Brownian Motion in 2D and the Fokker-Planck Equation
Brownian Motion in 2D and the Fokker-Planck Equation
We show the Brownian motion of an evolving assembly of particles and the corresponding probability density. The probability density is a solution of the Fokker–Planck equation, which here reduces to a drift-diffusion partial differential equation. The center of mass of the particle distribution moves with a constant drift velocity while anisotropic diffusion is determined by the principal values of the diffusion matrix, along the Cartesian axes.