Physically consistent numerical solver for time-dependent Fokker-Planck equations

4 Apr 2018Viktor HolubecKlaus KroyStefano Steffenoni

We present a simple thermodynamically consistent method for solving time-dependent Fokker--Planck equations (FPE) for over-damped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state behavior and allows for computations of moment-generating and large-deviation functions of observables defined along stochastic trajectories, such as the fluctuating particle current, heat and work... (read more)

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