On Brownian motion, Boltzmann’s equation, and the Fokker-Planck equation

DOI10.1090/qam/50216zbMath0047.19501OpenAlexW2567202036MaRDI QIDQ5812853

James E. Storer, Julian Keilson

Publication date: 1952

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/qam/50216

zbMATH Keywords

Fokker-Planck equationBrownian motionBoltzmann equation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

Related Items

Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework, MOCOKI: a Monte Carlo approach for optimal control in the force of a linear kinetic model, Electron Velocity Distributions in a Partially Ionized Gas, Differential-Operator Approximations to the Linear Boltzmann Equation, Studies in Nonequilibrium Rate Processes. V. The Relaxation of Moments Derived from a Master Equation, How to simulate anisotropic diffusion processes on curved surfaces, Diffusive Limit of a Two-Dimensional Well-Balanced Scheme for the Free Klein--Kramers Equation