The Fokker-Planck equation. Methods of solution and applications
zbMATH Open0546.60084MaRDI QIDQ797918FDOQ797918
Authors: Hannes Risken
Publication date: 1984
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Recommendations
- The Fokker-Planck equation. Methods of solutions and applications.
- scientific article; zbMATH DE number 652291
- The Fokker-Planck equation. Methods of solution and applications.
- scientific article; zbMATH DE number 4084188
- Langevin and Fokker-Planck equations and their generalizations. Descriptions and solutions
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)
Cited In (only showing first 100 items - show all)
- Quantum optimal control using the adjoint method
- Colored noise in activated rate processes
- Correlated random walks, hyperbolic systems and Fokker-Planck equations
- Analytical results for a Fokker–Planck equation in the small noise limit
- Stochastic generation and deformation of toroidal oscillations in neuron model
- Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
- Quasilinear approximations for the propagator of the Fokker-Planck equation
- Deterministic and stochastic analysis for different types of regulations in the spontaneous emergence of cell polarity
- Effect of correlated noises on Brownian motor
- A unified approach for the solution of the Fokker-Planck equation
- Linear response characteristics in time-dependent subdiffusive fractional Fokker–Planck equations
- Information filtering by synchronous spikes in a neural population
- On calculus of local fractional derivatives
- The Fokker-Planck equation, and stationary densities
- Title not available (Why is that?)
- A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
- Fokker-Planck dynamics of forest systems
- 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
- Effect of the noise correlation time on the stationary current of Brownian particle in a spatially symmetric periodic potential
- Scalar transport in compressible flow
- The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
- On using random walks to solve the space-fractional advection-dispersion equations
- Random Lie group actions on compact manifolds: a perturbative analysis
- Time-dependent solutions of the Fokker-Planck equation of maximally reduced air-sea coupling climate model
- Fisher information as a measure of time
- The entropy production distribution in non-Markovian thermal baths
- The stochastic logistic equation: stationary solutions and their stability
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Nonexistence of global solutions for a class of two-time nonlinear evolution equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Violation of the second law of thermodynamics in the quantum microworld
- Discrete ordinate solution of a Fokker-Planck equation in laser physics
- Nonclassical problem for ultraparabolic equation in abstract spaces
- The minimal length uncertainty and the nonextensive thermodynamics
- On the weak-noise limit of Fokker-Planck models
- A mean field approximation in data assimilation for nonlinear dynamics
- Large-eddy simulation of particle-laden turbulent flows
- Understanding quantum measurement from the solution of dynamical models
- Anomalous finite-size effects in the battle of the sexes
- Computer simulations of multiplicative stochastic differential equations
- Single effective neuron: Dendritic coupling effects and stochastic resonance
- Exact formula for currents in strongly pumped diffusive systems
- Homoclinic tangencies and non-normal Jacobians-effects of noise in nonhyperbolic chaotic systems
- Error analysis of modified Langevin dynamics
- Coloured noise analysis of a phase-locked loop system: beyond Itô and Stratonovich stochastic calculi
- Stochastic optimal control via Bellman's principle.
- The Fokker-Planck equation. Methods of solutions and applications.
- Stochastically perturbed sliding motion in piecewise-smooth systems
- Numerical solution of two-dimensional Fokker-Planck equations
- Brownian motors: noisy transport far from equilibrium
- Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
- Diffusion and memory effects for stochastic processes and fractional Langevin equations
- Nonlocal approximations to Fokker-Planck equations
- The covariant form of the Klein-Kramers equation and the associated moment equations
- Eigenvalues of the one-dimensional Smoluchowski equation.
- Effect of an exponentially decaying threshold on the firing statistics of a stochastic integrate-and-fire neuron
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
- Pseudospectral methods of solution of the Schrödinger equation
- Connecting the dots: semi-analytical and random walk numerical solutions of the diffusion-reaction equation with stochastic initial conditions
- Decision Dynamics in Groups with Interacting Members
- Half-range completeness for the Fokker-Planck equation with an external force
- Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions
- Noncoercive convection-diffusion elliptic problems with Neumann boundary conditions
- Infinitive operator-sum representation for damping in a squeezed heat reservoir via the thermo entangled state approach
- Kraus operator-sum solution to the master equation describing the single-mode cavity driven by an oscillating external field in the heat reservoir
- Markov properties of electrical discharge current fluctuations in plasma
- Local Existence for the Dumbbell Model of Polymeric Fluids
- Information filtering in resonant neurons
- Statistical structure of neural spiking under non-Poissonian or other non-white stimulation
- Stochastic (in)stability of synchronisation of oscillators on networks
- Thermodynamical properties of triangular quantum wires: entropy, specific heat, and internal energy
- Euler-Darboux transformation for the Fokker-Planck equation
- Gravitational wave detection: stochastic resonance method with matched filtering
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime
- Tunable transport with broken space-time symmetries
- Multiple-scale stochastic processes: decimation, averaging and beyond
- The diffusion approximation of stochastic evolutionary game dynamics: mean effective fixation time and the significance of the one-third law
- Second-law-like inequalities with information and their interpretations
- On the connection between linear combination of entropies and linear combination of extremizing distributions
- Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model
- Exact solutions of a Fokker-Planck equation.
- Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes
- Second-order schemes for Fokker-Planck equations with discontinuous drift
- Generalization of Stokes–Einstein relation to coordinate dependent damping and diffusivity: an apparent conflict
- Evaluation of expectation of a functionals depending on the solution of linear stochastic equations
- Tracking hematopoietic stem cell evolution in a Wiskott-Aldrich clinical trial
- Kinetic equation for stochastic vector bundles
- Stationary probability density of stochastic search processes in global optimization
- Path integral approach via Laplace's method of integration for nonstationary response of nonlinear systems
- Exact potentials in multivariate Langevin equations
- Generalized low-energy expansion formula for Green's function of the Fokker-Planck equation.
- Classical Markovian kinetic equations: Explicit form andH-theorem
- On the second law of thermodynamics: a global flow spontaneously induced by a locally nonchaotic energy barrier
- Succinct description and efficient simulation of non-Markovian open quantum systems
- The first boundary-value problem for the Fokker-Planck equation with one spatial variable
- Non-perturbative analysis for a massless minimal quantum scalar with V(ϕ) = λϕ 4/4! + βϕ 3/3! in the inflationary de Sitter spacetime
- How irreversible are steady-state trajectories of a trapped active particle?
- Local time of an Ornstein–Uhlenbeck particle
This page was built for publication: The Fokker-Planck equation. Methods of solution and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q797918)