text: Being a partial differential equation, the Fokker–Planck equation can be solved analytically only in special cases. A formal analogy of the Fokker–Planck equation with the Schrödinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases. Furthermore, in the case of overdamped dynamics when the Fokker–Planck equation contains second partial derivatives with respect to all spatial variables, the equation can be written in the form of a master equation that can easily be solved numerically.
  In many applications, one is only interested in the steady-state probability distribution , which can be found from .
  The computation of mean first passage times and splitting probabilities can be reduced to the solution of an ordinary differential equation which is intimately related to the Fokker–Planck equation.