Stochastic delay differential equations: analysis and simulation studies

DOI10.1016/j.chaos.2022.112819OpenAlexW4307832633WikidataQ115359020 ScholiaQ115359020MaRDI QIDQ2679973

K. S. Swarup, R. Chendur Kumaran, T. G. Venkatesh

Publication date: 26 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112819

zbMATH Keywords

path integralFokker-Planck equationscoloured noisestochastic delay differential equationsmean first passage timebistable potential

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

Uses Software

• Matlab
• Simulink

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