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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1989.
|
| Édition: | Second edition. |
| Collection: | Springer series in synergetics ;
18. |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- 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.