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The Fokker-Planck Equation: Methods of Solution and Applications: 18 (Springer Series in Synergetics, 18) - Softcover
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.
"synopsis" may belong to another edition of this title.
Synopsis
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.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date1996
- ISBN 10 354061530X
- ISBN 13 9783540615309
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages486
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The Fokker-Planck Equation : Methods of Solution and Applications
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Springer Berlin / Heidelberg, 1996
ISBN 10: 354061530X
ISBN 13: 9783540615309
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