Results 171 to 180 of about 42,716 (206)
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2014
In Chap. 2, we derived the backward and forward (Fokker–Planck) Kolmogorov equations. The Fokker–Planck equation enables us to calculate the transition probability density, which we can use to calculate the expectation value of observables of a diffusion process.
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In Chap. 2, we derived the backward and forward (Fokker–Planck) Kolmogorov equations. The Fokker–Planck equation enables us to calculate the transition probability density, which we can use to calculate the expectation value of observables of a diffusion process.
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2015
Not only diffusion but also drift terms (first order derivatives) are used in order to describe motion when a velocity field is applied. When taking into this effect, one arrives to the Fokker-Planck equations. We develop an elementary theory of this type of models using the concept of relative entropy.
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Not only diffusion but also drift terms (first order derivatives) are used in order to describe motion when a velocity field is applied. When taking into this effect, one arrives to the Fokker-Planck equations. We develop an elementary theory of this type of models using the concept of relative entropy.
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2001
Abstract The foundations of nonequilibrium statistical mechanics are based on the Liouville equation. Many of the common methods for handling practical problems in nonequilibrium statistical mechanics, methods that will be described in the next few sections, either avoid the Liouville equation entirely or replace it by approximations ...
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Abstract The foundations of nonequilibrium statistical mechanics are based on the Liouville equation. Many of the common methods for handling practical problems in nonequilibrium statistical mechanics, methods that will be described in the next few sections, either avoid the Liouville equation entirely or replace it by approximations ...
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1995
From the master equation we can derive a Fokker-Planck equation by means of a second order Taylor approximation. The Fokker-Planck equation is a linear partial differential equation of second order so that, not least thanks to the analogy to the Schrodinger equation (250), there exist many solution methods for it (27,83,84,86,95,96,241,242,259).
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From the master equation we can derive a Fokker-Planck equation by means of a second order Taylor approximation. The Fokker-Planck equation is a linear partial differential equation of second order so that, not least thanks to the analogy to the Schrodinger equation (250), there exist many solution methods for it (27,83,84,86,95,96,241,242,259).
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Discrete singular convolution for the solution of the Fokker–Planck equation
Journal of Chemical Physics, 1999G W Wei
exaly
The Variational Formulation of the Fokker--Planck Equation
SIAM Journal on Mathematical Analysis, 1998Richard Jordan, David Kinderlehrer
exaly
Finite difference approximations for the fractional Fokker–Planck equation
Applied Mathematical Modelling, 2009Fawang Liu, P Zhuang, Võ Anh
exaly