The Fokker-Planck Equation: Methods of Solution and Applications Paperback - 1996
by Hannes Risken; Till Frank
From the rear 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.
Details
- Title The Fokker-Planck Equation: Methods of Solution and Applications
- Author Hannes Risken; Till Frank
- Binding Paperback
- Edition 2nd ed. 1989. 3r
- Pages 472
- Volumes 1
- Language ENG
- Publisher Springer, NULL
- Date 1996-09-17
- Illustrated Yes
- ISBN 9783540615309 / 354061530X
- Weight 1.56 lbs (0.71 kg)
- Dimensions 9 x 6 x 1.09 in (22.86 x 15.24 x 2.77 cm)
- Library of Congress Catalog Number 96033182
- Dewey Decimal Code 530.13
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