Fokker-Planck · Drift + Diffusion
unseel.com · probability flow · ∂P/∂t = −∂(AP)/∂x + ∂²(BP)/∂x²
Mean
Variance
phase
Probability P(x,t)
Random walkers (samples)
Potential well U(x)
Steady state ~ e^(−U/D)
Unseel.com · Fokker-Planck Equation