The Fokker-Planck Equation: Methods of Solution and Applications

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Author: Professor Dr. Hannes Risken (auth.)
Publisher: Springer-Verlag Berlin Heidelberg
Genre: Unknown
Pages: 472
Language: english
Year: 1989
ISBN 10: Unknown
ISBN 13: 978-3-642-61544-3
Series: Springer Series in Synergetics 18
Edition: 2
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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...