This isn't homework but I'm interested.(adsbygoogle = window.adsbygoogle || []).push({});

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?

What I'm getting is

x' = -u(bx^2+ζ) + η(t)

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

Any ideas/suggestions?

Thanks!

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# Langevin to Fokker-planck? Uh oh

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