Springer Series in Synergetics

The Fokker-Planck Equation

Methods of Solution and Applications

Authors: Risken, Hannes, Frank, Till

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About this Textbook

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.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook $74.99
price for USA in USD (gross)
  • ISBN 978-3-642-61544-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA in USD
  • ISBN 978-3-540-61530-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Fokker-Planck Equation
Book Subtitle
Methods of Solution and Applications
Authors
Series Title
Springer Series in Synergetics
Series Volume
18
Copyright
1996
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-61544-3
DOI
10.1007/978-3-642-61544-3
Softcover ISBN
978-3-540-61530-9
Series ISSN
0172-7389
Edition Number
2
Number of Pages
XIV, 472
Number of Illustrations
3 b/w illustrations
Topics