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!

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Langevin to Fokker-planck? Uh oh

**Physics Forums | Science Articles, Homework Help, Discussion**