The partial differential equation
![P_t=P_(xx)-uP_x+partial/(partialx){[u-F(x)]P}.](/images/equations/KramersEquation/NumberedEquation1.svg) |
Kramers Equation
Explore with Wolfram|Alpha
References
Duck, P. W.; Marshall, T. W.; and Watson, E. J. "First-Passage Times for the Uhlenbeck-Ornstein Process." J. Phys. A: Math. Gen. 19, 3545-3558, 1986.Zwillinger, D. Handbook of Differential Equations, 3rd ed. Boston, MA: Academic Press, p. 130, 1997.Referenced on Wolfram|Alpha
Kramers EquationCite this as:
Weisstein, Eric W. "Kramers Equation." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/KramersEquation.html