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

The Fokker-Planck equation: methods of solution and applications



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




The Fokker-Planck equation: methods of solution and applications H. Risken ebook
Format: djvu
ISBN: 0387130985, 9780387130989
Publisher: Springer-Verlag
Page: 485


2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Diffusion equations on Cantor sets. Risken Publisher: Springer-Verlag. 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. Tree algorithms are generally derived from binomial random walks [13]. The Fokker-Planck equation: methods of solution and applications : PDF eBook Download. These algorithms have typically been .. €�tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. September 23rd, 2012 reviewer Leave a comment Go to comments. 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.