What is the derivation of fokker planck equation?

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    Derivation Planck
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SUMMARY

The Fokker-Planck equation is a fundamental equation in statistical mechanics that describes the time evolution of probability distributions of stochastic processes. Its derivation is rooted in the principles of diffusion and Brownian motion, often linked to the works of physicists like Fokker and Planck. For comprehensive insights, refer to the detailed explanations available in the provided links, including the PNAS supplement and the Wikipedia page on the Fokker-Planck equation.

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  • Understanding of stochastic processes
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  • Knowledge of diffusion theory
  • Basic calculus and differential equations
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yunusbsk
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do you know where fokker-planck equation comes from?
 
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thxs a lot Mathman ;) yes you are right .it has many many solution in google but i need the the first one that you send to me
 

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