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

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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20 pages, 3 figures

Scientific paper

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.

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