Classical Fokker Planck Equation
type: Item
instance of: mathematical expression
instance of: continuous-time expression
instance of: continuous-space expression
defining formula: ∂ ∂ t p ( x , t ) = − ∂ ∂ x [ ( μ ( x , t ) − u ) p ( x , t ) ] + ∂ 2 ∂ x 2 [ D ( x , t ) p ( x , t ) ]
in defining formula: D
in defining formula: μ
in defining formula: p
in defining formula: t
in defining formula: u
in defining formula: x
Wikidata QID: Q891766
community: MathModDB
MaRDI profile type: MaRDI formula profile
specialized by: Fick Equation
description: For vanishing drift and constant diffusion, the Fokker Planck equation yield's Fick's first law of diffusion.
description: Note the external forcing which connects the FPE to the model order reduction and/or optimal control tasks.
related URL: Fokker–Planck equation
named after: A. D. Fokker
named after: Max Planck
description: 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