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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
The Fokker-Planck Equation: Methods of Solution and Applications

The Fokker-Planck Equation: Methods of Solution and Applications

Risken, Hannes
Frank, Till

Paperback

Series: Springer Synergetics, Book 18

General MathematicsPhysics

ISBN10: 354061530X
ISBN13: 9783540615309
Publisher: Springer Nature
Published: Sep 17 1996
Pages: 472
Weight: 1.56
Height: 1.09 Width: 6.00 Depth: 9.00
Language: English
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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