The Fokker-Planck equation
Subtitle: methods of solution and applications
By: H. Risken.
Edition: 2nd ed.
Series: Springer series in synergetics,; v. 18
Publisher: Springer-Verlag
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 472
Subjects: Fokker-Planck equation
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.
Notes: Includes bibliographical references (p. 448-461) and index.
"Study edition"--P. 4 of cover.