The Fokker-Planck Equation: Methods of Solution and Applications
Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | Djvu | 2,6 MB
Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | Djvu | 2,6 MB
The Fokker-Planck equation deals with those fluctuations of systems which stem from many tiny disturbances, each of which changes the variable of the system in an unpredictable way. In this book, the methods of solution are applied to the statistics of a simple laser model and to Brownian motion in potentials. Such Brownian motion is important in solid state physics, chemical physics and electrical circuit theory.