The Fokker-Planck equation. Methods of solution and applications

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Unresolved computation and optimal predictions
New results on Fokker-Planck equations of fractional order.
Four dimensional Fokker-Planck solver for electron kinetics in collisional gas discharge plasmas
On closure methods in nonlinear stochastic dynamics
Statistical properties of a turbulent cascade
Resonance in a noise-driven excitable neuron model
Mechanics of biomolecules
Quantifying acoustic damping using flame chemiluminescence
Finite sampling interval effects in Kramers-Moyal analysis
Alternative description of stochastic processes in nonlinear systems. ``Kinetic form of master and Fokker-Planck equations
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Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation
Analysis of transport properties determined by Langevin dynamics using Green-Kubo formulae
Synchronization induced by periodic inputs in finite \(N\)-unit bistable Langevin models: the augmented moment method
Stochastical aspects of neuronal dynamics: Fokker-Planck approach
Fluctuations in a nonlinear laser field with coupling of additive noise terms
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Gallavotti-Cohen theorem, chaotic hypothesis and the zero-noise limit
Generalized Schmoluchowski equation
Particle simulation of nonequilibrium gas flows based on ellipsoidal statistical Fokker-Planck model
Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation
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Periodic Airy process and equilibrium dynamics of edge fermions in a trap
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Information filtering by coincidence detection of synchronous population output: analytical approaches to the coherence function of a two-stage neural system
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Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion
Numerical solution for Fokker-Planck equations in accelerators
A new approach to complex-valued fractional Brownian motion via rotating white noise
A path integration algorithm for stochastic structural dynamic systems
The response of a linear monostable system and its application in parameters estimation for PSK signals
Effects of cross-correlation between the real and imaginary parts of the quantum noise in a two-mode saturation laser system
Relaxation to stationary states for anomalous diffusion
Approximation of the mean escape time for a tilted periodic potential
Deep relaxation: partial differential equations for optimizing deep neural networks
Non-local velocity distribution function and one-flight approximation
Correlation in the velocity of a Brownian particle induced by frictional anisotropy and magnetic field
Study of thermodynamically inspired quantities for both thermal and external colored non-Gaussian noises driven dynamical system
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Enhancement of signal-to-noise ratio
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Transport in a stochastic double diffusivity model
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Transport of particles caused by correlated disorder-noise couplings
Characterization of stationary distributions using conditional expectations
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Mean first-passage time in a bistable kinetic model with stochastic potentials
Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems
Transport and diffusion of Brownian particles in a tilted deformable potential

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