The Fokker-Planck equation: methods of solution and applications by H. Risken

The Fokker-Planck equation: methods of solution and applications



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The Fokker-Planck equation: methods of solution and applications H. Risken ebook
Publisher: Springer-Verlag
Page: 485
Format: djvu
ISBN: 0387130985, 9780387130989


Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in. Asymptotic Methods for the Fokker-Planck Equation and the Exit. Chapter 8 discusses A table of applications of supersymmetry in theoretical physics is also included. Topics include: supersymmetry in the Fokker-Planck & Lengevin equations and the implications of good/broken supersymmetry. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. We provide well posedness results for this approximation, and introduce a discrete-ordinate discontinuous Galerkin method to approximate a solution. It has applications in neutron transport, atmospheric physics, heat transfer, molecular imaging, and others. The Fokker-Planck equation: methods of solution and applications. In steady state, the radiative transfer In addition, we present a generalized Fokker-Planck equation that may be used to approximate the radiative transfer equation in certain circumstances. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. The main topics are the Witten model, supersymmetric classical mechanics, shape-invariant potentials and exact solutions, supersymmetry in classical stocastic dynamics and supersymmetry in the Pauli & Dirac equations. In Physics, the main method of solution is to find the probability distribution function as a function of time using the equivalent Fokker-Planck equation (FPE). 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, ..