Concepedia
Probabilistic Engineering Mechanics · 2010 · 76 citations · 28 references
Numerical AnalysisProbabilistic ResponseNonlinear System IdentificationEngineeringStochastic CalculusStochastic Dynamical SystemSystems EngineeringNonlinear Signal ProcessingPoisson White NoiseStochastic Differential EquationPath Integral Method
28
The Fokker-Planck Equation: Methods of Solution and Applications
Optica Acta International Journal of Optics · 1984 · 1.1K citations
Photonics, Optical Materials, Engineering +14
Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences
S. Swain · Optica Acta International Journal of Optics · 1984 · 493 citations
Optical Materials, Engineering, Wave Optic +21
Numerical evaluation of path-integral solutions to Fokker-Planck equations
Michael Wehner, W.G. Wolfer · Physical review. A, General physics · 1983 · 300 citations
Numerical Analysis, Method Of Fundamental Solution, Engineering +15
On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems
Billie F. Spencer, Lawrence A. Bergman · Nonlinear Dynamics · 1993 · 280 citations
Numerical Solution, Stochastic Dynamical System, Stochastic Phenomenon +4
Efficient path integration methods for nonlinear dynamic systems
V. Moe · Probabilistic Engineering Mechanics · 2000 · 240 citations
Numerical Analysis, Path Planning, Trajectory Planning +4