# What is the derivation of fokker planck equation?

• yunusbsk
In summary, the Fokker Planck equation is a partial differential equation used to describe the evolution of a probability density function over time in stochastic processes. It was independently developed by Adriaan Fokker and Max Planck in the early 20th century and gained widespread recognition in the 1950s. The equation can be interpreted as a diffusion equation and is commonly used to model the dynamics of particles in a complex environment. Its applications range from physics and chemistry to finance and economics. Assumptions made in its derivation include thermal equilibrium, small forces, and a continuous state with a smooth and differentiable probability distribution.
yunusbsk
do you know where fokker-planck equation comes from?

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

## What is the Fokker Planck equation?

The Fokker Planck equation is a partial differential equation that describes the evolution of a probability density function over time. It is commonly used in the study of stochastic processes and can be derived from the Langevin equation.

## Who developed the Fokker Planck equation?

The Fokker Planck equation was developed independently by Adriaan Fokker and Max Planck in the early 20th century. However, it was not until the 1950s that it gained widespread recognition and became an important tool in statistical physics and other fields.

## What is the physical interpretation of the Fokker Planck equation?

The Fokker Planck equation can be interpreted as a diffusion equation, where the probability density function diffuses in space as a result of random fluctuations. It is also commonly used to describe the dynamics of particles in a complex environment.

## What are the assumptions made in deriving the Fokker Planck equation?

The derivation of the Fokker Planck equation typically assumes that the system under study is in thermal equilibrium, that the forces acting on the system are small, and that the motion of the particles is governed by a Langevin equation. Additionally, it assumes that the system is in a continuous state and that the probability distribution is smooth and differentiable.

## What are the applications of the Fokker Planck equation?

The Fokker Planck equation has numerous applications in physics, chemistry, biology, and engineering. It is commonly used to study diffusion processes, Brownian motion, and the dynamics of particles in a complex environment. It also has applications in financial mathematics, where it is used to model stock prices and other economic variables.

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