The Fokker-Planck equation: methods of solution and applications by H. Risken

The Fokker-Planck equation: methods of solution and applications



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The Fokker-Planck equation: methods of solution and applications H. Risken ebook
Publisher: Springer-Verlag
Format: djvu
Page: 485
ISBN: 0387130985, 9780387130989


These algorithms have typically been .. Jumarie, “Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions,” Chaos, Solitons and Fractals, vol. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! A formal analogy of the Fokker–Planck equation with the Schrodinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases. Your Free Website Content Solution. 2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Tree algorithms are generally derived from binomial random walks [13]. Download The Fokker-Planck equation: methods of solution and applications. €�tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. Diffusion equations on Cantor sets. The Fokker-Planck equation: methods of solution and applications book download.