Fokker Planck model

dynamics of a probability density of the velocity of a particle under the influence of drag forces and random forces

mathematical model

MaRDI QIDQ6675384FDOCommunityMathModDB

Named after

Adriaan Daniël Fokker, Max Planck

Contained entities

Fokker-Planck equation	$\frac{\partial }{\partial t}p(x,t)=-\frac{\partial }{\partial x}[(\mu (x,t)-u)p(x,t)]+\frac{{\partial }^2}{\partial x^2}[D(x,t)p(x,t)]$
	$D$ represents mass diffusivity
	$\mu$ represents drift velocity
	$p$ represents probability distribution
	$t$ represents time
	$u$ represents control system input
	$x$ represents particle position

Computational tasks

optimal control, balanced truncation (bi-linear), H2 optimal approximation (bi-linear), classical time evolution

Specializations

diffusion model

Related URL

https://www.wikidata.org/wiki/Q891766

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