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Potential condition for a Fokker--Planck equation
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Fokker-Planck equation
Fokker-Planck probability current
Created
2026-09-24
Updated
2026-09-24
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For current
J
=
a
P
−
κ
∇
P
/2
,
a
scalar
potential exists when the
one-form
κ
−
1
a
is exact. Then
D
=
κ
/2
,
a
=
−
D
∇
V
, and
J
=
−
P
D
∇
(
V
+
lo
g
P
)
.
Table of contents
Fokker--Planck free-energy functional
Potential condition for a Fokker--Planck equation
Fokker--Planck free-energy functional
0
0
0
Potential condition for a Fokker--Planck equation
For positive-definite
D
and no-
flux
boundaries,
F
[
P
]
=
∫
(
V
P
+
P
lo
g
P
)
d
x
(1)
decreases
as
F
˙
=
−
∫
P
∇
(
V
+
lo
g
P
)
T
D
∇
(
V
+
lo
g
P
)
d
x
. Its unique normalized minimizer is proportional to
e
−
V
.
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Fokker-Planck probability current
Fokker-Planck equation
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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(1)
Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 353
/
2
/
a
/
i
/
Solution
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