particle-grid methods for reacting flows in porous media with application to Fisher's equation
- Stochastic models for bond prices, function space integrals and immunization theory
- Correlation resonance in noise-driven coupled nonlinear oscillators
- Riemann-Cartan-Weyl geometries, quantum diffusions and the equivalence of the free Maxwell and Dirac-Hestenes equations
- Ergodicity of dissipative differential equations subject to random impulses
- Reconstructing protentials of mean force through time series analysis of steered molecular dynamics simulations
- Correlated random walks, hyperbolic systems and Fokker-Planck equations
- New Feynman-Kac type formula
- Modelling of stochastic heat transfer in a solid
- Chance and chaos in population biology -- Models of recurrent epidemics and food chain dynamics
- Lifetimes of small catalytic networks
- Fluctuation effects on wave propagation in a reaction-diffusion process
- Langevin representation of laser heating in PIC simulations
- Advection of passive and reactive tracers in multi-dimensional Burgers' velocity field
- A second look at the method of random walks
- Separability of local and regional dynamics in metapopulations
- Free energy and the Fokker-Planck equation
- The relaxation of May's conjecture for the logistic equation
- Stochastic theory of diffusion-controlled reactions
- Evolution towards criticality in an epidemiological model for meningococcal disease
- Front propagation into unstable states
- Stochastic continuum mechanics -- a thermodynamic-limit-free alternative to statistical mechanics: equilibrium of isothermal ideal isotropic uniform fluid.
- Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
- Option pricing and perfect hedging on correlated stocks
- Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
- Cumulant dynamics of a population under multiplicative selection, mutation, and drift.
- Extinction time and age of an allele in a large finite population.
- On nonlinear and nonextensive diffusion and the second law of thermodynamics
- First passage time distribution for anomalous diffusion
- Stochastic dynamic models of response time and accuracy: A foundation primer
- Parameter estimation in nonlinear stochastic differential equations
- H-theorem for Fokker-Planck equations with drifts depending on process mean values
- Path integral solution of the system with coloured multiplicative noise
- Generalized Fokker-Planck equations derived from generalized linear nonequilibrium thermodynamics
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Drifting games and Brownian motion
- Some applications of persistent random walks and the telegrapher's equation
- Mesoscopic derivation of a fundamental diagram of one-lane traffic
- Model of \(p\)-adic random walk in a potential
- 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
- A large deviation analysis on the near-equivalence between external and internal reservoirs
- 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
- A parallel time integrator for noisy nonlinear oscillatory systems
- Stochastic reduction method for biological chemical kinetics using time-scale separation
- Dimensional flow and fuzziness in quantum gravity: emergence of stochastic spacetime
- Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain
- Stochastic sensitivity technique in a persistence analysis of randomly forced population systems with multiple trophic levels
- On the use of reverse Brownian motion to accelerate hybrid simulations
- Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus
- A transformed path integral approach for solution of the Fokker-Planck equation
- Grassmann phase space methods for fermions. I: Mode theory
- How environmental noise can contract and destroy a persistence zone in population models with Allee effect
- Unbiased Bayesian inference for population Markov jump processes via random truncations
- Analysing single-molecule trajectories to reconstruct free-energy landscapes of cyclic motor proteins
- The role of Hopf bifurcation dynamics in sensory processes
- Calsequestrin mediates changes in spontaneous calcium release profiles
- Effects of spike-triggered negative feedback on receptive-field properties
- Potential landscape and flux field theory for turbulence and nonequilibrium fluid systems
- Switches in a genetic regulatory system under multiplicative non-Gaussian noise
- Impact of colored cross-correlated non-Gaussian and Gaussian noises on stochastic resonance and stochastic stability for a metapopulation system driven by a multiplicative signal
- Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
- Optimal control of stochastic lattice of prey-predator models
- Algorithm refinement for stochastic partial differential equations. II. correlated systems
- Deterministic and stochastic modelling of endosome escape by staphylococcus aureus: ``quorum sensing by a single bacterium
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- Exponential number of equilibria and depinning threshold for a directed polymer in a random potential
- Origin of the transition inside the desynchronized state in coupled chaotic oscillators
- A random asymmetric temporal model of multi-agent interactions: dynamical analysis
- Method for analyzing stochastic heat transfer in a fluid flow
- El Niño/southern oscillation and the annual cycle: Subharmonic frequency-locking and aperiodicity
- A stochastic model of IndoPacific sea surface temperature anomalies
- Age distributions for flowing chemical systems with macromixing
- First passage step count number versus first passage time in age- dependent dynamics
- An approximate master equation for systems driven by linear Ornstein- Uhlenbeck noise
- Multivariate nonlinear Fokker-Planck equations and generalized thermostatistics
- Two oscillators in a dissipative bath
- Random systems described with stochastic velocities
- Return or stock price differences
- Maximum-entropy approach with higher moments for solving Fokker-Planck equation
- Role of the noise on the transient dynamics of an ecosystem of interacting species
- A new stochastic representation for the decay from a metastable state
- A note on estimating drift and diffusion parameters from time series
- Williams and Bjerknes model with growth limitation
- Quantization of the anomalous Brownian motion
- Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions
- Effect on the mean first passage time in symmetrical bistable systems by cross-correlation between noises
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