The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics)
By Unknown Author.
Description
This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate stude...
ISBN(s)
9783540615309
