2008•Unpublished venueRequires access
The Fokker–Planck Equation
Reinhard Mahnke, J. Kaupužs, Ihor Lubashevsky
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Abstract
This chapter contains sections titled: General Fokker–Planck Equations Bounded Drift–Diffusion in One Dimension The Escape Problem and its Solution Derivation of the Fokker–Planck Equation Fokker–Planck Dynamics in Finite State Space Fokker–Planck Dynamics with Coordinate-Dependent Diffusion Coefficient Alternative Method of Solving the Fokker–Planck Equation Exercises