On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker–Planck equation with state-dependent diffusion and drift coefficients

DOI10.1088/1742-5468/2015/05/P05016zbMath1456.82759MaRDI QIDQ3302246

Marco Bianucci

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (7)

Operators central limit theorem ⋮ Effective low-order models for atmospheric dynamics and time series analysis ⋮ Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest ⋮ About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach ⋮ Exploring atmospheric convection with physically sound nonlinear low-order models ⋮ Recovering the Fourier law in harmonic chains: a Hamiltonian realization of the Debye/Visscher model ⋮ About the foundation of the Kubo generalized cumulants theory: a revisited and corrected approach

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