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

2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. Risken, The Fokker-Planck equation: Methods of solution and applications (Springer Verlag, 1996). Nonlinear Mech., 6 (1971), 143-153. These algorithms have typically been .. Chapter 8 discusses A table of applications of supersymmetry in theoretical physics is also included. A formal analogy of the Fokker–Planck equation with the Schrodinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases. IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. Tree algorithms are generally derived from binomial random walks [13]. Statistical Methods, 3rd Edition; Academic Press, January 2011. Risken: The Fokker–Planck Equation: Methods of Solution and Applications (Springer-Verlag, Berlin, 1996). Topics include: supersymmetry in the Fokker-Planck & Lengevin equations and the implications of good/broken supersymmetry. The main topics are the Witten model, supersymmetric classical mechanics, shape-invariant potentials and exact solutions, supersymmetry in classical stocastic dynamics and supersymmetry in the Pauli & Dirac equations. €tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. Shastri Anant R., Element of Differential Topology, CRC, February 2011. In Physics, the main method of solution is to find the probability distribution function as a function of time using the equivalent Fokker-Planck equation (FPE).