The Fokker-Planck Equation [electronic resource] : 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. 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.
Main Authors: | Risken, Hannes. author., SpringerLink (Online service) |
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Format: | Texto biblioteca |
Language: | eng |
Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg,
1996
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Subjects: | Mathematics., Applied mathematics., Engineering mathematics., Probabilities., Physics., Statistical physics., Dynamical systems., Probability Theory and Stochastic Processes., Applied and Technical Physics., Statistical Physics, Dynamical Systems and Complexity., Mathematical Methods in Physics., Applications of Mathematics., |
Online Access: | http://dx.doi.org/10.1007/978-3-642-61544-3 |
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