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612-822-4611
Langevin & Fokker-Planck Equations & Their Generalizations

Langevin & Fokker-Planck Equations & Their Generalizations

Hardcover

Physics

ISBN10: 9813228407
ISBN13: 9789813228405
Publisher: World Scientific Publishing Company
Published: Mar 17 2018
Pages: 208
Weight: 0.99
Height: 0.50 Width: 6.00 Depth: 9.00
Language: English

This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.

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Physics