The Fokker-Planck Equation by Till Frank

The Fokker-Planck Equation by Till Frank

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Summary

Over the past decades it has turned out that the Fokker-Planck equation pro­ vides a powerful tool with which the effects of fluctuations close to transition points can be adequately treated and that the approaches based on the Fokker­ Planck equation are superior to other approaches, e.g., based on Langevin equa­ tions.

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The Fokker-Planck Equation by Till Frank

One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering. When such transitions from one state to another take place, fluctuations, i.e., random processes, may play an im­ portant role. Over the past decades it has turned out that the Fokker-Planck equation pro­ vides a powerful tool with which the effects of fluctuations close to transition points can be adequately treated and that the approaches based on the Fokker­ Planck equation are superior to other approaches, e.g., based on Langevin equa­ tions. Quite generally, the Fokker-Planck equation plays an important role in problems which involve noise, e.g., in electrical circuits. For these reasons I am sure that this book will find a broad audience. It pro­ vides the reader with a sound basis for the study of the Fokker-Planck equation and gives an excellent survey of the methods of its solution. The author of this book, Hannes Risken, has made substantial contributions to the development and application of such methods, e.g., to laser physics, diffusion in periodic potentials, and other problems. Therefore this book is written by an experienced practitioner, who has had in mind explicit applications to important problems in the natural sciences and electrical engineering.

Till D. Frank received his diploma in physics from the University of Stuttgart in 1996 under the supervision of Prof. Hermann Haken. He obtained his PhD in Human Movement Sciences from the Vrije Universiteit Amsterdam in 2001, and his Habilitation in Physics from the University of Mü¾˜¶˜¼nster in 2006. Till D. Frank is currently an Associate Professor at the University of Connecticut affiliated with both the Department of Psychology and the Department of Physics.

SKU Unavailable
ISBN 13 9783540615309
ISBN 10 354061530X
Title The Fokker-Planck Equation
Author Till Frank
Series Springer Series In Synergetics
Condition Unavailable
Binding Type Paperback
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year published 1996-09-17
Number of pages 472
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.