Nonlinear Fokker-Planck equations. Fundamentals and applications. (Q2483736)

According to the synergetics (interdisciplinary approach to complex systems) series tradition, the book focusses on common fundamental physical mechanisms present in diverse research fields. Nonlinear Fokker-Planck equations quite naturally appear as a low dimensional description of complex many-body (collective) phenomena, like e.g. in plasma physics, surface physics, astrophysics, polymer fluid theory, particle beams, hydrodynamics, engineering, biophysics, neurophysics, psychology and marketing. The list can be expanded. Technically, the author pays attention to the solvability, existence of stationary solutions and stability of various Fokker-Planck equations (understood to propagate probability densities) with various formal inputs like: free energy Fokker-Planck equation, entropy Fokker-Planck equation. Links with various types of statistics and related entropies are explored, including the Boltzmann, power law, Bose-Einstein and Fermi-Dirac distributions. Since the Fokker-Planck equation does not uniquely specify the underlying stochastic process, and nonlinear equations have drift and diffusion coefficients which depart form the stringent methodology (see e.g. the Ikeda and Watanabe monograph), mathematically oriented readers must be careful. In most cases, transition probability densities may not exist as unique globally defined functions. The boundary data are reduced to natural, reflective, periodic and mixing. No absorption is admitted. The book may be a resource of mathematical problems in a field with diverse applications: each chapter gives an outline of examples and applications of various partial differential equations and an approach towards equilibrium of their solutions (H-theorems). A concept of negative stochastic feedback, with biological motivations, may be found interesting.