000			01849 a2200181 4500
020			_a9789813228405
040			_cIIT Kanpur
041			_aeng
082			_a530.13 _bK979l
100			_aKwok, Sau Fa
245			_aLangevin and Fokker-Planck equations and their generalizations _bdescriptions and solutions _cSau Fa Kwok
260			_bWorld Scientific _c2018 _aSingapore
300			_axii, 195p
520			_aThis invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed. Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details. Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.
650			_aStatistical mechanics
650			_aStatistical physics
942			_cBK
999			_c559144 _d559144