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The Fokker-Planck Equation: Methods of Solution and Applications by Hannes Risken, Till Frank (Paperback, 1996)

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The Fokker-Planck Equation Methods of Solution and Applications by H. Risken 9783540615309 (Paperback, 1970) Delivery UK delivery is usually within 10 to 12 working days. International delivery varies by country, please see the Wordery store help page for details.

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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 students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.