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

Nonlinear Mech., 6 (1971), 143-153. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. 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. Download The Fokker-Planck equation: methods of solution and applications. 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. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. 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). ISSN 0172-7389, ISBN 3-540-50498-2. Risken, The Fokker-Planck equation: Methods of solution and applications (Springer Verlag, 1996). IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. The equations are more interesting for \beta > 0 . Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. A suitable version of the Fokker-Planck FP equation. A nice and brief introduction into stochastioc processes. But now it's not stable: if r is between 0 .. This has two solutions, r = 0 and r = \sqrt{\beta} . We consider the local Lyapunov exponents LLEs, in particular, the case The closed-form stationary solutions to the FP equation are in excellent accord with numerical simulations for both the unmagnetized and magnetized .. The Fokker-Planck equation: methods of solution and applications book download. Since r = 0 is a solution, the origin is still an equilibrium. Diffusion equations on Cantor sets. Risken, The Fokker-Planck Equation: Methods of Solutions and Applications, Springer Series in Synergetics, 2nd ed.