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|a Risken, Hannes.
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|a The Fokker-Planck Equation :
|b Methods of Solution and Applications /
|c by Hannes Risken.
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|a Second edition.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 1989.
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|a 1 online resource (xiv, 474 pages 95 illustrations)
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|a online resource
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|a Springer Series in Synergetics,
|x 0172-7389 ;
|v 18
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|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.
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|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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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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|a Physics.
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|a Mathematics.
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|a Mathematical physics.
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|a Physique.
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|a Mathématiques.
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|a Physique mathématique.
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|a physics.
|2 aat
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|a mathematics.
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|a applied mathematics.
|2 aat
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|a Mathematical physics
|2 fast
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|a Mathematics
|2 fast
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|a Physics
|2 fast
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|i has work:
|a The Fokker-Planck equation (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGQM7VyMq8JyJfDv3qTq43
|4 https://id.oclc.org/worldcat/ontology/hasWork
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|i Print version:
|z 9783540615309
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|a Springer series in synergetics ;
|v 18.
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856 |
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|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3094269
|z Texto completo
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