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About this book
One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering. When such transitions from one state to another take place, fluctuations, i.e., random processes, may play an im portant role. Over the past decades it has turned out that the Fokker-Planck equation pro vides a powerful tool with which the effects of fluctuations close to transition points can be adequately treated and that the approaches based on the Fokker Planck equation are superior to other approaches, e.g., based on Langevin equa tions. Quite generally, the Fokker-Planck equation plays an important role in problems which involve noise, e.g., in electrical circuits. For these reasons I am sure that this book will find a broad audience. It pro vides the reader with a sound basis for the study of the Fokker-Planck equation and gives an excellent survey of the methods of its solution. The author of this book, Hannes Risken, has made substantial contributions to the development and application of such methods, e.g., to laser physics, diffusion in periodic potentials, and other problems. Therefore this book is written by an experienced practitioner, who has had in mind explicit applications to important problems in the natural sciences and electrical engineering.
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Table of contents (12 chapters)
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Front Matter
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Back Matter
Authors and Affiliations
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Bibliographic Information
Book Title: The Fokker-Planck Equation
Book Subtitle: Methods of Solution and Applications
Authors: Hannes Risken
Series Title: Springer Series in Synergetics
DOI: https://doi.org/10.1007/978-3-642-61544-3
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1996
Softcover ISBN: 978-3-540-61530-9Published: 17 September 1996
eBook ISBN: 978-3-642-61544-3Published: 06 December 2012
Series ISSN: 0172-7389
Series E-ISSN: 2198-333X
Edition Number: 2
Number of Pages: XIV, 472
Number of Illustrations: 3 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Applied and Technical Physics, Complex Systems, Mathematical Methods in Physics, Applications of Mathematics, Statistical Physics and Dynamical Systems