Abstract
The Fokker-Planck equation was originally developed as an alternative to the Langevin equation as a model of Brownian motion. Obukhov (1959) made the pioneering suggestion that the Fokker-Planck equation be used as a model of turbulent diffusion, but those who followed his suggestion from the 1960s into the 1980s chose to use the Langevin equation. This quotation from van Kampen (1992) p. 219 explains why—and gives a warning: “This approach is popular because it gives a more concrete picture than the Fokker-Planck equation, but it is mathematically equivalent to it. In nonlinear cases, it is subject to the same difficulties, and some additional ones.” This neglect of the Fokker-Planck equation ended when van Dop et al. (1985), Sawford (1986), and Thomson (1987) used it in their analyses of the Langevin equation as a model of turbulent diffusion. The authors of these and more recent papers have taken advantage of the different perspectives given by these two equations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
