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The Fokker-Planck Equation : Methods of Solution and Applications /
This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. Th...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1989.
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| Edición: | Second edition. |
| Colección: | Springer series in synergetics ;
18. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. This is the first time that this last method, which is very effective in dealing with simple Fokker-Planck equations having two variables, appears in a textbook. The methods of solution are applied to the statistics of a simple laser model and to Brownian motion in potentials. Such Brownian motion is important in solid-state physics, chemical physics and electric circuit theory. This new study edition is meant as a text for graduate students in physics, chemical physics, and electrical engineering. |
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| Descripción Física: | 1 online resource (xiv, 474 pages 95 illustrations) |
| ISBN: | 9783642615443 3642615449 |
| ISSN: | 0172-7389 ; |