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I Derivation of the Fokker-Planck Equation by Continuity

  1. Dec 23, 2016 #1
    Derive the Fokker-Planck equation by requiring conservation of probability:
    The flux can be written as a sum of convective and diffusive terms
    and substitution of this with use of the divergence theorem yields
    where I have moved to one dimension for simplicity.

    However the form found here
    is given as

    I was wondering if anybody would be able to help me account for this difference. Thanks!
  2. jcsd
  3. Dec 23, 2016 #2


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    Science Advisor

    You might have better luck in a math forum.
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