A transformed path integral approach for solution of the Fokker–Planck equation-Reference-Cited by-同舟云学术

A transformed path integral approach for solution of the Fokker–Planck equation

Published:2017-10 Issue: Volume:346 Page:49-70
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Subramaniam Gnana M.,Vedula Prakash

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference51 articles.

1. Stochastic Processes and Filtering Theory;Jazwinski,1970

2. Stochastic Differential Equations: An Introduction with Applications;Øksendal,2003

3. Stochastic flutter of a panel subjected to random in-plane forces. Part 1: two mode interaction;Ibrahim;AIAA J.,1990

4. Markov modelling and stochastic identification for nonlinear ship rolling in random waves;Roberts;Philos. Trans. R. Soc. Lond. A, Math. Phys. Eng. Sci.,2000

5. The Fokker–Planck Equation: Methods of Solution and Applications;Risken,1989

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Introduction;Path Integrals in Stochastic Engineering Dynamics;2024

2. A short-time drift propagator approach to the Fokker–Planck equation;Journal of the Korean Physical Society;2023-11-28

3. Transient probabilistic analysis of nonlinear systems excited by correlated external and parametric Gaussian white noise;International Journal of Non-Linear Mechanics;2022-11

4. Adaptive density tracking by quadrature for stochastic differential equations;Applied Mathematics and Computation;2022-10

5. Data driven adaptive Gaussian mixture model for solving Fokker–Planck equation;Chaos: An Interdisciplinary Journal of Nonlinear Science;2022-03