Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises
fractional Fokker-Planck equationMarcus SDEnon-Gaussian stochastic dynamical systemsstable Lévy motion
Fokker-Planck equations (35Q84) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
- Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
- Numerical solution of the space fractional Fokker-Planck equation.
- Numerical method for the time fractional Fokker-Planck equation
- Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion
- Numerical solution of the time-fractional Fokker-Planck equation with general forcing
- A fully discrete difference scheme for a diffusion-wave system
- A time-space spectral method for the time-space fractional Fokker-Planck equation and its inverse problem
- An introduction to stochastic dynamics
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
- Directed transport induced by spatially modulated Lévy flights
- Fokker-Planck equation driven by asymmetric Lévy motion
- Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- Fractional Fokker-Planck equation with space and time dependent drift and diffusion
- Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Most probable dynamics of some nonlinear systems under noisy fluctuations
- Most probable transition pathways and maximal likely trajectories in a genetic regulatory system
- Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
- Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion
- Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion
- Quadrature methods for periodic singular and weakly singular Fredholm integral equations
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
- The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise
- The phase transition in a bistable Duffing system driven by Lévy noise
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