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Search results for tags «fokker-planck»
Found materials: 3
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Books
: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Grasman J.
,
van Herwaarden O.A.
, 1999
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical s…
Books
: The Fokker-Planck equation: methods of solution and applications
Risken H.
, 1989
This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numer…
Books
: Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians
Helffer B.
,
Nier F.
, 2005
There has recently been a renewal of interest in Fokker-Planck operators, motivated by problems in statistical physics, in kinetic equations, and differential geometry. Compared to more standard probl…
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