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Importance sampling and overview of what needs to be coded, reminder from last week

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.