| Description |
1 online resource (xiv, 474 pages 95 illustrations) |
| Series |
Springer Series in Synergetics, 0172-7389 ; 18 |
|
Springer series in synergetics ; 18.
|
| Contents |
Introduction -- Probability Theory -- Langevin Equations -- Fokker-Planck Equation -- Fokker-Planck Equation for One Variable; Methods of Solution -- Fokker-Planck-Equation for Several Variables; Methods of Solution -- Linear Response and Correlation Functions -- Reduction of the Number of Variables -- Solutions of Tridiagonal Recurrence Relations, Application to Ordinary and Partial Differential Equations -- Solutions of the Kramers Equation -- Brownian Motion in Periodic Potentials -- Statistical Properties of Laser Light -- Appendices -- Supplement -- References -- Subject Index |
| Summary |
This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. This is the first time that this last method, which is very effective in dealing with simple Fokker-Planck equations having two variables, appears in a textbook. 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 electric circuit theory. This new study edition is meant as a text for graduate students in physics, chemical physics, and electrical engineering |
| Subject |
Physics.
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Mathematics.
|
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Mathematical physics.
|
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physics.
|
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mathematics.
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applied mathematics.
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Mathematical physics
|
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Mathematics
|
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Physics
|
| Form |
Electronic book
|
| ISBN |
9783642615443 |
|
3642615449 |
|
