Langevin and Fokker–Planck Equations and their Generalizations: Descriptions and Solutions
Authors : Sau Fa Kwok (State University of Maringá, Brazil)
Publisher : World Scientific
ISBN : 978-981-3228-40-5
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."
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