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...

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Bibliographic Details

Main Author:	Risken, Hannes
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1989.
Edition:	Second edition.
Series:	Springer series in synergetics ; 18.
Subjects:	Physics. Mathematics. Mathematical physics. Electronic books.
Online Access:	Connect to the full text of this electronic book