The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

Of chemical occupancy state is modeled by a continuous time discrete space Markov process. Asymptotic Methods for the Fokker-Planck Equation and the Exit. Diffusion equations on Cantor sets. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives. The Fokker-Planck equation: methods of solution and applications. ISSN 0172-7389, ISBN 3-540-50498-2. The Fokker-Planck Equation Methods of Solution and Applications. Jumarie, “Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions,” Chaos, Solitons and Fractals, vol. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in. The probability density of a motor-cargo system is governed by a two-dimensional Fokker-Planck equation. A nice and brief introduction into stochastioc processes. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, vol. The operation of a molecular motor is dominated by high viscous friction and large thermal fluctuations from surrounding fluid. Risken, The Fokker-Planck equation: Methods of solution and applications (Springer Verlag, 1996). The main method of solution is by use of the Fokker-Planck equation (b), which provides a deterministic equation satisfied by the time dependent probability density. Other techniques, such as path integration have also been used, What is important in this application is that the Fokker–Planck equation can be used for computing the probability densities of stochastic differential equations. Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995.