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

Since r = 0 is a solution, the origin is still an equilibrium. A nice and brief introduction into stochastioc processes. This has two solutions, r = 0 and r = \sqrt{\beta} . ISSN 0172-7389, ISBN 3-540-50498-2. But now it's not stable: if r is between 0 .. The equations are more interesting for \beta > 0 . Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. €�tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. The treatment of Fokker–Planck equations with changes of variable is reviewed, followed by the transformation of diffusion equations into Schrödinger-like form, the application of supersymmetric quantum mechanics We investigate solutions of the Fokker–Planck diffusion equation with spatiotemporally varying drift and diffusion coefficients, .. Tree algorithms are generally derived from binomial random walks [13]. 2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. These algorithms have typically been ..