Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator

DOI10.1016/0378-4371(84)90122-5zbMath0599.60076OpenAlexW1992577979MaRDI QIDQ1080558

B. George

Publication date: 1984

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(84)90122-5

zbMATH Keywords

path integralFokker-Planck equationanharmonic oscillator

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Quasilinear approximations for the propagator of the Fokker-Planck equation

Cites Work

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• New unified formulation of transient phenomena near the instability point on the basis of the Fokker-Planck equation
• On the linearization of nonlinear Langevin-type stochastic differential equations
• Formal Solution of Fokker-Planck Equation in the Operator Approach
• Markoff chains, Wiener integrals, and quantum theory

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