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The Fokker-Planck Equation pp 32–62Cite as

Langevin Equations

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Part of the book series: Springer Series in Synergetics ((SSSYN,volume 18))

Abstract

We first investigate the solution of the Langevin equation for Brownian motion. In Sect. 3.2 we treat a system of linear Langevin equations, followed in Sects. 3.3, 4 by general nonlinear Langevin equations.

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Author information

Authors and Affiliations

  1. Abteilung für Theoretische Physik, Universität Ulm, Oberer Eselsberg, D-7900, Ulm, Fed. Rep. of Germany

    Professor Dr. Hannes Risken

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  1. Professor Dr. Hannes Risken
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© 1984 Springer-Verlag Berlin Heidelberg

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Risken, H. (1984). Langevin Equations. In: The Fokker-Planck Equation. Springer Series in Synergetics, vol 18. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-96807-5_3

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  • DOI: https://doi.org/10.1007/978-3-642-96807-5_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-96809-9

  • Online ISBN: 978-3-642-96807-5

  • eBook Packages: Springer Book Archive

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