Fokker-Planck Equation for Several Variables; Methods of Solution
Fokker-Planck Equation for Several Variables; Methods of Solution
复制标题
多变量福克-普朗克方程；
DOI：
10.1007/978-3-642-61544-3_6
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发表时间：
1984
影响因子：
--
通讯作者：
H. Risken
中科院分区：
文献类型：
--
作者：
H. Risken
In this chapter we discuss methods of solution for the Fokker-Planck equation (4.94a, 95) for time-independent drift and diffusion coefficients, i.e., for
$$ \partial W/\partial t = {L_{FP}}W = \partial {S_i}/\partial {x_i}, $$
(6.1)
$$ {L_{FP}} = - \frac{\partial }{{\partial {x_i}}}{D_i}(\{ x\} ) + \frac{{{\partial ^2}}}{{\partial {x_i}\partial {x_j}}}{D_{ij}}(\{ x\} ). $$
(6.2)
(With the exception of Sect. 6.6.5 the summation convention for Latin indices is used in this chapter.)
In this chapter we discuss methods of solution for the Fokker-Planck equation (4.94a, 95) for time-independent drift and diffusion coefficients, i.e., for
$$ \partial W/\partial t = {L_{FP}}W = \partial {S_i}/\partial {x_i}, $$
(6.1)
$$ {L_{FP}} = - \frac{\partial }{{\partial {x_i}}}{D_i}(\{ x\} ) + \frac{{{\partial ^2}}}{{\partial {x_i}\partial {x_j}}}{D_{ij}}(\{ x\} ). $$
(6.2)
(With the exception of Sect. 6.6.5 the summation convention for Latin indices is used in this chapter.)