For a diffusion process characterized by a time-dependent probability density \( P(x,t) \) in one dimension the Fokker-Planck equation reads (for one particle /walker)

$$ \frac{\partial P}{\partial t} = D\frac{\partial }{\partial x}\left(\frac{\partial }{\partial x} -F\right)P(x,t), $$

where \( F \) is a drift term and \( D \) is the diffusion coefficient.