Softcover

ISBN 10: 0387504982 ISBN 13: 9780387504988

Publisher: Springer-Verlag, 1989

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.

From the Back Cover:

This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. This is the first time that this last method, which is very effective in dealing with simple Fokker-Planck equations having two variables, appears in a textbook. 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 electric circuit theory. This new study edition is meant as a text for graduate students in physics, chemical physics, and electrical engineering.