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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

The Fokker-Planck Equation: Methods of Solutions and Applications. Of chemical occupancy state is modeled by a continuous time discrete space Markov process. Nowadays, numerical simulations of plasmas are receiving a great deal of attention both in research and in industry thanks to the numerous applications directly connected to these phenomena. Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. The probability density of a motor-cargo system is governed by a two-dimensional Fokker-Planck equation. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, vol. The operation of a molecular motor is dominated by high viscous friction and large thermal fluctuations from surrounding fluid. The treatment of Fokker–Planck equations with changes of variable is reviewed, followed by the transformation of diffusion equations into Schrödinger-like form, the application of supersymmetric quantum mechanics We investigate solutions of the Fokker–Planck diffusion equation with spatiotemporally varying drift and diffusion coefficients, .. In addition, there exist many practical situations in F.Filbet, L.Pareschi, A numerical method for the accurate solution of the Fokker-Planck-Landau equation in the non homogeneous case, Journal of Computational Physics, 179, 1-26 (2002). This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications.