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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The Fokker-Planck equation. Methods of solutions and applications.
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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
Physics and social science -- the approach of synergetics
Fractional (space-time) Fokker-Planck equation
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A maximum entropy method for particle filtering
Probabilistic structural dynamics of protein folding
Numerical simulations of stochastic differential equations
Analysis of slow transitions between nonequilibrium steady states
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Path integral solutions of the governing equation of SDEs excited by Lévy white noise
Adaptive learning in large populations
On the periodic Wigner--Poisson--Fokker--Planck system
Supersymmetry and Fokker-Planck dynamics in periodic potentials
Colored-noise-induced parametric resonance
On the stationary distribution of self-sustained oscillators around bifurcation points.
Markovian embedding procedures for non-Markovian stochastic Schrödinger equations
A nonlinear model for DNA dynamics
Escape probability, mean residence time and geophysical fluid particle dynamics
Stochastic analyses of the dynamics of generalized Little-Hopfield-Hemmen type neural networks
The incentive effect of venture capital in bilateral partnership systems with the bias mono-stable Cobb-Douglas utility
On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
Decision-time statistics of nonlinear diffusion models: characterizing long sequences of subsequent trials
Colored noise induced net voltage of the underdamped Josephson junction
Relating the thermodynamic arrow of time to the causal arrow
Unresolved computation and optimal predictions
New results on Fokker-Planck equations of fractional order.
Four dimensional Fokker-Planck solver for electron kinetics in collisional gas discharge plasmas
On closure methods in nonlinear stochastic dynamics
Statistical properties of a turbulent cascade
Resonance in a noise-driven excitable neuron model
Mechanics of biomolecules
Quantifying acoustic damping using flame chemiluminescence
Finite sampling interval effects in Kramers-Moyal analysis
Alternative description of stochastic processes in nonlinear systems. ``Kinetic form of master and Fokker-Planck equations
Stochastic calculus in physics
Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation
Analysis of transport properties determined by Langevin dynamics using Green-Kubo formulae
Synchronization induced by periodic inputs in finite \(N\)-unit bistable Langevin models: the augmented moment method
Stochastical aspects of neuronal dynamics: Fokker-Planck approach
Fluctuations in a nonlinear laser field with coupling of additive noise terms
Evidence of Markov properties of high frequency exchange rate data
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
Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation
Short-time linear response with reduced-rank tangent map
Periodic Airy process and equilibrium dynamics of edge fermions in a trap
Langevin equation, Fokker-Planck equation and cell migration
Information filtering by coincidence detection of synchronous population output: analytical approaches to the coherence function of a two-stage neural system
The Wigner-Poisson-Fokker-Planck system: global-in-time solution and dispersive effects
Stationary properties in a single-mode laser with cross-correlation between quantum noise terms

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