Numerical evaluation of path-integral solutions to Fokker-Planck equations. II. Restricted stochastic processes

M. F. Wehner; W. G. Wolfer

doi:10.1103/physreva.28.3003

Numerical evaluation of path-integral solutions to Fokker-Planck equations. II. Restricted stochastic processes

Physical Review A ◽

10.1103/physreva.28.3003 ◽

1983 ◽

Vol 28 (5) ◽

pp. 3003-3011 ◽

Cited By ~ 80

Author(s):

M. F. Wehner ◽

W. G. Wolfer

Keyword(s):

Stochastic Processes ◽

Path Integral ◽

Numerical Evaluation ◽

Fokker Planck Equations ◽

Integral Solutions ◽

Fokker Planck

Download Full-text

Numerical evaluation of path-integral solutions to Fokker-Planck equations. III. Time and functionally dependent coefficients

Physical Review A ◽

10.1103/physreva.35.1795 ◽

1987 ◽

Vol 35 (4) ◽

pp. 1795-1801 ◽

Cited By ~ 80

Author(s):

M. F. Wehner ◽

W. G. Wolfer

Keyword(s):

Path Integral ◽

Numerical Evaluation ◽

Fokker Planck Equations ◽

Integral Solutions ◽

Fokker Planck

Download Full-text

Numerical evaluation of path-integral solutions to Fokker-Planck equations

Physical Review A ◽

10.1103/physreva.27.2663 ◽

1983 ◽

Vol 27 (5) ◽

pp. 2663-2670 ◽

Cited By ~ 189

Author(s):

M. F. Wehner ◽

W. G. Wolfer

Keyword(s):

Path Integral ◽

Numerical Evaluation ◽

Fokker Planck Equations ◽

Integral Solutions ◽

Fokker Planck

Download Full-text

High-accuracy discrete path integral solutions for stochastic processes with noninvertible diffusion matrices. II. Numerical evaluation

The Journal of Chemical Physics ◽

10.1063/1.474690 ◽

1997 ◽

Vol 107 (9) ◽

pp. 3505-3520 ◽

Cited By ~ 14

Author(s):

Alexander N. Drozdov

Keyword(s):

Stochastic Processes ◽

Path Integral ◽

Numerical Evaluation ◽

High Accuracy ◽

Integral Solutions

Download Full-text

Discrete stochastic processes, replicator and Fokker-Planck equations of coevolutionary dynamics in finite and infinite populations

10.4064/bc80-0-1 ◽

2008 ◽

Cited By ~ 7

Author(s):

Jens Christian Claussen

Keyword(s):

Stochastic Processes ◽

Fokker Planck Equations ◽

Fokker Planck

Download Full-text

Unbiased Modeling of Stochastic Processes: How to Guess Path Integrals, Fokker-Planck Equations and Langevin-Îto Equations

Springer Series in Synergetics - Information and Self-Organization ◽

10.1007/978-3-662-07893-8_9 ◽

1988 ◽

pp. 125-134

Author(s):

Hermann Haken

Keyword(s):

Stochastic Processes ◽

Path Integrals ◽

Fokker Planck Equations ◽

Fokker Planck

Download Full-text

Unbiased Modeling of Stochastic Processes: How to Guess Path Integrals, Fokker-Planck Equations and Langevin-Îto Equations

Springer Series in Synergetics - Information and Self-Organization ◽

10.1007/3-540-33023-2_9 ◽

2006 ◽

pp. 125-134

Keyword(s):

Stochastic Processes ◽

Path Integrals ◽

Fokker Planck Equations ◽

Fokker Planck

Download Full-text

Path integral solutions for Fokker–Planck conditional propagators in nonequilibrium systems: Catastrophic divergences of the Onsager–Machlup–Laplace approximation

The Journal of Chemical Physics ◽

10.1063/1.446309 ◽

1983 ◽

Vol 79 (8) ◽

pp. 3765-3772 ◽

Cited By ~ 6

Author(s):

Paul M. Hunt ◽

Katharine L. C. Hunt ◽

John Ross

Keyword(s):

Path Integral ◽

Laplace Approximation ◽

Nonequilibrium Systems ◽

Integral Solutions ◽

Fokker Planck

Download Full-text

Fokker-Planck equations for stochastic processes

Stochastic Processes Formalism and Applications - Lecture Notes in Physics ◽

10.1007/3-540-12326-1_3 ◽

2008 ◽

pp. 30-36

Author(s):

G. S. Agarwal

Keyword(s):

Stochastic Processes ◽

Fokker Planck Equations ◽

Fokker Planck

Download Full-text

Multiplicative stochastic processes, Fokker‐Planck equations, and a possible dynamical mechanism for critical behavior

Journal of Mathematical Physics ◽

10.1063/1.1666557 ◽

1974 ◽

Vol 15 (11) ◽

pp. 1918-1929 ◽

Cited By ~ 4

Author(s):

Ronald Forrest Fox

Keyword(s):

Stochastic Processes ◽

Critical Behavior ◽

Dynamical Mechanism ◽

Fokker Planck Equations ◽

Fokker Planck

Download Full-text

High-accuracy discrete path integral solutions for stochastic processes with noninvertible diffusion matrices

Physical Review E ◽

10.1103/physreve.55.2496 ◽

1997 ◽

Vol 55 (3) ◽

pp. 2496-2508 ◽

Cited By ~ 11

Author(s):

Alexander N. Drozdov

Keyword(s):

Stochastic Processes ◽

Path Integral ◽

High Accuracy ◽

Integral Solutions

Download Full-text