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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.
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Previews available in: English
Showing 3 featured editions. View all 3 editions?
Edition | Availability |
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1
The Fokker-Planck equation: methods of solution and applications
1996, Springer-Verlag
in English
- 2nd ed.
354061530X 9783540615309
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2
The Fokker-Planck equation: methods of solution and applications
1989, Springer-Verlag
in English
- 2nd ed.
0387504982 9780387504988
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3
The Fokker-Planck equation: methods of solution and applications
1984, Springer-Verlag
in English
0387130985 9780387130989
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Book Details
Edition Notes
Bibliography: p. [448]-461.
Includes index.
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- Created April 1, 2008
- 11 revisions
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