The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) - Softcover

Risken, H.

Softcover

ISBN 10: 0387504982 ISBN 13: 9780387504988

Publisher: Springer Verlag, 1989

Synopsis

This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.

About this title

From the Back Cover

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.

Edition details

• Publisher: Springer Verlag
• Publication date: 1989
• ISBN 10: 0387504982
• ISBN 13: 9780387504988
• Binding: Paperback
• Language: English
• Edition number: 2