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Fokker-Planck Equation II

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Stochastic Dynamics and Irreversibility

Part of the book series: Graduate Texts in Physics ((GTP))

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Abstract

In the previous chapter we studied the Fokker-Planck equation in just one variable. In this chapter we analyze the Fokker-Planck equation in several variables. We consider a system described by N variables x 1, x 2, x 3, , x N .

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Tomé, T., de Oliveira, M.J. (2015). Fokker-Planck Equation II. In: Stochastic Dynamics and Irreversibility. Graduate Texts in Physics. Springer, Cham. https://doi.org/10.1007/978-3-319-11770-6_5

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