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The Fokker-Planck Equation

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Cover of 'The Fokker-Planck Equation'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Probability Theory
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    Chapter 3 Langevin Equations
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    Chapter 4 Fokker-Planck Equation
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    Chapter 5 Fokker-Planck Equation for One Variable; Methods of Solution
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    Chapter 6 Fokker-Planck Equation for Several Variables; Methods of Solution
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    Chapter 7 Linear Response and Correlation Functions
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    Chapter 8 Reduction of the Number of Variables
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    Chapter 9 Solutions of Tridiagonal Recurrence Relations, Application to Ordinary and Partial Differential Equations
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    Chapter 10 Solutions of the Kramers Equation
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    Chapter 11 Brownian Motion in Periodic Potentials
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    Chapter 12 Statistical Properties of Laser Light
Attention for Chapter 9: Solutions of Tridiagonal Recurrence Relations, Application to Ordinary and Partial Differential Equations
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