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

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. Diffusion equations on Cantor sets. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! The Fokker-Planck Equation Methods of Solution and Applications. Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians. Shastri Anant R., Element of Differential Topology, CRC, February 2011. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. Your Free Website Content Solution. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. Statistical Methods, 3rd Edition; Academic Press, January 2011. The Fokker-Planck Equation: Methods of Solution and Applications. 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. Other important applications re-. 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). Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. If I could produce an equivalent solution by applying the Maximum Entropy Principle directly to the Fokker-Planck equation, then this would give a better foundation for the "inspection" result above. A formal analogy of the Fokker–Planck equation with the Schrodinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases.