相关论文: Review of analytical treatments of barrier-type pr…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…
An application of approximate transformation groups to study dynamics of a system with distinct time scales is discussed. The utilization of the Krylov-Bogoliubov-Mitropolsky method of averaging to find solutions of the Lie equations is…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
The boundary problem about behavior (oscillations) of the electronic plasmas with arbitrary degree of degeneration of electronic gas in half-space with specular boundary conditions is analytically solved. The kinetic equation of…
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…
We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.
The growing need for a better understanding of nonlinear processes in plasma physics has in the last decades stimulated the development of new and more advanced data analysis techniques. This review lists some of the basic properties one…
The interaction of partially ionized plasmas with an electromagnetic field is investigated using quantum statistical methods. A general statistical expression for the current density of a plasma in an electromagnetic field is presented and…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
We present a family of algorithms for the fast determination of reaction paths and barriers in phase space and the computation of the corresponding rates. The method requires the reaction times be large compared to the microscopic time,…
The boundary problem about behaviour (oscillations) of the electronic plasmas with arbitrary degree of degeneration of electronic gas in half-space with diffusion boundary conditions is analytically solved. The kinetic equation of Vlasov -…
Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…
The theory of plasma physics offers a number of nontrivial examples of partial differential equations, which can be successfully treated with symmetry methods. We propose three different examples which may illustrate the reciprocal…
Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…
The problem of the calculation of equilibrium thermodynamic properties and the establishment of statistical-thermodynamically-consistent finite bound-state partition functions in nonideal multi-component plasma systems is revised within the…
Thermally activated escape over a potential barrier in the presence of periodic driving is considered. By means of novel time-dependent path-integral methods we derive asymptotically exact weak-noise expressions for both the instantaneous…
In this paper we consider the possibility to use numerical simulations for a computer assisted analysis of integrability of dynamical systems. We formulate a rather general method of recovering the obstruction to integrability for the…