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The Fokker-Planck equation: methods of solution
The Fokker-Planck equation: methods of solution

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

The Fokker-Planck equation: methods of solution and applications


The.Fokker.Planck.equation.methods.of.solution.and.applications.pdf
ISBN: 0387130985,9780387130989 | 485 pages | 13 Mb


Download The Fokker-Planck equation: methods of solution and applications



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




The main method of solution is by use of the Fokker-Planck equation (b), which provides a deterministic equation satisfied by the time dependent probability density. 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. We shall also solve the heat equation with different conditions imposed. The general method of solution will be the same. 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. In can be very annoying in the literature if someone uses a Fourier transform with out stating which one. The Laplace Transform Solutions of PDE. We shall solve the classic PDE's. Other techniques, such as path integration have also been used, What is important in this application is that the Fokker–Planck equation can be used for computing the probability densities of stochastic differential equations. The example we will present later is a Fokker-Plank equation. The heat, wave and Laplace equations by Fourier transforms.

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