Abstract
The Fokker-Planck equations for the one-time probability density (10.11), page 307 and for the transitional probability density (10.16), page 309 are the partial differential equations of parabolic type, so that we can use methods of the theory of mathematical physics equations to solve them. In this context, the basic methods are such as the method of separation of variables, the Fourier transformation with respect to spatial coordinates, and other integral transformations.
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© 2015 Springer International Publishing Switzerland
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Klyatskin, V.I. (2015). Methods for Solving and Analyzing the Fokker-Planck Equation. In: Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1. Understanding Complex Systems. Springer, Cham. https://doi.org/10.1007/978-3-319-07587-7_11
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DOI: https://doi.org/10.1007/978-3-319-07587-7_11
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-07586-0
Online ISBN: 978-3-319-07587-7
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