New exact solutions to the Fokker-Planck-Kolmogorov equation

DOI10.1016/j.cnsns.2007.04.009zbMath1221.60087OpenAlexW2069963837MaRDI QIDQ718781

Gazanfer Ünal, Jian-Qiao Sun

Publication date: 24 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2007.04.009

zbMATH Keywords

Fokker-Planck-Kolmogorov equationconserved quantitygeneralized Liouville theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Computation of the solutions of the Fokker-Planck equation for one and two DOF systems

Cites Work

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• Exact stationary solutions of the Fokker-Planck equation for nonlinear oscillators under stochastic parametric and external excitations
• Anomalous statistics in turbulence, financial markets and other complex systems
• Stochastic Problems in Physics and Astronomy
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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