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:
Online Access:Connect to the full text of this electronic book