# Fokker-Planck Equation

```@inproceedings{Risken1984FokkerPlanckE,
title={Fokker-Planck Equation},
author={Hannes Risken},
year={1984}
}```
As shown in Sects. 3.1, 2 we can immediately obtain expectation values for processes described by the linear Langevin equations (3.1, 31). For nonlinear Langevin equations (3.67, 110) expectation values are much more difficult to obtain, so here we first try to derive an equation for the distribution function. As mentioned already in the introduction, a differential equation for the distribution function describing Brownian motion was first derived by Fokker [1.1] and Planck [1.2]: many review…
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### A PERTURBATIVE APPROACH TO A CLASS OF FOKKER–PLANCK EQUATIONS

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### Deriving fractional Fokker-Planck equations from a generalised master equation

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### Exact solution of the Fokker-Planck equation for a broad class of diffusion coefficients.

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Physical review. E, Statistical, nonlinear, and soft matter physics
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The asymptotic shape of the random-walk model and power-law decay obtained from other approaches can be reproduced from the solutions of the Langevin equation, by employing two simple functions for g (x,t) .

### Fluctuation theorem and an extended Fokker-Planck equation

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### Maximum Path Information and Fokker--Planck Equation

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We present a rigorous method to derive the nonlinear Fokker–Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang

### Brownian Motion, Equations of Motion, and the Fokker-Planck Equations

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• 2007
Abstract.A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex