24 citations · 59 across the 5 of their papers we have counts for
5 papers
Fifth-order finite-difference scheme for Fokker-Planck equations with drift-admitting jumps
Yaming Chen, Xiaogang Deng
Recently a useful finite-difference scheme was proposed in [Phys. Rev. E 98, 033302 (2018)] to solve Fokker-Planck equations with drift-admitting jumps. However, while the scheme i…
Numerical solutions of Fokker-Planck equations with drift-admitting jumps
Yaming Chen, Xiaogang Deng
We develop a finite difference scheme based on a grid staggered by flux points and solution points to solve Fokker-Planck equations with drift-admitting jumps. To satisfy the match…
On large deviation properties of Brownian motion with dry friction
Yaming Chen, Wolfram Just
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in…
First-passage time of Brownian motion with dry friction
Yaming Chen, Wolfram Just
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but cl…
Weak-noise limit of a piecewise-smooth stochastic differential equation
Yaming Chen, Adrian Baule, Hugo Touchette +1
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illust…