Introduction to the Backward Fokker-Planck equation
Introduction to the Backward Fokker-Planck equation
- Event time: 11:30am
- Event date: 13th November 2013
- Speaker: Professor Richard Blythe (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
The Fokker-Planck equation is a generalisation of the diffusion equation and is commonly used to understand the evolution and steady states of nonequilibrium systems. Less well-known is the backward Fokker-Planck equation where one typically conditions on some aspect of the future of the dynamics (for example, a random walker visiting a particular region of space) and asks how the probability this happens varies with the initial condition. It turns out to be a powerful tool for answering such problems, and I will use it to illustrate the different properties of diffusion in dimensions less than, equal to and greater than two.
About Statistical Physics and Complexity Group meetings
This is a weekly series of webinars on theoretical aspects of Condensed Matter, Biological, and Statistical Physics. It is open to anyone interested in research in these areas..
Find out more about Statistical Physics and Complexity Group meetings.