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Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator

The solution of the Fokker-Planck equation, given in the form of the path integral, is estimated by the contribution from paths around the most probable path. A numerical procedure for this estimation is given and applied to the regression of an anharmonic oscillator under a random force, from unstable positions to a stable position.
Year of publication:
1984
Authors: Morita, T. ; Hara, H.
Published in:
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 127.1984, 1, p. 113-124
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10010584881
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