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Langevin And Fokker-planck Equations And Their Generalizations: Descriptions And Solutions

book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and;

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Beyond The Triangle

by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this;

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Advanced Statistical Mechanics

Fokker-Planck equations, Boltzmann equation, linear response theory, and the Jarzynski equality. The book ends with a brief discussion;

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Statistical Methods in Quantum Optics 1: Master Equations and Fokker-Planck Equations

their application to the quantum theories of the single-mode laser and optical bistability. The generalized representations of Drummond and;

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Statistical Methods in Quantum Optics 1: Master Equations and Fokker-Planck Equations

their application to the quantum theories of the single-mode laser and optical bistability. The generalized representations of Drummond and;

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Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the;

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In-Silico Analysis of Superparamagnetic Nanoparticles

derived in detail and solved numerically. The solutions are validated with respect to the related Fokker-Planck equation. Subsequently, simulation;

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Markov Processes

-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the master equations, and the moment equations;

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Partial Differential Equations

partial differential equations; the Fokker-Planck equation in human population dynamics; solition solutions to one KdV equation; boundary control;

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Stochastic Tools in Mathematics and Science

, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical;

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Stochastic Calculus and Differential Equations for Physics and Finance

understanding and enabling them to apply the methods in practice. The book develops Ito calculus and Fokker-Planck equations as parallel approaches to;

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Nonlinear Random Vibration

treatment of Markovian and non- Markovian solutions of nonlinear stochastic differential equations, * exact solutions of Fokker-Planck-Kolmogorov;

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Nonlinear Random Vibration

treatment of Markovian and non- Markovian solutions of nonlinear stochastic differential equations, * exact solutions of Fokker-Planck-Kolmogorov;

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Stochastic Dynamics and Irreversibility

stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and;

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Thinking Probabilistically

fashion - includes Markov processes and random walks, Langevin and Fokker-Planck equations, noise, generalized central limit theorem and extreme;

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Thinking Probabilistically

fashion - includes Markov processes and random walks, Langevin and Fokker-Planck equations, noise, generalized central limit theorem and extreme;

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Selected Topics in Almost Periodicity

Covers uniformly recurrent solutions and c-almost periodic solutions of abstract Volterra integro-differential equations as well as various;

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Equilibrium and Non-Equilibrium Statistical Thermodynamics

nonequilibrium methods such as linear response, projection method and the Langevin and Fokker-Planck equations, including numerical simulations. This;

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Equilibrium and Non-equilibrium Statistical Thermodynamics

nonequilibrium methods such as linear response, projection method and the Langevin and Fokker-Planck equations, including numerical simulations. This;

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An Introduction to Dynamics of Colloids

scales; . the fundamental Fokker-Planck and Smoluchowski equations derived for interacting particles . friction of spheres and;

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Supersymmetric Methods in Quantum and Statistical Physics

stochastic dynamical system obeying the Langevin of the Fokker-Planck equation, Pauli's Hamiltonian and its application to the paramagnetism of a non;

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The Langevin Equation

Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct;

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Asymptotics of Elliptic and Parabolic PDEs

throughout by real-world applications, the book includes topics such as the Fokker-Planck equation, boundary layer analysis, WKB approximation;

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Introduction to Fractional and Pseudo Differential Equations with Singular Symbo

and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a;

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Electricity and Magnetism for Mathematicians

is that these equations and their generalizations have led to some of the most important mathematical discoveries of the past thirty years. It;

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Oscillator And Pendulum With A Random Mass

— the pendulum. To our knowledge it is the first book fully dedicated to this problem.Two interrelated methods, the Langevin equation and the;

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Elctricity & Magnetism For Mathmaticians

is that these equations and their generalizations have led to some of the most important mathematical discoveries of the past thirty years. It;

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