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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Diffusion in a periodic potential with a local perturbation.
Construction of stationary distribution functions for a system of stochastic Langevin-type equations
Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations
Transport in a stochastic double diffusivity model
Turbulence noise.
Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples
A stochastic model for the dynamics of a classical spin
Correlation resonance in noise-driven coupled nonlinear oscillators
The dynamics of memory retrieval in hierarchical networks
A Hopf-like equation and perturbation theory for differential delay equations
Master equations for subordinated processes
Fokker-Planck equations in the simulation of complex systems
Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
Some results for an \({\mathcal{N}}\)-dimensional nonlinear diffusion equation with radial symmetry
Modeling of transport in groundwater for environmental risk assessment
Observation time dependent mean first passage time of diffusion and subdiffusion processes
Brownian motors: solitary wave and efficiency
Fokker-Planck equations for eigenstate distributions
Kinetic equations for classical and quantum Brownian particles and eigenfunction expansions as generalized functions
Stochastic \(\varphi^4\)-theory in the strong coupling limit
Complex-valued Wiener measure: An approach via random walk in the complex plane
Intermittent diffusion in the presence of noise
Linear response and stochastic resonance of superparamagnets
From short to fat tails in financial markets: a unified description
Stochastic dynamics of nonlinear tumor-immune system with chemotherapy
Transport of particles caused by correlated disorder-noise couplings
Characterization of stationary distributions using conditional expectations
Stochastic process semantics for dynamical grammars
Nonlinear Fokker-Planck-Kolmogorov equation in the semiclassical coherent trajectory approximation
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model
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
Langevin and Fokker-Planck equations and their generalizations. Descriptions and solutions
Kullback-Leibler divergence and mutual information of experiments in the fuzzy case
Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus.
A Langevin equation for the energy cascade in fully developed turbulence
Asymptotic analysis of nonlinear systems with small stochastic perturbations
Population genetics with fluctuating population sizes
Persistent distribution functions for the dispersion of structured populations
Nonlinear climate dynamics: from deterministic behaviour to stochastic excitability and chaos
Two methods of integration of the Kolmogorov-Fokker-Planck equations
Brownian motion under intermittent harmonic potentials
Frequency analysis with coupled nonlinear oscillators
The characteristic noise connected with continuous measurement in classical system without memory
A chronotopic model of mobility in urban spaces
Nonlinear Fokker–Planck equation exhibiting bifurcation phenomena and generalized thermostatistics
A two-dimensional Fokker-Planck equation degenerating on a straight line.
Coarse-graining Langevin dynamics using reduced-order techniques
Stochastic equations of the Langevin type under a weakly dependent perturbation
The first boundary-value problem for the Fokker-Planck equation with one spatial variable
Suppression of thermal noise in a non-Markovian random velocity field
THE LINEAR RESPONSE APPROACH TO THE FOKKER-PLANCK EQUATION I: THEORY
Entropic Regularization of NonGradient Systems
Towards an approach to stochastic adaptive control using the maximum entropy principle
Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes
A MONTE CARLO ASSISTED SIMULATION OF STOCHASTIC MOLECULAR DYNAMICS FOR FOLDING OF THE PROTEIN CRAMBIN IN A VISCOUS ENVIRONMENT
Suppression of viscosity enhancement around a Brownian particle in a near-critical binary fluid mixture
Effect of spatial correlation on stochastic resonance in two linearly interacting noisy bistable oscillators
Turbulent mass inhomogeneities induced by a point-source
One-dimensional run-and-tumble motions with generic boundary conditions
Non-perturbative analysis for a massless minimal quantum scalar with V(ϕ) = λϕ ⁴/4! + βϕ ³/3! in the inflationary de Sitter spacetime
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Conservative random walks in confining potentials
Deriving a kinetic uncertainty relation for piecewise deterministic processes: from classical to quantum
Classical Markovian kinetic equations: Explicit form andH-theorem
Second-order schemes for Fokker-Planck equations with discontinuous drift
Reducing mean first passage times with intermittent confining potentials: a realization of resetting processes
On the second law of thermodynamics: a global flow spontaneously induced by a locally nonchaotic energy barrier
Shear-flow-induced distortion of the density distribution and transition from a stationary to an instationary non-equilibrium state of a colloidal particle in a trap
Analysis of moment stability and sensitivity of non-linear stochastic distributed systems: a practical approach via a distributed Fokker-Planck equation
Path integral approach via Laplace's method of integration for nonstationary response of nonlinear systems
Stochastic sensitivity analysis and early warning signals of critical transitions in a tri-stable prey-predator system with noise
Succinct description and efficient simulation of non-Markovian open quantum systems
On the determination of nonlinear response distributions for oscillators with combined harmonic and random excitation
Quasi-stationary states of game-driven systems: a dynamical approach
Notes about the macroscopic fluctuating theory
Semi-classical Lindblad master equation for spin dynamics
Effects of colored noise on the intensity and phase in a laser system
Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics
Formulation of a unified method for low- and high-energy expansions in the analysis of reflection coefficients for one-dimensional Schrödinger equation
Hypersensitive transport in a phase model with multiplicative stimulus
Exact universal excitation waveform for optimal enhancement of directed ratchet transport
Kinetic equation for stochastic vector bundles
On the equivalence of operator and combinatorial approaches for one-step random Markov processes
Evaluation of expectation of a functionals depending on the solution of linear stochastic equations
Hitting-Time Densities of a Two-Dimensional Markov Process
Ratchet, pawl and spring Brownian motor
A study of Michaelis-Menten type harvesting effects on a population in stochastic environment
Fluctuation-response relations for integrate-and-fire models with an absolute refractory period
Net transport and stochastic resonance in an underdamped system due to the application of a traveling-wave force-field
Exact potentials in multivariate Langevin equations
Tracking hematopoietic stem cell evolution in a Wiskott-Aldrich clinical trial
Frequency expansion method for the one-dimensional Fokker–Planck equation
Generalization of Stokes–Einstein relation to coordinate dependent damping and diffusivity: an apparent conflict
The steady state and response to a periodic stimulation of the firing rate for a theta neuron with correlated noise
Generalized low-energy expansion formula for Green's function of the Fokker-Planck equation.
Derivation of wealth distributions from biased exchange of money
How irreversible are steady-state trajectories of a trapped active particle?
Local time of an Ornstein–Uhlenbeck particle

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