International audienceThe Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open hierarchy of equations for the moments. Ways of closing this hierarchy have been proposed; ways of explicitly solving the hierarchy equations have received much less attention. In this paper we show that much insight can be gained by mapping the Fokker--Planck equation to a Schrödinger equation, where Planck's constant is identified with the diffusion coefficient
International audienceA functional calculus approach is applied to the derivation of evolution equat...
The present work is concerned with the study of a generalized Langevin equation and its link to the ...
We present a master equation formulation based on a Markovian random walk model that exhibits subdif...
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is ...
We consider the derivation of a kinetic equation for a charged test particle weakly interacting with...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
Using the theory of Markovian diffusion processes it is established that a non-linear Fokker-Planck ...
The localized function formalism, introduced to transform diffusion equations with multistable poten...
The Fokker{Planck equation, or forward Kolmogorov equation, describes the evolution of the probabili...
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, com...
Stochastic differential equations are important to model many complex systems. The Fokker-Planck equ...
We construct a path-integral representation of the generating functional for the dissipative dynamic...
Stochastic differential equations are important to model many complex systems. The Fokker-Planck equ...
International audienceWe present a detailed analysis of the energy dissipation averaged over a dista...
A stochastic process or sometimes called random process is the counterpart to a deterministic proces...
International audienceA functional calculus approach is applied to the derivation of evolution equat...
The present work is concerned with the study of a generalized Langevin equation and its link to the ...
We present a master equation formulation based on a Markovian random walk model that exhibits subdif...
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is ...
We consider the derivation of a kinetic equation for a charged test particle weakly interacting with...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
Using the theory of Markovian diffusion processes it is established that a non-linear Fokker-Planck ...
The localized function formalism, introduced to transform diffusion equations with multistable poten...
The Fokker{Planck equation, or forward Kolmogorov equation, describes the evolution of the probabili...
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, com...
Stochastic differential equations are important to model many complex systems. The Fokker-Planck equ...
We construct a path-integral representation of the generating functional for the dissipative dynamic...
Stochastic differential equations are important to model many complex systems. The Fokker-Planck equ...
International audienceWe present a detailed analysis of the energy dissipation averaged over a dista...
A stochastic process or sometimes called random process is the counterpart to a deterministic proces...
International audienceA functional calculus approach is applied to the derivation of evolution equat...
The present work is concerned with the study of a generalized Langevin equation and its link to the ...
We present a master equation formulation based on a Markovian random walk model that exhibits subdif...