Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation
DOI10.1016/J.AML.2004.06.027zbMATH Open1091.60018OpenAlexW2152330744MaRDI QIDQ812643FDOQ812643
Publication date: 24 January 2006
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2004.06.027
Recommendations
- Reciprocal diffusions and stochastic differential equations of second order∗
- On diffusion theory in turbulence
- On diffusion theory in turbulence
- scientific article; zbMATH DE number 1302548
- Continuous models of the motion of inertial particles in laminar and turbulent flows based on the Fokker-Planck equations
- scientific article; zbMATH DE number 436378
- scientific article; zbMATH DE number 970208
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Fick's law and Fokker-Planck equation in inhomogeneous environments
Qualitative investigation and simulation of ordinary differential equation models (34C60) Diffusion processes (60J60) Basic methods in fluid mechanics (76M99) One-parameter continuous families of measure-preserving transformations (28D10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stability in distribution for a class of singular diffusions
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
- The generalized kinetic modelling of a multicomponent ``real-life fluid by means of a single distribution function
- MODELLING LIVING FLUIDS WITH THE SUBDIVISION INTO THE COMPONENTS IN TERMS OF PROBABILITY DISTRIBUTIONS
- A class of limit theorems for singular diffusions
- Title not available (Why is that?)
- Title not available (Why is that?)
- The non-stationary invariant solution of the equations of gas dynamics describing the spreading of a gas into a vacuum
Cited In (6)
- Homeorhesis-based modelling and fast numerical analysis for oncogenic hyperplasia under radiotherapy
- An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations
- Title not available (Why is that?)
- Stochastic mechanics in the context of the properties of living systems
- Dynamic-equilibrium solutions of ordinary differential equations and their role in applied problems
- Stationary distributions in Kolmogorov-Petrovski- Piskunov-type models with an infinite number of particles
This page was built for publication: Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q812643)