Fokker-Planck Equation: Long-Time Dynamics in Approach to Equilibrium

Author: Samanta H.S.   Bhattacharjee J.K.  

Publisher: Taylor & Francis Ltd

ISSN: 0141-1594

Source: Phase Transitions: A Multinational Journal, Vol.77, Iss.8-10, 2004-08, pp. : 747-765

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Abstract

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers time. We also describe the connection between stochastic processes and quantum mechanics.