Simplified Derivation of the Fokker-Planck Equation.

Siegman, A. E.

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Peer reviewed

ERIC Number: EJ211578

Record Type: CIJE

Publication Date: 1979-Jun

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Simplified Derivation of the Fokker-Planck Equation.

Siegman, A. E.

American Journal of Physics, v47 n6 p545-47 Jun 1979

Presents an alternative derivation of the Fokker-Planck equation for the probability density of a random noise process, starting from the Langevin equation. The derivation makes use of the first two derivatives of the Dirac delta function. (Author/GA)

Descriptors: College Science, Electricity, Higher Education, Mathematical Applications, Physics, Probability, Quantum Mechanics, Science Education, Theories

Publication Type: Journal Articles

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Language: English

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