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The Fokker-Planck equation: methods of solution

The Fokker-Planck equation: methods of solution

The Fokker-Planck equation: methods of solution and applications. H. Risken

The Fokker-Planck equation: methods of solution and applications


The.Fokker.Planck.equation.methods.of.solution.and.applications.pdf
ISBN: 0387130985,9780387130989 | 485 pages | 13 Mb


Download The Fokker-Planck equation: methods of solution and applications



The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag




Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. Risken, The Fokker-Planck equation: Methods of solution and applications (Springer Verlag, 1996). The Fredholm-type equations, which have many applications in mathematical physics, are then considered. A formal analogy of the Fokker–Planck equation with the Schrodinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases. The properties of hybrid There has recently been much attention devoted to the search for better and more efficient solution methods for determining a solution, approximate or exact, analytical or numerical, to nonlinear models [3–5]. Nonlinear Mech., 6 (1971), 143-153. Risken Publisher: Springer-Verlag. September 23rd, 2012 reviewer Leave a comment Go to comments. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! In Physics, the main method of solution is to find the probability distribution function as a function of time using the equivalent Fokker-Planck equation (FPE). Risken: The Fokker–Planck Equation: Methods of Solution and Applications (Springer-Verlag, Berlin, 1996). Your Free Website Content Solution. The method is based upon hybrid function approximate. IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. The Fokker-Planck equation: methods of solution and applications : PDF eBook Download. The Fokker-Planck equation: methods of solution and applications book download. Download The Fokker-Planck equation: methods of solution and applications. Other important applications re-. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat.