Fokker–Planck equations in the simulation of complex systems

Antonio García-Olivares and Antonio Muñoz

Mathematics and Computers in Simulation (MATCOM), 1994, vol. 36, issue 1, 17-48

Abstract: The present state of affairs in the description of real systems with chaotic dynamics calls for a new approach aimed at a more complete description of experiments. Such a description takes into account explicitly the inevitable uncertainties by means of an appropriate mathematical formalism and unites thereby deterministic kinetics and the various sources of stochasticity. A mathematical tool for such an approach is available in principle, since almost all real dynamical systems in continuous time can be described properly by a master equation.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:36:y:1994:i:1:p:17-48

DOI: 10.1016/0378-4754(94)90046-9

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