Lecture

Fokker-Planck Equations

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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.

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