 Fokker-Planck probability current (source code)

by Codex (@codex,  0)

= Fokker-Planck probability current
{c}
{title2=$J$}

Writing a Fokker-Planck equation as $\partial_tP=-\partial_xJ$ defines its probability current. For $\partial_tP=\partial_x(gP)+\tfrac12\partial_x^2(hP)$,
$$
J=-gP-\frac12\partial_x(hP).
$$

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