The Fokker-Planck Equation / Springer Series in Synergetics Bd.18 (PDF)
Methods of Solution and Applications
(Sprache: Englisch)
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...
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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.
Bibliographische Angaben
- Autoren: Hannes Risken , Till Frank
- 2012, 2nd ed. 1996, 472 Seiten, Englisch
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3642615449
- ISBN-13: 9783642615443
- Erscheinungsdatum: 06.12.2012
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Dateiformat: PDF
- Größe: 32 MB
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Sprache:
Englisch
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