The Fokker-Planck Equation¶
Risken, H. (1989). The Fokker-Planck Equation: Methods of Solution and Applications. Springer.
Cited by¶
1 citation across 1 artifact.
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Primes¶
- Perturbation
- . Decomposes responses: a complicated input can be split into unperturbed + perturbation, and the response into unperturbed solution + perturbative correction, making problems modular. Supports series expansion: higher-order corrections can be computed when leading order is insufficient, with controlled accuracy.
This sourceAuthoritative treatment of stochastic perturbation theory via the Fokker-Planck equation; provides systematic methods for analyzing small-noise perturbations in random systems; bridges deterministic and stochastic perturbation frameworks.
- . Decomposes responses: a complicated input can be split into unperturbed + perturbation, and the response into unperturbed solution + perturbative correction, making problems modular. Supports series expansion: higher-order corrections can be computed when leading order is insufficient, with controlled accuracy.
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