随机微分方程
布朗运动
峰度
福克-普朗克方程
朗之万方程
概率密度函数
高斯分布
统计物理学
扩散过程
物理
随机过程
费曼图
数学
数学分析
微分方程
经典力学
数学物理
量子力学
统计
计算机科学
知识管理
创新扩散
作者
Zhou Tian,Heng Wang,Weihua Deng
标识
DOI:10.1088/1751-8121/ad57b4
摘要
Abstract The motion of the polymer center of mass (CM) is driven by two stochastic terms that are Gaussian white noise generated by standard thermal stirring and chain polymerization processes, respectively. It can be described by the Langevin equation and is Brownian non-Gaussian by calculating the kurtosis. We derive the forward Fokker–Planck equation governing the joint distribution of the motion of CM and the chain polymerization process. The backward Fokker–Planck equation governing only the probability density function (PDF) of CM position for a given number of monomers is also derived. We derive the forward and backward Feynman–Kac equations for the functional distribution of the motion of the CM, respectively, and present some of their applications, which are validated by a deep learning method based on backward stochastic differential equations (BSDEs), i.e. the deep BSDE method.
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