Fokker-Planck equation (Q6674263)
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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
- Smoluchowski equation
- Kolmogorov forward equation
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| English | 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 |
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Statements
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For vanishing drift and for 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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