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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.
The spontaneous formation of well organized structures out of germs or even out of chaos is one of the most fascinating phenomena and most challenging problems scientists are confronted with. Such phenomena are an experience of our daily life when we observe the growth of plants and animals. Thinking of much larger time scales, scientists are led into the problems of evolution, and, ultimately, of the origin of living matter. When we try to explain or understand in some sense these extremely complex biological phenomena it is a natural question, whether pro- cesses of self-organization may be found in much simpler systems of the un- animated world. In recent years it has become more and more evident that there exist numerous examples in physical and chemical systems where well organized spatial, temporal, or spatio-temporal structures arise out of chaotic states. Furthermore, as in living of these systems can be maintained only by a flux of organisms, the functioning energy (and matter) through them. In contrast to man-made machines, which are to exhibit special structures and functionings, these structures develop spon- devised It came as a surprise to many scientists that taneously-they are self-organizing. numerous such systems show striking similarities in their behavior when passing from the disordered to the ordered state. This strongly indicates that the function- of such systems obeys the same basic principles. In our book we wish to explain ing such basic principles and underlying conceptions and to present the mathematical tools to cope with them.
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