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)- Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
- Model reduction of multi-scale chemical Langevin equations
- Comparison between two models of self-gravitating clusters: Conditions for gravitational collapse
- Extinction time and age of an allele in a large finite population.
- The relaxation of May's conjecture for the logistic equation
- First passage time analysis of animal movement and insights into the functional response
- Expansion exponents for nonequilibrium systems
- Fluctuation effects on wave propagation in a reaction-diffusion process
- Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities
- Optimal control of stochastic lattice of prey-predator models
- Effects of correlated noises on the intensity fluctuation of a single-mode laser system
- Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
- Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
- Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
- Current reversal in a continuously periodic system driven by an additive noise and a multiplicative noise
- Error analysis of a stochastic immersed boundary method incorporating thermal fluctuations
- Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes
- Browndye: A software package for Brownian dynamics
- Monte Carlo techniques for real-time quantum dynamics
- A path integral method for data assimilation
- How environmental noise can contract and destroy a persistence zone in population models with Allee effect
- A neutral model of edge effects
- A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales
- Covariance kernel representations of multidimensional second-order stochastic processes
- Stochastic continuum mechanics -- a thermodynamic-limit-free alternative to statistical mechanics: equilibrium of isothermal ideal isotropic uniform fluid.
- Decorrelation by recurrent inhibition in heterogeneous neural circuits
- Exact solutions for a diffusion equation with a nonlinear external force
- First passage time distribution for anomalous diffusion
- Analysis of stochastic stem cell models with control
- Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems
- Cumulant dynamics of a population under multiplicative selection, mutation, and drift.
- Evidence of Markov properties of high frequency exchange rate data
- Memory effects on stochastic resonance.
- 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
- 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
- A stochastic model of IndoPacific sea surface temperature anomalies
- Stochastic resonance and first arrival time for excitable systems
- Markov-binary visibility graph: a new method for analyzing complex systems
- Violation of the zeroth law of thermodynamics for a non-ergodic interaction
- Fixation in haploid populations exhibiting density dependence. I: The non-neutral case
- Fokker-Planck-DSMC algorithm for simulations of rarefied gas flows
- Functional equation for the crossover in the model of one-dimensional Weierstrass random walks
- Effect on the mean first passage time in symmetrical bistable systems by cross-correlation between noises
- Computing reactive flows with a field Monte Carlo formulation and multi-scale methods
- Data based identification and prediction of nonlinear and complex dynamical systems
- Multiple-scale stochastic processes: decimation, averaging and beyond
- On stochastic parameter estimation using data assimilation
- Exact solutions of the Fokker-Planck equations with moving boundaries
- Some applications of persistent random walks and the telegrapher's equation
- A stochastic Lagrangian model for acceleration in turbulent flows
- Transformation invariant stochastic catastrophe theory
- Collisional energy transfer with statistical energy exchange: an analytical solution in the statistical limit
- Potential landscape and flux field theory for turbulence and nonequilibrium fluid systems
- Exact solutions of the Fokker-Planck equation from an \(n\)th order supersymmetric quantum mechanics approach
- Relaxation to stationary states for anomalous diffusion
- A test model for fluctuation-dissipation theorems with time-periodic statistics
- Adaptive modeling, adaptive data assimilation and adaptive sampling
- First-passage time for stability analysis of the Kaldor model
- Neural field dynamics under variation of local and global connectivity and finite transmission speed
- An efficient algorithm for scalar PDF modelling in incompressible turbulent flow; numerical analysis with evaluation of IEM and IECM micro-mixing models
- 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
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