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

Your Free Website Content Solution. 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. The Fokker-Planck Equation: Methods of Solutions and Applications. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) - ASIN:354061530X - ASINCODE.COM. 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. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. Nonlinear Mech., 6 (1971), 143-153. It has applications in neutron transport, atmospheric physics, heat transfer, molecular imaging, and others. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. We provide well posedness results for this approximation, and introduce a discrete-ordinate discontinuous Galerkin method to approximate a solution. Other important applications re-. In steady state, the radiative transfer In addition, we present a generalized Fokker-Planck equation that may be used to approximate the radiative transfer equation in certain circumstances. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. 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.