The Fokker-Planck equation: methods of solution and applications. H. Risken

The Fokker-Planck equation: methods of solution and applications


The.Fokker.Planck.equation.methods.of.solution.and.applications.pdf
ISBN: 0387130985,9780387130989 | 485 pages | 13 Mb


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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag




This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. Nonlinear Mech., 6 (1971), 143-153. If I could produce an equivalent solution by applying the Maximum Entropy Principle directly to the Fokker-Planck equation, then this would give a better foundation for the "inspection" result above. IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. Your Free Website Content Solution. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Of chemical occupancy state is modeled by a continuous time discrete space Markov process. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! Risken, The Fokker-Planck Equation: Methods of Solution and Applications, vol. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. The probability density of a motor-cargo system is governed by a two-dimensional Fokker-Planck equation. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. The Fokker-Planck Equation: Methods of Solutions and Applications. The operation of a molecular motor is dominated by high viscous friction and large thermal fluctuations from surrounding fluid.