Loading...

Equivalence of langevin and fokker–planck equations

Rahimi Tabar, M. R ; Sharif University of Technology | 2019

200 Viewed
  1. Type of Document: Article
  2. DOI: 10.1007/978-3-030-18472-8_7
  3. Publisher: Springer Verlag , 2019
  4. Abstract:
  5. In this chapter we show the equivalence between the Langevin approach and the Fokker–Planck equation, and derive the equation for the statistical moments of the process whose dynamics is described by the Langevin equation. © 2019, Springer Nature Switzerland AG
  6. Keywords:
  7. Darling and Siegert’s relation ; Equivalence ; Fokker–Planck equation ; Kramers’ escape time ; Langevin approach ; Novikov–Furutsu–Donsker relation ; Statistical moments
  8. Source: Understanding Complex Systems ; 2019 , Pages 61-68 ; 18600832 (ISSN)
  9. URL: http://link-springer-com-443.webvpn.fjmu.edu.cn/chapter/10.1007%2F978-3-030-18472-8_7