Nonequilibrium Statistical Mechanics
Nonequilibrium Statistical Mechanics. Instructor: Professor V. Balakrishnan, Department of Physics, IIT Madras. Thermal fluctuations, Langevin dynamics, Brownian motion and diffusion, Fokker-Planck equations, linear response theory, fluctuation-dissipation relations, the Boltzmann equation, critical phenomena, scaling and critical exponents. (from nptel.ac.in)
|Lecture 18 - Fokker-Planck Equations (Part 2)|
FPE for general (nonlinear) drift and diffusion coefficients in the multi-dimensional case. Kramers' equation for phase space PDF in an applied potential. Asymptotic form of the phase space PDF. Diffusion regime (or high-friction limit): Smoluchowski equation for the positional PDF. Overdamped oscillator: OU distribution for the positional PDF.
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