We consider stochastic dynamic systems with state space n × S{double-struck}n-1 and associated Fokker-Planck equations. Such systems are used to model, for example, fiber dynamics or swarming and pedestrian dynamics with constant individual speed of propagation. Approximate equations, like linear and nonlinear (maximum entropy) moment approximations and linear and nonlinear diffusion approximations are investigated. These approximations are compared to the underlying Fokker-Planck equation with respect to quality measures like the decay rates to equilibrium. The results clearly show the superiority of the maximum entropy approach for this application compared to the simpler linear and diffusion approximations
A microscopic dynamics was proposed in terms of generalized Langevin equations for stochastic proces...
Simple models of interacting agents can be formulated as jump Markov processes via suitably specifie...
05.40.Fb Random walks and Levy flights, 05.20.-y Classical statistical mechanics, 05.40.Jc Brownian ...
We study the Fokker-Planck equation derived in the large system limit of the Markovian process descr...
Realistic models of biological processes typically involve interacting components on multiple scales...
Fokker-Planck equations, along with stochastic differential equations, play vital roles in physics, ...
The aim of this article is to show that moment approximations of kinetic equations based on a Maximu...
In the current paper Fokker Planck model of random walks has been extended to non conservative cases...
In systems with timescale separation, where the fast degrees of freedom exhibit chaotic motion, the ...
The response of a dynamical system modelled by differential equations with white noise as the forcin...
The localized function formalism, introduced to transform diffusion equations with multistable poten...
We present an approximate Maximum Likelihood estimator for univariate Ito stochastic differential eq...
There is much interest within the mathematical biology and statistical physics community in converti...
In this paper, we consider stochastic dynamical systems on the sphere and the associated Fokker-Plan...
In these notes we first introduce logarithmic entropy methods for time-dependent drift-diffusion equ...
A microscopic dynamics was proposed in terms of generalized Langevin equations for stochastic proces...
Simple models of interacting agents can be formulated as jump Markov processes via suitably specifie...
05.40.Fb Random walks and Levy flights, 05.20.-y Classical statistical mechanics, 05.40.Jc Brownian ...
We study the Fokker-Planck equation derived in the large system limit of the Markovian process descr...
Realistic models of biological processes typically involve interacting components on multiple scales...
Fokker-Planck equations, along with stochastic differential equations, play vital roles in physics, ...
The aim of this article is to show that moment approximations of kinetic equations based on a Maximu...
In the current paper Fokker Planck model of random walks has been extended to non conservative cases...
In systems with timescale separation, where the fast degrees of freedom exhibit chaotic motion, the ...
The response of a dynamical system modelled by differential equations with white noise as the forcin...
The localized function formalism, introduced to transform diffusion equations with multistable poten...
We present an approximate Maximum Likelihood estimator for univariate Ito stochastic differential eq...
There is much interest within the mathematical biology and statistical physics community in converti...
In this paper, we consider stochastic dynamical systems on the sphere and the associated Fokker-Plan...
In these notes we first introduce logarithmic entropy methods for time-dependent drift-diffusion equ...
A microscopic dynamics was proposed in terms of generalized Langevin equations for stochastic proces...
Simple models of interacting agents can be formulated as jump Markov processes via suitably specifie...
05.40.Fb Random walks and Levy flights, 05.20.-y Classical statistical mechanics, 05.40.Jc Brownian ...