The Fokker-Planck Equation: Methods of Solution and Applications, 2nd Edition: : Hannes Risken

Description

The Fokker-Planck equation deals with those fluctuations of systems which stem from many tiny disturbances, each of which changes the variable of the system in an unpredictable way. In this book, the methods of solution are applied to the statistics of a simple laser model and to Brownian motion in potentials. Such Brownian motion is important in solid state physics, chemical physics and electrical circuit theory. In this second edition, some misprints have been corrected and a supplement is included, containing a short review of new material together with some recent references.

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