Langevin and Fokker-Planck equations and their generalizations: descriptions and solutions
"This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Publishing Company Pte Limited
2018
|
| Subjects: | |
| Online Access: | UBY01 Volltext |
| Summary: | "This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed. Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details. Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems."-- |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 online resource (208 pages) illustrations |
| ISBN: | 9789813228412 |
Staff View
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Record in the Search Index
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| illustrated | Illustrated |
| index_date | 2024-07-03T14:58:38Z |
| indexdate | 2024-07-10T08:54:27Z |
| institution | BVB |
| isbn | 9789813228412 |
| language | English |
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| physical | 1 online resource (208 pages) illustrations |
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| spelling | Kwok, Sau Fa aut Langevin and Fokker-Planck equations and their generalizations descriptions and solutions Sau Fa Kwok Singapore World Scientific Publishing Company Pte Limited 2018 1 online resource (208 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index "This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed. Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details. Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems."-- Statistical mechanics Differential equations, Partial Statistical physics Electronic books Langevin-Gleichung (DE-588)4166699-9 gnd rswk-swf Fokker-Planck-Gleichung (DE-588)4126333-9 gnd rswk-swf Nichtgleichgewichtsstatistik (DE-588)4136220-2 gnd rswk-swf Langevin-Gleichung (DE-588)4166699-9 s DE-604 Fokker-Planck-Gleichung (DE-588)4126333-9 s Nichtgleichgewichtsstatistik (DE-588)4136220-2 s Erscheint auch als Druck-Ausgabe 9789813228405 http://www.worldscientific.com/worldscibooks/10.1142/9745 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kwok, Sau Fa Langevin and Fokker-Planck equations and their generalizations descriptions and solutions Statistical mechanics Differential equations, Partial Statistical physics Electronic books Langevin-Gleichung (DE-588)4166699-9 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Nichtgleichgewichtsstatistik (DE-588)4136220-2 gnd |
| subject_GND | (DE-588)4166699-9 (DE-588)4126333-9 (DE-588)4136220-2 |
| title | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions |
| title_auth | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions |
| title_exact_search | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions |
| title_exact_search_txtP | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions |
| title_full | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions Sau Fa Kwok |
| title_fullStr | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions Sau Fa Kwok |
| title_full_unstemmed | Langevin and Fokker-Planck equations and their generalizations descriptions and solutions Sau Fa Kwok |
| title_short | Langevin and Fokker-Planck equations and their generalizations |
| title_sort | langevin and fokker planck equations and their generalizations descriptions and solutions |
| title_sub | descriptions and solutions |
| topic | Statistical mechanics Differential equations, Partial Statistical physics Electronic books Langevin-Gleichung (DE-588)4166699-9 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Nichtgleichgewichtsstatistik (DE-588)4136220-2 gnd |
| topic_facet | Statistical mechanics Differential equations, Partial Statistical physics Electronic books Langevin-Gleichung Fokker-Planck-Gleichung Nichtgleichgewichtsstatistik |
| url | http://www.worldscientific.com/worldscibooks/10.1142/9745 |
| work_keys_str_mv | AT kwoksaufa langevinandfokkerplanckequationsandtheirgeneralizationsdescriptionsandsolutions |