Fokker-Planck Equation for One Variable; Methods of Solution

  • Hannes Risken
Part of the Springer Series in Synergetics book series (SSSYN, volume 18)


We now want to discuss methods for solving the one-variable Fokker-Planck equation (4.44, 45) with time-independent drift and diffusion coefficients, assuming D (2)(x) > 0
$$\partial W(x,t)/\partial t=L_{\rm FP}W(x,t)=-(\partial/\partial x) S(x,t),$$
$$L_{\rm FP}(x)= - {\partial \over \partial x}D^{(1)}(x)+{\partial^2\over \partial x^2}D^{(2)}(x).$$


Jump Condition Schrodinger Equation Escape Rate Eigenfunction Expansion Lower Eigenvalue 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • Hannes Risken
    • 1
  1. 1.Abteilung für Theoretische PhysikUniversität UlmUlmFed. Rep. of Germany

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