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

"Nonequilibrium Statistical Mechanics by Robert Zwanzig", "Stochastic Processes in Physics and Chemistry by N. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. Van Kampen", "The Fokker-Planck Equation: Methods of Solution and Applications by Hannes Risken". Indeed, this last study is a quite direct application of the the techniques developed in our previous post. Diffusion equations on Cantor sets. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives. Jumarie, “Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions,” Chaos, Solitons and Fractals, vol. 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). IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. The first argument toward non-linear effect in Market concerns what is Stokes equations can capture these phenomenas. 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, .. 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. Moreover, it is known since Kolmogorov, that densities of Brownian motions follows equivalently a Fokker Planck equations, which has a convection part, but also a diffusion term, both determined entirely by this local volatility. Risken, The Fokker-Planck Equation: Methods of Solution and Applications Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | PDF | 2,6 MB The. Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. Nonlinear Mech., 6 (1971), 143-153.