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Potential condition for a Fokker--Planck equation

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Fokker-Planck equation Fokker-Planck probability current
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For current J=aP−κ∇P/2, a scalar potential exists when the one-form κ−1a is exact. Then D=κ/2, a=−D∇V, and J=−PD∇(V+logP).
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    • Fokker--Planck free-energy functional Potential condition for a Fokker--Planck equation

Fokker--Planck free-energy functional

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Potential condition for a Fokker--Planck equation
For positive-definite D and no-flux boundaries,
F[P]=∫(VP+PlogP)dx
(1)
decreases as F˙=−∫P∇(V+logP)TD∇(V+logP)dx. Its unique normalized minimizer is proportional to e−V.

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  1. Fokker-Planck probability current
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 353 / 2 / a / i / Solution

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