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Fokker-Planck Equation : Long-Time Dynamics in Approach to Equilibrium

Himadri S. Samanta·J. K. Bhattacharjee
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Abstract

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic processes and quantum mechanics.

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Himadri S. Samanta, J. K. Bhattacharjee. 2005-10-15. Fokker-Planck Equation : Long-Time Dynamics in Approach to Equilibrium. https://arxiv.org/abs/cond-mat/0510406

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