Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator (Q1080558)
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scientific article; zbMATH DE number 3967611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator |
scientific article; zbMATH DE number 3967611 |
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Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator (English)
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1984
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The solution of the Fokker-Planck equation, given in the form of the path integral, is estimated by the contribution from paths around the most probable path. A numerical procedure for this estimation is given and applied to the regression of an anharmonic oscillator under a random force, from unstable positions to a stable position.
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Fokker-Planck equation
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path integral
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anharmonic oscillator
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