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)

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

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