Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, population dynamics, and computational physics.

Klappentext

Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions.

It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution).

The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions.

Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.

Inhalt

Fundamentals.- Strongly Nonlinear Fokker-Planck Equations.- Free Energy Fokker-Planck Equations.- Free Energy Fokker-Planck Equations with Boltzmann Statistics.- Entropy Fokker-Planck Equations.- General Nonlinear Fokker-Planck Equations.- Epilogue.