Fokker-Planck Equation : Long-Time Dynamics in Approach to Equilibrium
arXiv:cond-mat/0510406
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.
20 pages, 3 figures