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Concept
Fokker-Planck Equation
Summary
The
Fokker-Planck equation
is a
partial differential equation
that describes the
time evolution
of the
probability density function
of the
velocity of a particle
under the
influence of forces
and diffusion. It is widely used in
statistical mechanics
to
model various systems
, including
Brownian motion
and other processes driven by
random forces
.
Relevant Degrees
Differential and Integral Equations 86%
Probability and Statistics 14%
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