The Fokker-Planck equation. Methods of solution and applications

zbMATH Open0546.60084MaRDI QIDQ797918FDOQ797918

Authors: Hannes Risken 

Publication date: 1984

Published in: Springer Series in Synergetics (Search for Journal in Brave)

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zbMATH Keywords

Fokker-Planck equationLangevin equationsperiodic potentialsKramer's equations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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