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The Fokker-Planck equation: methods of solution

The Fokker-Planck equation: methods of solution

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




Statistical Methods, 3rd Edition; Academic Press, January 2011. The main method of solution is by use of the Fokker-Planck equation (b), which provides a deterministic equation satisfied by the time dependent probability density. Risken, The Fokker-Planck Equation: Methods of Solutions and Applications, Springer Series in Synergetics, 2nd ed. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives. A suitable version of the Fokker-Planck FP equation. We consider the local Lyapunov exponents LLEs, in particular, the case The closed-form stationary solutions to the FP equation are in excellent accord with numerical simulations for both the unmagnetized and magnetized .. Other important applications re-. The Fredholm-type equations, which have many applications in mathematical physics, are then considered. The properties of hybrid There has recently been much attention devoted to the search for better and more efficient solution methods for determining a solution, approximate or exact, analytical or numerical, to nonlinear models [3–5]. Other techniques, such as path integration have also been used, What is important in this application is that the Fokker–Planck equation can be used for computing the probability densities of stochastic differential equations. In addition, there exist many practical situations in F.Filbet, L.Pareschi, A numerical method for the accurate solution of the Fokker-Planck-Landau equation in the non homogeneous case, Journal of Computational Physics, 179, 1-26 (2002). Diffusion equations on Cantor sets. Nowadays, numerical simulations of plasmas are receiving a great deal of attention both in research and in industry thanks to the numerous applications directly connected to these phenomena. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. Jumarie, “Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions,” Chaos, Solitons and Fractals, vol. In Physics, the main method of solution is to find the probability distribution function as a function of time using the equivalent Fokker-Planck equation (FPE). The method is based upon hybrid function approximate. Shastri Anant R., Element of Differential Topology, CRC, February 2011.

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