Abstract
From the master equation we can derive a Fokker-Planck equation by means of a second order Taylor approximation. The Fokker-Planck equation is a linear partial differential equation of second order so that, not least thanks to the analogy to the SchrÖdinger equation [250], there exist many solution methods for it [27, 83, 84, 86, 95, 96, 241, 242, 259] . In contrast to the master equation the Fokker-Planck equation takes into account only the first two jump moments. The mean value and covariance equations, however, agree with those of the master equation.
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© 1995 Springer Science+Business Media Dordrecht
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Helbing, D. (1995). The Fokker-Planck Equation. In: Quantitative Sociodynamics. Theory and Decision Library, vol 31. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8516-3_5
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DOI: https://doi.org/10.1007/978-94-015-8516-3_5
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4482-2
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