Theory of continuous Fokker-Planck systems

著者

• Moss, Frank
• McClintock, Peter Vaughan Elsmere

書誌事項

Theory of continuous Fokker-Planck systems

edited by Frank Moss and P.V.E. McClintock

（Noise in nonlinear dynamical systems, v. 1）

Cambridge University Press, 1989

注記

Includes index

内容説明・目次

内容説明

Nature is inherently noisy and nonlinear. It is noisy in the sense that all macroscopic systems are subject to the fluctuations of their environments and also to internal fluctuations. It is nonlinear in the sense that the restoring force on a system displaced from equilibrium does not usually vary linearly with the size of the displacement. To calculate the properties of stochastic (noisy) nonlinear systems is in general extremely difficult, although considerable progress has been made in the past. The three volumes that make up Noise in Nonlinear Dynamical Systems comprise a collection of specially written authoritative reviews on all aspects of the subject, representative of all the major practitioners in the field. The first volume deals with the basic theory of stochastic nonlinear systems. It includes an historical overview of the origins of the field, chapters covering some developed theoretical techniques for the study of coloured noise, and the first English-language translation of the landmark 1933 paper by Pontriagin, Andronov and Vitt.

目次

• List of contributors
• Preface
• Introduction to volume one
• 1. Noise-activated wscape from metastable states: an historical view Rolf Landauer
• 2. Some Markov methods in the theory of stochastic processes in non-linear dynamical systems R. L. Stratonovich
• 3. Langevin equations with coloured noise J. M. Sancho and M. San Miguel
• 4. First passage time problems for non-Markovian processes Katja Lindenberg, Bruce J. West and Jaume Masoliver
• 5. The projection approach to the Fokker-Planck equation: applications to phenomenological stochastic equations with coloured noises Paolo Grigolini
• 6. Methods for solving Fokker-Planck equations with applications to bistable and periodic potentials H. Risken and H. D. Vollmer
• 7. Macroscopic potentials, bifurcations and noise in dissipative systems Robert Graham
• 8. Transition phenomena in multidimensional systems - models of evolution W. Ebeling and L. Schimansky-Geier
• 9. Coloured noise in continuous dynamical systems: a functional calculus approach Peter Hanggi
• Appendix: On the statistical treatment of dynamical systems L. Pontryagin, A. Andronov and A. Vitt
• Index.

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詳細情報

• NII書誌ID(NCID): BA06993279
• ISBN:
  • 0521352282
• LCCN: 87036802
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge [Cambridgeshire] ; New York
• ページ数/冊数: xvi, 353 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QC6.4.F58
  • LCC : QC20.7.D5
  • DC19 : 003 s
  • DC19 : 003
• 件名:
  • LCSH : Fokker-Planck equation
• 親書誌ID:
  • BA06993290