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Potential condition for a Fokker--Planck equation
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Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 353
/
2
/
a
/
i
/
Solution
Created
2026-09-24
Updated
2026-09-25
View more
Set
D
=
2
κ
.
(1)
The stated
curl
-
free
condition says that
C
j
=
(
κ
−
1
)
ji
a
i
is
a
gradient
,
C
=
∇Ψ
.
Define
V
=
−
2Ψ
,
∂
j
V
=
−
2
(
κ
−
1
)
ji
a
i
.
(2)
Then
a
=
−
D
∇
V
, and the
Fokker-Planck probability current
becomes
J
=
a
P
−
D
∇
P
=
−
P
D
∇
(
V
+
lo
g
P
)
.
(3)
This is the
potential condition for a Fokker--Planck equation
.
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