The Fokker-Planck equation. Methods of solution and applications
From MaRDI portal
Publication:797918
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)
- Fractional (space-time) Fokker-Planck equation
- Decision-time statistics of nonlinear diffusion models: characterizing long sequences of subsequent trials
- 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
- Fluctuations in a nonlinear laser field with coupling of additive noise terms
- Evidence of Markov properties of high frequency exchange rate data
- Stationary properties and stochastic resonance for a saturation laser model with cross-correlation between quantum noise terms
- Path integral solutions of the governing equation of SDEs excited by Lévy white noise
- Markovian embedding procedures for non-Markovian stochastic Schrödinger equations
- Colored noise induced net voltage of the underdamped Josephson junction
- On the periodic Wigner--Poisson--Fokker--Planck system
- Colored-noise-induced parametric resonance
- A nonlinear model for DNA dynamics
- Four dimensional Fokker-Planck solver for electron kinetics in collisional gas discharge plasmas
- Short-time linear response with reduced-rank tangent map
- Supersymmetry and Fokker-Planck dynamics in periodic potentials
- Enhancement of signal-to-noise ratio
- On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
- Unresolved computation and optimal predictions
- Probabilistic structural dynamics of protein folding
- Adaptive learning in large populations
- 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
- The Wigner-Poisson-Fokker-Planck system: global-in-time solution and dispersive effects
- Physics and social science -- the approach of synergetics
- Deep relaxation: partial differential equations for optimizing deep neural networks
- Information filtering by coincidence detection of synchronous population output: analytical approaches to the coherence function of a two-stage neural system
- Fractional Fokker-Planck equation
- Numerical simulations of stochastic differential equations
- New results on Fokker-Planck equations of fractional order.
- Synchronization induced by periodic inputs in finite \(N\)-unit bistable Langevin models: the augmented moment method
- A new approach to complex-valued fractional Brownian motion via rotating white noise
- Title not available (Why is that?)
- On closure methods in nonlinear stochastic dynamics
- Periodic Airy process and equilibrium dynamics of edge fermions in a trap
- Effect of noise and perturbations on limit cycle systems
- Analysis of transport properties determined by Langevin dynamics using Green-Kubo formulae
- Title not available (Why is that?)
- Stochastic analyses of the dynamics of generalized Little-Hopfield-Hemmen type neural networks
- Resonance in a noise-driven excitable neuron model
- Langevin equation, Fokker-Planck equation and cell migration
- Numerical solution for Fokker-Planck equations in accelerators
- Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion
- Analysis of slow transitions between nonequilibrium steady states
- Non-local velocity distribution function and one-flight approximation
- Mechanics of biomolecules
- Quantifying acoustic damping using flame chemiluminescence
- 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
- Relating the thermodynamic arrow of time to the causal arrow
- Stochastic calculus in physics
- The incentive effect of venture capital in bilateral partnership systems with the bias mono-stable Cobb-Douglas utility
- Stochastical aspects of neuronal dynamics: Fokker-Planck approach
- 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
- On the stationary distribution of self-sustained oscillators around bifurcation points.
- Stationary properties in a single-mode laser with cross-correlation between quantum noise terms
- Escape probability, mean residence time and geophysical fluid particle dynamics
- Approximation of the mean escape time for a tilted periodic potential
- A maximum entropy method for particle filtering
- Finite sampling interval effects in Kramers-Moyal analysis
- A variational principle for the Kramers equation with unbounded external forces
- Statistical properties of a turbulent cascade
- Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation
- 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
- The dynamics of memory retrieval in hierarchical networks
- Kullback-Leibler divergence and mutual information of experiments in the fuzzy case
- Nonlinear Fokker–Planck equation exhibiting bifurcation phenomena and generalized thermostatistics
- Kinetic equations for classical and quantum Brownian particles and eigenfunction expansions as generalized functions
- Diffusion in a periodic potential with a local perturbation.
- Stochastic dynamics of nonlinear tumor-immune system with chemotherapy
- A chronotopic model of mobility in urban spaces
- Transport in a stochastic double diffusivity model
- A Langevin equation for the energy cascade in fully developed turbulence
- Persistent distribution functions for the dispersion of structured populations
- Two methods of integration of the Kolmogorov-Fokker-Planck equations
- From short to fat tails in financial markets: a unified description
- Correlation resonance in noise-driven coupled nonlinear oscillators
- Some results for an \({\mathcal{N}}\)-dimensional nonlinear diffusion equation with radial symmetry
- Nonlinear Fokker-Planck-Kolmogorov equation in the semiclassical coherent trajectory approximation
- Stochastic equations of the Langevin type under a weakly dependent perturbation
- Characterization of stationary distributions using conditional expectations
- Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples
- Mean first-passage time in a bistable kinetic model with stochastic potentials
- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
- Observation time dependent mean first passage time of diffusion and subdiffusion processes
- Linear response and stochastic resonance of superparamagnets
- The probability distribution of returns in the exponential Ornstein-Uhlenbeck model
- Transport of particles caused by correlated disorder-noise couplings
- Stochastic process semantics for dynamical grammars
- Turbulence noise.
- Modeling of transport in groundwater for environmental risk assessment
- Stochastic \(\varphi^4\)-theory in the strong coupling limit
- The characteristic noise connected with continuous measurement in classical system without memory
- Nonlinear climate dynamics: from deterministic behaviour to stochastic excitability and chaos
- A two-dimensional Fokker-Planck equation degenerating on a straight line.
- Population genetics with fluctuating population sizes
- Complex-valued Wiener measure: An approach via random walk in the complex plane
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)
