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Fokker-Planck equation

   Also found in: Acronyms 0.01 sec.
Fokker-Planck equation [¦fō·kər ¦pläŋk i′kwā·zhən]
(statistical mechanics)
An equation for the distribution function of a gas, analogous to the Boltzmann equation but applying where the forces are long-range and the collisions are not binary.


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In 17 concise chapters and a remarkable collection of appendices be describes the Langevin equation, the fluctuation-dissipation relation, auto-correlation of velocity, Markov processes, the Fokker-Planck equation, the diffusion equation, diffusion in a finite region, Brownian motion, first-passage time, displacement phase-space Fokker-Planck equations, diffusion as a potential, diffusion in a magnetic field, Kubo-Green formulas, dynamic mobility, and the generalized Langevin equation.
Note that the Fokker-Planck equation is a linear partial differential equation of second order, and is applied to analyses of stochastic dynamics in a large number of different fields, i.
This would require a new solution to the Fokker-Planck equation for an initial orientation state using the method of characteristics.
 
 
 
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