The Fokker-Planck Equation: Methods of Solution and Applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1996
|
| Edition: | Second Edition |
| Series: | Springer Series in Synergetics
18 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XIV, 474p. 95 illus) |
| ISBN: | 9783642615443 9783540615309 |
| ISSN: | 0172-7389 |
| DOI: | 10.1007/978-3-642-61544-3 |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:12Z |
| institution | BVB |
| isbn | 9783642615443 9783540615309 |
| issn | 0172-7389 |
| language | English |
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| spelling | Risken, Hannes Verfasser aut The Fokker-Planck Equation Methods of Solution and Applications by Hannes Risken Second Edition Berlin, Heidelberg Springer Berlin Heidelberg 1996 1 Online-Ressource (XIV, 474p. 95 illus) txt rdacontent c rdamedia cr rdacarrier Springer Series in Synergetics 18 0172-7389 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 Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Applied and Technical Physics Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Applications of Mathematics Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Fokker-Planck-Gleichung (DE-588)4126333-9 gnd rswk-swf Statistische Thermodynamik (DE-588)4126251-7 gnd rswk-swf Fokker-Planck-Gleichung (DE-588)4126333-9 s 1\p DE-604 Statistische Thermodynamik (DE-588)4126251-7 s 2\p DE-604 Stochastische Differentialgleichung (DE-588)4057621-8 s 3\p DE-604 Brownsche Bewegung (DE-588)4128328-4 s 4\p DE-604 https://doi.org/10.1007/978-3-642-61544-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Risken, Hannes The Fokker-Planck Equation Methods of Solution and Applications Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Applied and Technical Physics Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Applications of Mathematics Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Statistische Thermodynamik (DE-588)4126251-7 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)4128328-4 (DE-588)4126333-9 (DE-588)4126251-7 |
| title | The Fokker-Planck Equation Methods of Solution and Applications |
| title_auth | The Fokker-Planck Equation Methods of Solution and Applications |
| title_exact_search | The Fokker-Planck Equation Methods of Solution and Applications |
| title_full | The Fokker-Planck Equation Methods of Solution and Applications by Hannes Risken |
| title_fullStr | The Fokker-Planck Equation Methods of Solution and Applications by Hannes Risken |
| title_full_unstemmed | The Fokker-Planck Equation Methods of Solution and Applications by Hannes Risken |
| title_short | The Fokker-Planck Equation |
| title_sort | the fokker planck equation methods of solution and applications |
| title_sub | Methods of Solution and Applications |
| topic | Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Applied and Technical Physics Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Applications of Mathematics Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Statistische Thermodynamik (DE-588)4126251-7 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Applied and Technical Physics Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Applications of Mathematics Mathematik Mathematische Physik Stochastische Differentialgleichung Brownsche Bewegung Fokker-Planck-Gleichung Statistische Thermodynamik |
| url | https://doi.org/10.1007/978-3-642-61544-3 |
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