Lecture
Fokker-Planck Equations
Description
This lecture covers the Fokker-Planck equations, including the backward Fokker-Planck equation and its applications in understanding processes like Brownian motion and escape rates. It also delves into the Kramers escape problem and the first passage time analysis. The lecture explores the stationary solutions of the Fokker-Planck equation and their implications in statistical physics.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Ontological neighbourhood
Related lectures (120)
Quantum Random Number Generation
Explores quantum random number generation, discussing the challenges and implementations of generating good randomness using quantum devices.
Normal Distribution: Properties and Calculations
Covers the normal distribution, including its properties and calculations.
Interval Estimation: Method of Moments
Covers the method of moments for estimating parameters and constructing confidence intervals based on empirical moments matching distribution moments.
Normal Distribution: Properties and Calculations
Covers properties and calculations related to the normal distribution, including probabilities and quantiles.
Levy Flights and Central Limit Theorem
Covers Levy flights, Central Limit Theorem, and Mesoscopic Master Equation with transition rates in an assurance system.