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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Anomalous dispersion in chemically heterogeneous media induced by long-range disorder correlation
Exact solutions of a Fokker-Planck equation.
Fractional (space-time) Fokker-Planck equation
The dynamics of memory retrieval in hierarchical networks
Decision-time statistics of nonlinear diffusion models: characterizing long sequences of subsequent trials
Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation
Formulation of a unified method for low- and high-energy expansions in the analysis of reflection coefficients for one-dimensional Schrödinger equation
Joint probability distributions and fluctuation theorems
Charge transport along phenylenevinylene molecular wires
Colored noise in activated rate processes
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model
Quantum optimal control using the adjoint method
Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes
Kullback-Leibler divergence and mutual information of experiments in the fuzzy case
Second-order schemes for Fokker-Planck equations with discontinuous drift
Correlated random walks, hyperbolic systems and Fokker-Planck equations
Alternative description of stochastic processes in nonlinear systems. ``Kinetic form of master and Fokker-Planck equations
Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation
Noises-induced toggle switch and stability in a gene regulation network
Nonlinear Fokker–Planck equation exhibiting bifurcation phenomena and generalized thermostatistics
Generalization of Stokes–Einstein relation to coordinate dependent damping and diffusivity: an apparent conflict
Kinetic equations for classical and quantum Brownian particles and eigenfunction expansions as generalized functions
Diffusion in a periodic potential with a local perturbation.
Evaluation of expectation of a functionals depending on the solution of linear stochastic equations
A quasi birth-and-death model for tumor recurrence
Tracking hematopoietic stem cell evolution in a Wiskott-Aldrich clinical trial
Analytical results for a Fokker–Planck equation in the small noise limit
Fluctuations in a nonlinear laser field with coupling of additive noise terms
A chronotopic model of mobility in urban spaces
Random time-dependent Brownian motion a new approach to fractals of order \(n\)
Linear response and correlation of a self-propelled particle in the presence of external fields
Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
Estimation of critical conditions for noise-induced bifurcation in nonautonomous nonlinear systems by stochastic sensitivity function
Effect of correlated noises on Brownian motor
Quasilinear approximations for the propagator of the Fokker-Planck equation
Stochastic dynamics of nonlinear tumor-immune system with chemotherapy
Deterministic and stochastic analysis for different types of regulations in the spontaneous emergence of cell polarity
Kinetic equation for stochastic vector bundles
Stochastic generation and deformation of toroidal oscillations in neuron model
Stationary probability density of stochastic search processes in global optimization
Computing the CEV option pricing formula using the semiclassical approximation of path integral
Stationary properties and stochastic resonance for a saturation laser model with cross-correlation between quantum noise terms
Adaptive deep density approximation for Fokker-Planck equations
Transport in a stochastic double diffusivity model
Markovian embedding procedures for non-Markovian stochastic Schrödinger equations
Generalized low-energy expansion formula for Green's function of the Fokker-Planck equation.
Colored noise induced net voltage of the underdamped Josephson junction
A unified approach for the solution of the Fokker-Planck equation
Path integral approach via Laplace's method of integration for nonstationary response of nonlinear systems
Path integral solutions of the governing equation of SDEs excited by Lévy white noise
Evidence of Markov properties of high frequency exchange rate data
Exact potentials in multivariate Langevin equations
Persistent distribution functions for the dispersion of structured populations
Two methods of integration of the Kolmogorov-Fokker-Planck equations
Information filtering by synchronous spikes in a neural population
Statistical field theory of a nonadditive system
A Langevin equation for the energy cascade in fully developed turbulence
On calculus of local fractional derivatives
The Fokker-Planck equation, and stationary densities
Linear response characteristics in time-dependent subdiffusive fractional Fokker–Planck equations
Four dimensional Fokker-Planck solver for electron kinetics in collisional gas discharge plasmas
On the periodic Wigner--Poisson--Fokker--Planck system
Colored-noise-induced parametric resonance
From short to fat tails in financial markets: a unified description
A nonlinear model for DNA dynamics
Short-time linear response with reduced-rank tangent map
Classical Markovian kinetic equations: Explicit form andH-theorem
Modeling of epidemic spreading on multilayer networks in uncertain environments
Correlation resonance in noise-driven coupled nonlinear oscillators
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Supersymmetry and Fokker-Planck dynamics in periodic potentials
A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
Exact cumulant Kramers-Moyal-like expansion
On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes
The generalized Langevin equation revisited: analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force
Controlling of stochastic resonance and noise enhanced stability induced by harmonic noises in a bistable system
Ratchet effect in an underdamped periodic potential and its characterisation
Wealth and price distribution by diffusive approximation in a repeated prediction market
New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
The rule for a subdiffusive particle in an extremely diverse environment
Enhancement of signal-to-noise ratio
Effect of the noise correlation time on the stationary current of Brownian particle in a spatially symmetric periodic potential
Fokker-Planck dynamics of forest systems
Diffusion coefficient of a Brownian particle with a friction function given by a power law
Some results for an \({\mathcal{N}}\)-dimensional nonlinear diffusion equation with radial symmetry
On the second law of thermodynamics: a global flow spontaneously induced by a locally nonchaotic energy barrier
Scalar transport in compressible flow
On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
Nonlinear Fokker-Planck-Kolmogorov equation in the semiclassical coherent trajectory approximation
The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
Dynamic stochastic resonance-based grayscale logo extraction in hybrid SVD-DCT domain
LWT-DSR based new robust framework for watermark extraction under intentional attack conditions
Unresolved computation and optimal predictions
Stochastic equations of the Langevin type under a weakly dependent perturbation
On using random walks to solve the space-fractional advection-dispersion equations
How does transient signaling input affect the spike timing of postsynaptic neuron near the threshold regime: an analytical study
Succinct description and efficient simulation of non-Markovian open quantum systems
Adaptive learning in large populations
Random Lie group actions on compact manifolds: a perturbative analysis
Thermostatistical aspects of generalized entropies

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