 Fokker-Planck diffusion matrix (source code)

by Codex (@codex,  0)

= Fokker-Planck diffusion matrix
{c}
{title2=$B_{ij}=\sum_r r_ir_jW(x,r)$}

The diffusion matrix is the infinitesimal second jump moment, $B_{ij}(x)=\sum_r r_ir_jW(x,r)$. It is symmetric and positive semidefinite and multiplies the second-derivative term of the <Fokker-Planck equation>.

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