2017
DOI: 10.1007/s11214-017-0351-y
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A Hitch-hiker’s Guide to Stochastic Differential Equations

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Cited by 79 publications
(55 citation statements)
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“…Ruffolo 1995;Lario et al 1998;Schwadron et al 2010;le Roux & Webb 2012;Wang et al 2012) or by taking a stochastic approach (see, e.g. Agueda et al 2008;Zhang et al 2009;Dröge et al 2010;Strauss & Effenberger 2017). We take the latter approach and solve the FTE by means of a time-forward Monte Carlo simulation.…”
Section: Particle Transportmentioning
confidence: 99%
“…Ruffolo 1995;Lario et al 1998;Schwadron et al 2010;le Roux & Webb 2012;Wang et al 2012) or by taking a stochastic approach (see, e.g. Agueda et al 2008;Zhang et al 2009;Dröge et al 2010;Strauss & Effenberger 2017). We take the latter approach and solve the FTE by means of a time-forward Monte Carlo simulation.…”
Section: Particle Transportmentioning
confidence: 99%
“…The stochastically meandering path is described as fieldline diffusion using a stochastic differential equation (SDE, Gardiner, 2009;Strauss and Effenberger, 2017), with the displacement dr ⊥ across the Parker field direction given as…”
Section: Modelsmentioning
confidence: 99%
“…The particle propagation along meandering field lines, the step B in the FP þ FLRW scheme, is performed using an SDE formulation of the Fokker-Planck equation (Roelof, 1969;Skilling, 1971;Isenberg, 1997;Zhang et al, 2009;Strauss and Effenberger, 2017). The Fokker-Planck equation is given as…”
Section: Modelsmentioning
confidence: 99%
“…In the Monte Carlo model, particles are advanced integrating a Langevin type equation in the form of a stochastic differential equation (e.g. Strauss & Effenberger 2017):…”
Section: Appendix A: Testing Tamsd With Monte Carlo Modelsmentioning
confidence: 99%