The Fokker-Planck equation. Methods of solution and applications
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Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) 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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Cited in
(only showing first 100 items - show all)- The characteristic noise connected with continuous measurement in classical system without memory
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- Exact formula for currents in strongly pumped diffusive systems
- On the weak-noise limit of Fokker-Planck models
- The covariant form of the Klein-Kramers equation and the associated moment equations
- Construction of stationary distribution functions for a system of stochastic Langevin-type equations
- Persistent distribution functions for the dispersion of structured populations
- Two methods of integration of the Kolmogorov-Fokker-Planck equations
- Asymptotic analysis of nonlinear systems with small stochastic perturbations
- Effect of noise and perturbations on limit cycle systems
- The Fokker-Planck equation. Methods of solution and applications.
- Fokker-Planck equations for eigenstate distributions
- A stochastic model for the dynamics of a classical spin
- Half-range completeness for the Fokker-Planck equation with an external force
- Langevin equation, Fokker-Planck equation and cell migration
- Correlation resonance in noise-driven coupled nonlinear oscillators
- Stochastic equations of the Langevin type under a weakly dependent perturbation
- Enhancement of signal-to-noise ratio
- Linear response and stochastic resonance of superparamagnets
- Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
- Numerical solution of two-dimensional Fokker-Planck equations
- Correlated random walks, hyperbolic systems and Fokker-Planck equations
- Single effective neuron: Dendritic coupling effects and stochastic resonance
- Modeling of transport in groundwater for environmental risk assessment
- Quasilinear approximations for the propagator of the Fokker-Planck equation
- Fokker-Planck equations in the simulation of complex systems
- Generalized Schmoluchowski equation
- Intermittent diffusion in the presence of noise
- Fisher information as a measure of time
- A Hopf-like equation and perturbation theory for differential delay equations
- A chronotopic model of mobility in urban spaces
- Resonance in a noise-driven excitable neuron model
- Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus.
- Stochastic optimal control via Bellman's principle.
- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
- Diffusion and memory effects for stochastic processes and fractional Langevin equations
- Brownian motors: solitary wave and efficiency
- A variational principle for the Kramers equation with unbounded external forces
- Eigenvalues of the one-dimensional Smoluchowski equation.
- Turbulence noise.
- Violation of the second law of thermodynamics in the quantum microworld
- Random time-dependent Brownian motion a new approach to fractals of order \(n\)
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- On the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes
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- Ratchet effect in an underdamped periodic potential and its characterisation
- Controlling of stochastic resonance and noise enhanced stability induced by harmonic noises in a bistable system
- Wealth and price distribution by diffusive approximation in a repeated prediction market
- How does transient signaling input affect the spike timing of postsynaptic neuron near the threshold regime: an analytical study
- Modeling the lake eutrophication stochastic ecosystem and the research of its stability
- Kernel methods for the approximation of some key quantities of nonlinear systems
- The long time behavior of Brownian motion in tilted periodic potentials
- On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
- Periodic Airy process and equilibrium dynamics of edge fermions in a trap
- A high-order fully conservative block-centered finite difference method for the time-fractional advection-dispersion equation
- A non-perturbative analytic expression of signal amplification factor in stochastic resonance
- A probabilistic framework for the control of systems with discrete states and stochastic excitation
- Ket-Bra entangled state method for solving master equation of finite-level system
- Statistical structure of neural spiking under non-Poissonian or other non-white stimulation
- Information filtering in resonant neurons
- The dynamics of memory retrieval in hierarchical networks
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
- Hofstadter spectrum in electric and magnetic fields
- Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator
- Analysis of transport properties determined by Langevin dynamics using Green-Kubo formulae
- A closed solution to the Fokker-Planck equation applied to forecasting
- A new approach to complex-valued fractional Brownian motion via rotating white noise
- Mechanics of biomolecules
- The Fokker-Planck equation. Methods of solutions and applications.
- Stochastic calculus in physics
- Colored-noise-induced parametric resonance
- Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions
- On the periodic Wigner--Poisson--Fokker--Planck system
- Fractional (space-time) Fokker-Planck equation
- Thermostatistical aspects of generalized entropies
- A mean field approximation in data assimilation for nonlinear dynamics
- Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\)
- Numerical solution of differential equations with colored noise
- Special solutions of the Fokker-Planck transport equation for arbitrary band structures; mobility and diffusivity in a uniform field of force
- Complex-valued Wiener measure: An approach via random walk in the complex plane
- A Langevin equation for the energy cascade in fully developed turbulence
- Homoclinic tangencies and non-normal Jacobians-effects of noise in nonhyperbolic chaotic systems
- Scalar transport in compressible flow
- Evolution of randomly perturbed sine-Gordon kink
- Exact solutions of a Fokker-Planck equation.
- A two-dimensional Fokker-Planck equation degenerating on a straight line.
- On the stationary distribution of self-sustained oscillators around bifurcation points.
- Diffusion in a periodic potential with a local perturbation.
- Numerical solution for Fokker-Planck equations in accelerators
- Characterization of stationary distributions using conditional expectations
- Fluctuations in a nonlinear laser field with coupling of additive noise terms
- Adaptive learning in large populations
- Stochastic approaches to Lagrangian coherent structures
- A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
- Analytical solution in Laplace domain of Smoluchowski equation for a flat potential with a rectangular sink
- Broken detailed balance and non-equilibrium dynamics in noisy social learning models
- Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach
- Combination of transition probability distribution and stable Lorentz distribution in stock markets
- Meshless local Petrov-Galerkin method for 2D fractional Fokker-Planck equation involved with the ABC fractional derivative
- Diffusion and memory effect in a stochastic process and the correspondence to an information propagation in a social system
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