Springer Series in Synergetics

The Fokker-Planck Equation

Methods of Solution and Applications

Authors: Risken, Hannes

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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.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook $74.99
price for USA in USD (gross)
  • ISBN 978-3-642-96807-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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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
1984
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-96807-5
DOI
10.1007/978-3-642-96807-5
Series ISSN
0172-7389
Edition Number
1
Topics