Langevin & Fokker-Planck Equations & Their Generalizations
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Book Overview This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the...
This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.
Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details.
Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.
Book Details Format: Hardcover | Pages: 208 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813228407
FormatHardcover
Pages208
LanguageEnglish
ISBN9813228407
EAN9789813228405
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight0.99 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.5 Inches
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