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Questions tagged [diffusion]

Diffusion is the net movement (spreading out) of molecules or atoms down a concentration gradient: from a region of high concentration to a region of low concentration.

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How to derive the backward Fokker-Planck equation from a forward Fokker-Planck equation (with state-dependent diffusion coefficient)?

I am interested in a system with state-dependent diffusion coefficients. This paper by Lau and Lubensky derives the correct Forward FPE in this case: $$\partial_tP(x,t) = \frac{\partial}{\partial x} ...