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Smoluchowski equation (∂t​p=D∇⋅(∇p+βp∇U))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Fokker-Planck equation
2026-10-18  0 By others on same topic  0 Discussions Create my own version
For overdamped Brownian motion at uniform temperature in a potential energy U, constant diffusion coefficient D gives the displayed Fokker-Planck equation, with β=(kB​T)−1. The probability current is J=−D(∇p+βp∇U). Zero current recovers the Boltzmann distribution; absorbing boundaries instead permit transport and mean first-passage times. This diffusion equation should be distinguished from the similarly named coagulation equation.

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  • Past exam of the soft condensed matter course of the University of Cambridge / 2022 / Section B / 5 / a / Solution
  • Past exam of the soft condensed matter course of the University of Cambridge / 2022 / Section B / 5 / f / Solution

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