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Fokker-Planck Equation for One Variable; Methods of Solution

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

Abstract

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
$$\partial W(x,t)/\partial t=L_{\rm FP}W(x,t)=-(\partial/\partial x) S(x,t),$$
(5.1)
$$L_{\rm FP}(x)= - {\partial \over \partial x}D^{(1)}(x)+{\partial^2\over \partial x^2}D^{(2)}(x).$$
(5.2)

Keywords

Jump Condition Schrodinger Equation Escape Rate Eigenfunction Expansion Lower Eigenvalue 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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