Singular Perturbation Analysis of the Fokker–Planck Equation: Kramers’ Underdamped Problem

DOI10.1137/S003613999325511XzbMath0849.35139MaRDI QIDQ4881317

Victor Barcilon

Publication date: 7 November 1996

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

zbMATH Keywords

Fokker-Planck equationasymptotic series solutionrandom forcesforces deriving from a known potential

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Brownian motion (60J65) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise ⋮ A brief survey on numerical methods for solving singularly perturbed problems ⋮ Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions

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