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The Fokker-Planck Equation : Methods of Solution and Applications /

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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
Table of Contents:
  • 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.