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Fokker-Planck Equation
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§Dieser Band ist zum Standardwerk über das Fachgebiet der Fokker-Planck Gleichung geworden. Unentbehrlich für Studenten und Wissenschaftler, die sich mit statistischer Physik und der Rolle der Fluktuationen beschäftigen, präsentiert das Buch eine einzigartige Kombination zwischen mathematischen Ableitungen und physikalischen Anwendungsbeispielen.The Fokker-Planck equation deals with those fluctuations of systems which stem from many tiny disturbances, each of which changes the variable of the system in an unpredictable way. In this book, the methods of solution are applied to the statistics of a simple laser model and to Brownian motion in potentials. Such Brownian motion is important in solid state physics, chemical physics and electrical circuit theory. In this second edition, some misprints have been corrected and a supplement is included, containing a short review of new material together with some recent references.
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