Path-integral calculation of multivariate Fokker-Planck systems

DOI10.1016/0895-7177(95)00079-HzbMath0830.65114OpenAlexW2073892201MaRDI QIDQ1900253

Lester Ingber

Publication date: 14 January 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00079-h

zbMATH Keywords

multivariate systemsnon-Monte-Carlo path-integral algorithmnonlinear Fokker-Planck systems

Mathematics Subject Classification ID

PDEs in connection with quantum mechanics (35Q40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications to the sciences (65Z05)

Cites Work

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• Multiple scales of statistical physics of the neocortex: Application to electroencephalography
• Application of statistical mechanics methodology to term-structure bond- pricing models
• Statistical mechanics of combat with human factors
• Statistical mechanics of nonlinear nonequilibrium financial markets
• Stochastic chaos in a class or Fokker-Planck equations

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