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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Risken, Hannes
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg, 1989.
Edición:Second edition.
Colección:Springer series in synergetics ; 18.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 4 |a The Fokker-Planck Equation :  |b Methods of Solution and Applications /  |c by Hannes Risken. 
250 |a Second edition. 
260 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg,  |c 1989. 
300 |a 1 online resource (xiv, 474 pages 95 illustrations) 
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490 1 |a Springer Series in Synergetics,  |x 0172-7389 ;  |v 18 
505 0 |a Introduction -- Probability Theory -- Langevin Equations -- Fokker-Planck Equation -- Fokker-Planck Equation for One Variable; Methods of Solution -- Fokker-Planck-Equation for Several Variables; Methods of Solution -- Linear Response and Correlation Functions -- Reduction of the Number of Variables -- Solutions of Tridiagonal Recurrence Relations, Application to Ordinary and Partial Differential Equations -- Solutions of the Kramers Equation -- Brownian Motion in Periodic Potentials -- Statistical Properties of Laser Light -- Appendices -- Supplement -- References -- Subject Index. 
520 |a 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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