Higher Order Averaging of Linear Fokker--Planck Equations with Periodic Forcing

DOI10.1137/11083959XzbMath1256.37034OpenAlexW2072911877MaRDI QIDQ3143288

Stephan Martin, Axel Klar, Luis L. Bonilla

Publication date: 29 November 2012

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/11083959x

zbMATH Keywords

Fokker-Planck equationsstochastic Hamiltonian systemhigher order averagingperiodic driving forces

Mathematics Subject Classification ID

Hamilton's equations (70H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generation, random and stochastic difference and differential equations (37H10)

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Approximate models for stochastic dynamic systems with velocities on the sphere and associated Fokker-Planck equations

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