Similar solutions for nonlinear Langevin equations with the drift and diffusion coefficients separable in time and space

DOI10.1088/1742-5468/abb234zbMath1459.82228OpenAlexW3088740563MaRDI QIDQ5856910

Sau Fa Kwok

Publication date: 30 March 2021

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

Full work available at URL: https://doi.org/10.1088/1742-5468/abb234

zbMATH Keywords

Brownian motionstochastic processesstochastic particle dynamics

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

A class of integro-differential Fokker–Planck equations with space-dependent coefficients

Cites Work

• Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
• The Fokker-Planck equation. Methods of solutions and applications.
• Ito versus Stratonovich
• Analytical solution of a spatially variable coefficient advection-diffusion equation in up to three dimensions
• The Langevin Equation
• Fractal and generalized Fokker–Planck equations: description of the characterization of anomalous diffusion in magnetic resonance imaging
• Langevin and Fokker–Planck Equations and their Generalizations
• Fokker–Planck equation with linear and time dependent load forces
• Diffusion models in population genetics
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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