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

September 23rd, 2012 reviewer Leave a comment Go to comments. Tree algorithms are generally derived from binomial random walks [13]. 2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Asymptotic Methods for the Fokker-Planck Equation and the Exit. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in. These algorithms have typically been .. The Fokker-Planck equation: methods of solution and applications. Other important applications re-. €�tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. The Fokker-Planck equation: methods of solution and applications : PDF eBook Download. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. Risken Publisher: Springer-Verlag.