Nonequilibrium Statistical Mechanics
Nonequilibrium Statistical Mechanics. Instructor: Professor V. Balakrishnan, Department of Physics, IIT Madras. Thermal fluctuations, Langevin dynamics, Brownian motion and diffusion, Fokker-Planck equations, linear response theory, fluctuation-dissipation relations, the Boltzmann equation, critical phenomena, scaling and critical exponents. (from nptel.ac.in)
| Lecture 17 - Fokker-Planck Equations (Part 1) |
Langevin equation (LE) for a general diffusion process. Corresponding Fokker-Planck equation (FPE) for the conditional PDF. Case of linear drift and constant diffusion coefficients. Examples: FPE for the velocity PDF, diffusion equation for the positional PDF. FPE for the phase space PDF of a Brownian particle. Generalization to three dimensions.
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