Probability Density p(x, t)
FPE Solution
Monte Carlo
Stationary (Boltzmann)
Potential V(x) and Drift μ(x) = -V'(x)
Sample Particle Trajectories (SDE)
∂p/∂t = -∂(μp)/∂x + D·∂²p/∂x²
Simulation
Potential
Parameters
Initial Condition
Time:
0.00
Mean (FPE):
—
Mean (MC):
—
Variance (FPE):
—
Variance (MC):
—