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




The Fredholm-type equations, which have many applications in mathematical physics, are then considered. 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. 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. Topics include: supersymmetry in the Fokker-Planck & Lengevin equations and the implications of good/broken supersymmetry. The treatment of Fokker–Planck equations with changes of variable is reviewed, followed by the transformation of diffusion equations into Schrödinger-like form, the application of supersymmetric quantum mechanics We investigate solutions of the Fokker–Planck diffusion equation with spatiotemporally varying drift and diffusion coefficients, .. Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. Chapter 8 discusses A table of applications of supersymmetry in theoretical physics is also included. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. 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). 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]. Risken, The Fokker-Planck Equation: Methods of Solution and Applications Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | PDF | 2,6 MB The. 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. The method is based upon hybrid function approximate. The main topics are the Witten model, supersymmetric classical mechanics, shape-invariant potentials and exact solutions, supersymmetry in classical stocastic dynamics and supersymmetry in the Pauli & Dirac equations.