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Langevin Equation
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Fluctuations
Brownian Motion and Focker-Planck Equation
Date:
October 30, 1997
Langevin Equation
Problem
Equation
Solution
Interpretation
Diffusion Approach. Focker-Planck Equation
Markov Systems
Time-dependent Distribution Function
Transfer Probabilities
Property of the Transfer Function
Chapman-Kolmogorov Equation
Expansion
Focker-Planck Equation
Calculation of Coefficients
Large Viscosity. Smoluchowski Equation
© 1997
Boris Veytsman
and
Michael Kotelyanskii
Sun Nov 2 18:50:28 EST 1997