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.
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