Lecture

Fokker Planck Equation

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Description

This lecture covers the Fokker-Planck equation and Kramer's Moyal expansion in statistical physics, focusing on the evolution of probability distributions over time. It discusses the forward and backward Fokker-Planck equations, emphasizing the mathematical formalism and applications.

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In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.

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