The Fokker-Planck Equation: Methods of Solutions and Applications Export

@book{citeulike:334659, abstract = {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. It is shown that the solution of the equation for Brownian motion in a variety of potentials can be expressed in terms suitable for evaluation on a computer. A supplement is included, containing a short review of new material together with some recent references. The book should be very useful to graduate students in physics, chemical physics, and electrical engineering, and also to research workers in these fields.}, author = {Risken, Hannes}, citeulike-article-id = {334659}, citeulike-linkout-0 = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/354061530X}, citeulike-linkout-1 = {http://www.amazon.de/exec/obidos/redirect?tag=citeulike01-21&path=ASIN/354061530X}, citeulike-linkout-2 = {http://www.amazon.fr/exec/obidos/redirect?tag=citeulike06-21&path=ASIN/354061530X}, citeulike-linkout-3 = {http://www.amazon.jp/exec/obidos/ASIN/354061530X}, citeulike-linkout-4 = {http://www.amazon.co.uk/exec/obidos/ASIN/354061530X/citeulike00-21}, citeulike-linkout-5 = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/354061530X}, citeulike-linkout-6 = {http://www.worldcat.org/isbn/354061530X}, citeulike-linkout-7 = {http://books.google.com/books?vid=ISBN354061530X}, citeulike-linkout-8 = {http://www.amazon.com/gp/search?keywords=354061530X&index=books&linkCode=qs}, citeulike-linkout-9 = {http://www.librarything.com/isbn/354061530X}, day = {17}, edition = {2}, howpublished = {Paperback}, isbn = {354061530X}, keywords = {fokker-planck\_equation, path\_integrals, textbook}, month = {September}, posted-at = {2009-11-06 21:18:14}, priority = {2}, publisher = {Springer}, series = {Springer Series in Synergetics}, title = {The Fokker-Planck Equation: Methods of Solutions and Applications}, url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/354061530X}, year = {1996} }

TY - BOOK ID - citeulike:334659 L3 - citeulike-article-id:334659 N2 - 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. It is shown that the solution of the equation for Brownian motion in a variety of potentials can be expressed in terms suitable for evaluation on a computer. A supplement is included, containing a short review of new material together with some recent references. The book should be very useful to graduate students in physics, chemical physics, and electrical engineering, and also to research workers in these fields. SE - Springer Series in Synergetics SN - 354061530X TI - The Fokker-Planck Equation: Methods of Solutions and Applications PB - Springer KW - fokker-planck_equation KW - path_integrals KW - textbook AU - Risken, Hannes PY - 1996/09/17/ UR - http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/354061530X ER -