# 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.

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