The Fokker-Planck Equation: Methods of Solution and Applications


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One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering. When such transitions from one state to another take place, fluctuations, i.e., random processes, may play an im portant role. Over the past decades it has turned out that the Fokker-Planck equation pro vides a powerful tool with which the effects of fluctuations close to transition points can be adequately ...