Classical Fokker Planck Equation (Q6674263): Difference between revisions

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partial differential equation describing the dynamics of a probability density of the velocity of a particle under the influence of drag forces and random forces
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Classical Fokker Planck Equation
partial differential equation describing the dynamics of a probability density of the velocity of a particle under the influence of drag forces and random forces

    Statements

    tp(x,t)=x[(μ(x,t)u)p(x,t)]+2x2[D(x,t)p(x,t)]
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    For vanishing drift and constant diffusion, the Fokker Planck equation yield's Fick's first law of diffusion.
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    Note the external forcing which connects the FPE to the model order reduction and/or optimal control tasks.
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    Identifiers

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