Fokker-Planck Equation
Probability density evolution under drift and diffusion
Parameters
Drift μ:
-0.5
Diffusion D:
0.3
Double-well strength α:
0.0
Particles N:
400
Reset Particles
Gaussian IC
Bimodal IC
∂P/∂t = -∂/∂x[μ(x)P] + D ∂²P/∂x²
The Fokker-Planck equation governs how probability densities evolve for stochastic processes driven by drift
μ
and noise
√(2D)
.
With double-well:
μ(x) = αx(1-x²)
— creates bistability. Stationary distribution:
P∝exp(V/D)
for potential
V
.