Improved estimation of Fokker-Planck equations through optimization
نویسندگان
چکیده
منابع مشابه
Generalized Stochastic Fokker-Planck Equations
We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account. We introduce a new class of stochastic Fokker-Planck equations associated with a generalized thermodynamical formalism. Generalized thermodynamics arises in the case of complex systems experiencing small-scale constraints. In the limit of short-r...
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The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numeri...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2007
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.76.056102