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study of the Fokker-Planck equation of non-linear systems =: 非線性系統的福克-普朗克方程之探討. / 非線性系統的福克-普朗克方程之探討 / A study of the Fokker-Planck equation of non-linear systems =: Fei xian xing xi tong de Fuke--Pulangke fang cheng zhi tan tao. / Fei xian xing xi tong de Fuke--Pulangke fang cheng zhi tan tao

Firman So. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves [159]-160). / Text in English; abstracts in English and Chinese. / Firman So. / Abstract --- p.i / Acknowledgement --- p.iii / Contents --- p.iv / List of Figures --- p.vii / List of Tables --- p.xii / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Derivation of the Fokker-Planck Equation --- p.4 / Chapter 2.1 --- Brownian Motion --- p.4 / Chapter 2.2 --- Non-Linear Langevin Equation --- p.7 / Chapter 2.3 --- Conditional Probability Density --- p.9 / Chapter 2.4 --- Kramers-Moyal Expansion --- p.11 / Chapter 2.5 --- Fokker-Planck Equation --- p.13 / Chapter Chapter 3. --- Method & Solution of the One-variable Fokker-Planck Equation with Time-Independent Coefficients --- p.15 / Chapter 3.1 --- Stationary Solution --- p.16 / Chapter 3.2 --- Ornstein-Ulhenbeck Process: An Exactly Solvable Fokker-Planck Equation --- p.17 / Chapter 3.3 --- Eigenfunction Expansion --- p.19 / Chapter 3.4 --- Ornstein-Ulhenbeck process by Eigenfunction Expansion --- p.29 / Chapter 3.5 --- Eigenfunctions and Eigenvalues of Inverted Potentials --- p.30 / Chapter 3.6 --- Kramers' Escape Rate --- p.32 / Chapter Chapter 4. --- Diffusion in Potential Wells --- p.36 / Chapter 4.1 --- Symmetric Double-Well Potential --- p.36 / Chapter 4.2 --- Asymmetric Bistable Potential --- p.61 / Chapter Chapter 5. --- Stochastic Resonance --- p.100 / Chapter 5.1 --- Introduction --- p.100 / Chapter 5.2 --- Probability Density........................... --- p.101 / Chapter 5.3 --- Power Spectrum of the Autocorrelation Function of x --- p.113 / Chapter 5.4 --- Stochastic Resonance --- p.120 / Chapter Chapter 6. --- Colored Noise --- p.124 / Chapter 6.1 --- Introduction --- p.124 / Chapter 6.2 --- Approximation Schemes for the Colored Noise Problem --- p.125 / Chapter 6.3 --- Stationary Probability Density of the Colored Noise Driven Bistable System --- p.132 / Chapter 6.4 --- Escape Rate in the Presence of Colored Noise --- p.140 / Chapter Chapter 7. --- Conclusion --- p.146 / Appendix A --- p.149 / Chapter A.1 --- State-Dependent Diagonalization Method --- p.149 / Chapter A.2 --- Infinite-Square-Well Basis Diagnalization --- p.153 / Chapter A.3 --- Solving the Fokker-Planck equation --- p.156 / References

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322785
Date January 1999
ContributorsSo, Firman., Chinese University of Hong Kong Graduate School. Division of Physics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, xi, 160 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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