1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Fokker-Planck P(y,t)?

  1. Apr 5, 2013 #1
    I am Reading in a Book of Stochastic Processes.

    I understood the Derivation of the Fokker-Planck equation from the master equation.
    The Result is (the FPE):
    $$
    \frac{\partial P(y,t)}{\partial t}
    =
    - \frac{\partial}{\partial y}
    { \lbrace {a_{1}(y)P} \rbrace }
    +
    \frac{1}{2}
    \frac{\partial ^{2} }{\partial ^{2} y}
    {\lbrace {a_{2}(y)P} \rbrace}
    $$

    Than the author recommits to the FPE, which he introduced at the beginning of the chapter.
    He says, both are equal.

    $$
    \frac{\partial P(y,t)}{\partial t}
    =
    - \frac{\partial}{\partial y}
    A(y)P
    +
    \frac{1}{2}
    \frac{\partial ^{2} y}{\partial ^{2}}
    B(y)P
    $$

    I don't understand why they should be equal.
    I think that they are just equal, wenn [itex]\frac{\partial P(y,t)}{\partial y} = 0[/itex]. But why sould it be zero/ P=const ?
     
  2. jcsd
  3. Oct 24, 2013 #2
    I know this is an old post, but what is the author of the book you are reading?

    I am not sure if I can answer your question.
     
  4. Oct 24, 2013 #3
    I know this is an old post, but what is the author of the book you are reading?

    I am not sure if I can answer your question.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Fokker-Planck P(y,t)?
  1. What is p times t? (Replies: 0)

  2. P-T graph of water (Replies: 3)

Loading...