Physically consistent numerical solver for time-dependent Fokker-Planck equations.
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DOI: 10.1103/physreve.99.032117
Abstract: We present a simple thermodynamically consistent method for solving time-dependent Fokker-Planck equations (FPE) for overdamped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state behavior and allows for computations of moment-generating… read more here.
Keywords: fokker planck; time; planck equations; dependent fokker ... See more keywords