(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

This isn't actually homework but I'm really interested in finding the solution.

So I have the langevin equation dy/dt = -dV/dy +η(t)

where V(y) = -by^3/3 + ζy

how can I turn this into a fokker-planck equation?

2. Relevant equations

x' = v(x) +η(t)

v(x)= -udV/dx

3. The attempt at a solution

Using the format of the langevin equation x' = v(x) +η(t), I get

x' = -u(bx^2+ζ) + η(t) (( v(x)= -udV/dx ))

Which I don't know how to solve in closed form.

Any ideas/suggestions?

Thanks!

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# Homework Help: Langevin equation to Fokker Planck

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