ENGLISH

The Fokker-Planck equation: methods of solution and applications

By Hannes Risken , Till Frank

Book information

Publisher
Springer
Year
1996
ISBN
9783540504986, 3540504982, 9780387504988, 0387504982
LCC
QC20.7.D5 R57 1989
Open Library ID
OL12775685M
Language
english
Format
DJVU
Filesize
3 MB (3498379 bytes)
Series
Springer series in synergetics
Edition
2nd
Pages
485\485
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11
молекулярная и статистическая физикаФизика;Термодинамика

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. It is shown that the solution of the equation for Brownian motion in a variety of potentials can be expressed in terms suitable for evaluation on a computer. A supplement is included, containing a short review of new material together with some recent references. The book should be very useful to graduate students in physics, chemical physics, and electrical engineering, and also to research workers in these fields.

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