The Fokker Planck Equation

Download or read book The Fokker-Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book The Fokker-planck Equation For Stochastic Dynamical Systems And Its Explicit Steady State Solutions written by Christian Soize and published by World Scientific. This book was released on 1994-05-16 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?

Download or read book Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 1999-03-08 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

Download or read book Nonlinear Fokker-Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-01-07 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.

Download or read book Langevin And Fokker-planck Equations And Their Generalizations: Descriptions And Solutions written by Sau Fa Kwok and published by World Scientific. This book was released on 2018-03-07 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details.Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.

Download or read book Statistical Theory of Heat written by Wilhelm Brenig and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on the statistical theory of nonequilibrium phenomena grew out of lecture notes for courses on advanced statistical mechanics that were held more or less regularly at the Physics Department of the Technical University in Munich. My aim in these lectures was to incorporate various developments of many-body theory made during the last 20-30 years, in particular the correlation function approach, not just as an "extra" alongside the more "classical" results; I tried to use this approach as a unifying concept for the presentation of older as well as more recent results. I think that after so many excellent review articles and advanced treatments, correlation functions and memory kernels are as much a matter of course in nonequilibrium statistical physics as partition functions are in equilibrium theory, and should be used as such in regular courses and textbooks. The relations between correlation functions and earlier vehicles for the formulation of nonequilibrium theory such as kinetic equations, master equations, Onsager's theory, etc. , are discussed in detail in this volume. Since today there is growing interest in nonlinear phenomena I have included several chapters on related problems. There is some nonlinear response theory, some results on phenomenological nonlinear equations and some microscopic applications of the nonlinear response formalism. The main focus, however, is on the linear regime.

Download or read book Stochastic Processes for Physicists written by Kurt Jacobs and published by Cambridge University Press. This book was released on 2010-02-18 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.